SOPS is an alternative to stochastic dynamic programming
Rather than simplifying the model structure in order to find solutions, the program allows for complex models and if necessary, simplified solutions or policies. The program is particularly useful for infinite horizon problems like investment problems, inventory management, renewable resource management, engineering problems etc. SOPS may also be used to address complex problems involving measurement error and model uncertainty.
Getting Started with instructional videos
The following three videos give a first introduction to SOPS