SDDP.jl

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

License

SDDP.jl is licensed under the MPL 2.0 license.

If you need help, please open a GitHub issue.

Name		Name	Last commit message	Last commit date
Latest commit History 596 Commits
.github/workflows		.github/workflows
benchmarks		benchmarks
docs		docs
papers		papers
src		src
test		test
.JuliaFormatter.toml		.JuliaFormatter.toml
.gitignore		.gitignore
CITATION.cff		CITATION.cff
LICENSE.md		LICENSE.md
Project.toml		Project.toml
README.md		README.md