SDDP.jl

Stochastic Dual Dynamic Programming in Julia

This is an exact mirror of the SDDP.jl project, hosted at https://github.com/odow/SDDP.jl. SourceForge is not affiliated with SDDP.jl.

Downloads: 2 This Week

Last Update: 2026-04-23

SDDP.jl is a JuMP extension for solving large convex multistage stochastic programming problems using stochastic dual dynamic programming.

Mozilla Public License 1.0 (MPL)

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