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SDDP

Stochastic Dual Dynamic Programming in Julia

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SDDP.jl is a package for solving large multistage convex stochastic programming problems using stochastic dual dynamic programming. You can find the documentation at https://odow.github.io/SDDP.jl/latest/.

If you need help, file a Github issue: https://github.com/odow/SDDP.jl/issues/new

First Commit

04/10/2017

Last Touched

2 days ago

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343 commits