"A lot of our work involves solving mathematical models of the world in which the future is uncertain. Our workhorse is a solution algorithm called Stochastic Dual Dynamic Programming (SDDP). This works by solving hundreds of thousands of linear programs so speed is important."

“Julia has helped us increase our effectiveness as programmers and allows us to become productive quickly in a number of domains that normally require a large up-front investment in study time. A good example is GPU programming where we can begin loading data into CuArrays.jl for performance improvements before learning …