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

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License

Mozilla Public License 1.0 (MPL)

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Additional Project Details

Programming Language

Julia

Registered

2023-11-16
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