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.

You can find the documentation at sddp.dev.

If you need help, please open a GitHub issue.

Name		Name	Last commit message	Last commit date
Latest commit History 683 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