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· 272 commits to master since this release
v0.3.3
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Learn about vigilant mode.

SDDP v0.3.3

Diff since v0.3.2

Closed issues:

  • Remove the need to specify initial bound (#222)
  • Forward pass plugins (#295)
  • state variable (#314)
  • A distributionally-robust risk measure based on the Wasserstein distance. (#315)
  • Numerical Stability Issues (#316)
  • Simulations (#317)
  • Random Variable in the Objective Function (#318)
  • Can state variable x.in be converted to an input parameter? (#319)
  • SDDP.OutOfSampleMonteCarlo (#321)
  • Asynchronous cuts with price states (#324)

Merged pull requests:

  • Add ForwardPass as a plug-in (#320) (@odow)
  • Relax check for probabilities in MarkovianGraph (#322) (@odow)
  • Implement async price and belief interpolations (#325) (@odow)
Assets 2