https://github.com/odow/SDDP.jl

Stochastic Dual Dynamic Programming in Julia
https://github.com/odow/SDDP.jl

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

Last synced: 3 months ago
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Stochastic Dual Dynamic Programming in Julia

• Host: GitHub
• URL: https://github.com/odow/SDDP.jl
• Owner: odow
• License: other
• Created: 2017-04-10T22:10:53.000Z (over 7 years ago)
• Default Branch: master
• Last Pushed: 2024-07-26T04:21:27.000Z (4 months ago)
• Last Synced: 2024-07-26T07:13:32.967Z (4 months ago)
• Topics: benders-decomposition, julia, jump, markov-decision-process, markov-decision-processes, multistage-stochastic-integer, multistage-stochastic-optimization, optimal-control, optimization, sddip, sddp, stochastic-dual-dynamic-programming, stochastic-integer, stochastic-optimization, stochastic-programming
• Language: Julia
• Homepage: https://sddp.dev
• Size: 21.8 MB
• Stars: 287
• Watchers: 18
• Forks: 60
• Open Issues: 7
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md
  • Citation: CITATION.cff

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• awesome-sciml - odow/SDDP.jl: Stochastic Dual Dynamic Programming in Julia

README

        


# SDDP.jl

[![Build Status](https://github.com/odow/SDDP.jl/workflows/CI/badge.svg?branch=master)](https://github.com/odow/SDDP.jl/actions?query=workflow%3ACI)

[![codecov](https://codecov.io/gh/odow/SDDP.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/odow/SDDP.jl)

[SDDP.jl](https://github.com/odow/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](https://github.com/odow/SDDP.jl/blob/master/LICENSE.md).

## Documentation

You can find the documentation at [sddp.dev](https://sddp.dev).

## Help

If you need help, please [open a GitHub issue](https://github.com/odow/SDDP.jl/issues/new).