Skip to content
/ SDDP.jl Public

A JuMP extension for Stochastic Dual Dynamic Programming

sddp.dev

License

View license
309 stars 61 forks Branches Tags Activity
Star
Notifications You must be signed in to change notification settings

odow/SDDP.jl

BranchesTags

Repository files navigation

logo

SDDP.jl

Build Status codecov

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.

Documentation

You can find the documentation at sddp.dev.

Help

If you need help, please open a GitHub issue.

About

A JuMP extension for Stochastic Dual Dynamic Programming

sddp.dev

Topics

optimization julia optimal-control markov-decision-processes jump stochastic-optimization benders-decomposition sddp stochastic-programming markov-decision-process multistage-stochastic-optimization stochastic-integer sddip multistage-stochastic-integer stochastic-dual-dynamic-programming

Resources

Readme

License

View license
Activity

Stars

309 stars

Watchers

17 watching

Forks

61 forks
Report repository

Releases 60

v1.9.0 Latest
Oct 17, 2024
+ 59 releases

Contributors 21

+ 7 contributors

Languages