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odow / SDDP.jl Public

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A JuMP extension for Stochastic Dual Dynamic Programming

sddp.dev

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odow/SDDP.jl

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A JuMP extension for Stochastic Dual Dynamic Programming

sddp.dev

Topics

optimization julia optimal-control markov-decision-processes jump stochastic-optimization benders-decomposition sddp stochastic-programming markov-decision-process multistage-stochastic-optimization stochastic-integer sddip multistage-stochastic-integer stochastic-dual-dynamic-programming

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