GitHub topics: stochastic-integer
odow/SDDP.jl
A JuMP extension for Stochastic Dual Dynamic Programming
Language: Julia - Size: 24.9 MB - Last synced at: 2 days ago - Pushed at: about 1 month ago - Stars: 328 - Forks: 66
Related Keywords
benders-decomposition
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julia
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jump
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markov-decision-process
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markov-decision-processes
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multistage-stochastic-integer
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multistage-stochastic-optimization
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optimal-control
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optimization
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sddip
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sddp
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stochastic-dual-dynamic-programming
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stochastic-integer
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stochastic-optimization
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stochastic-programming
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