[docs] clarify what a subgradient and reduced cost are #651
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Thanks, this elaboration was very helpful! |
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@sigmundholm does this make it clearer? Suggestions for changes?
Closes #648
Here's the preview link: https://odow.github.io/SDDP.jl/previews/PR651/explanation/theory_intro/#Preliminaries:-approximating-the-cost-to-go-term