FAST (Finally An SDDP Toolbox) is an SDDP toolbox for Matlab
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README.md

README

FAST (Finally An Sddp Toolbox), an sddp toolbox written in Matlab.

  • src contains sources files.
  • demo contains one well explained demo.
  • examples contains examples to learn how to use the toolbox.
  • tests containes the tests. Used for development purposes only.

FAST is open-source. See LICENSE for the license, and INSTALL.md for installation instructions

See the toolbox website, currently hosted here (The website had moved to a new location).

Authors: Leopold Cambier and Damien Scieur

Changelog

  • 0.9.0b (beta) : initial commit
  • 0.9.1b (beta)
    • Adding the possibility to extract cuts from the lattice
    • Adding the possibility to precut the lattice using some heuristic policy
    • Multiple other minor changes