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SDDP.jl odow
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A JuMP extension for Stochastic Dual Dynamic Programming
jump sddp julia sddip optimization optimal-control stochastic-integer benders-decomposition stochastic-programming markov-decision-process stochastic-optimization markov-decision-processes multistage-stochastic-integer multistage-stochastic-optimization stochastic-dual-dynamic-programming
Created 2017-04-10
687 commits to master branch, last one 13 days ago