SDDP.jl is a JuMP extension for solving large convex multistage stochastic programming problems using stochastic dual dynamic programming.
Features
- SDDP.jl is licensed under the MPL 2.0 license
- Documentation available
- SDDP.jl is a JuMP extension
- Solve large convex multistage stochastic programming problems
- Stochastic dual dynamic programming
License
Mozilla Public License 1.0 (MPL)Follow SDDP.jl
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