SDDP.jl

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

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SDDP.jl is licensed under the MPL 2.0 license
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SDDP.jl is a JuMP extension
Solve large convex multistage stochastic programming problems
Stochastic dual dynamic programming

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Mozilla Public License 1.0 (MPL)

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