FAST (Finally An Sddp Toolbox), an sddp toolbox written in Matlab.
srccontains sources files.
democontains one well explained demo.
examplescontains examples to learn how to use the toolbox.
testscontaines 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
- 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