Release Notes
Added
- Discount rate support -- Annual discount rate from the policy graph is
now wired into the SDDP solver. Per-stage one-step discount factors scale
the theta (future cost) objective coefficient, and cumulative discount
factors weight stagewise costs in both the training upper bound and
simulation cost accumulation.
- Deterministic regression test D25 -- Verifies discounted lower bound
and simulation discount factors against undiscounted baseline (D02).
Fixed
- Discounted upper bound -- The statistical upper bound now applies
cumulative discount factors to stagewise immediate costs, making it
comparable to the discounted lower bound. Previously, undiscounted stage
costs were summed, producing a UB incommensurate with the LB when a
non-zero discount rate was active.
- Immediate cost extraction under discount -- Stage cost extraction
(objective - theta) now accounts for the discount factor on the theta
coefficient (objective - d_t * theta), correctly isolating the
undiscounted immediate cost at each stage.
cobre-cli 0.3.1
Install cobre-cli 0.3.1
Install prebuilt binaries via shell script
curl --proto '=https' --tlsv1.2 -LsSf https://github.com/cobre-rs/cobre/releases/download/v0.3.1/cobre-cli-installer.sh | sh
Install prebuilt binaries via powershell script
powershell -ExecutionPolicy Bypass -c "irm https://github.com/cobre-rs/cobre/releases/download/v0.3.1/cobre-cli-installer.ps1 | iex"
Download cobre-cli 0.3.1
cobre-mcp 0.3.1
Install cobre-mcp 0.3.1
Install prebuilt binaries via shell script
curl --proto '=https' --tlsv1.2 -LsSf https://github.com/cobre-rs/cobre/releases/download/v0.3.1/cobre-mcp-installer.sh | sh
Install prebuilt binaries via powershell script
powershell -ExecutionPolicy Bypass -c "irm https://github.com/cobre-rs/cobre/releases/download/v0.3.1/cobre-mcp-installer.ps1 | iex"
Download cobre-mcp 0.3.1
