Name		Name	Last commit message	Last commit date
.github		.github
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

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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.

Documentation

You can find the documentation at sddp.dev.

Help

If you need help, please open a GitHub issue.

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A JuMP extension for Stochastic Dual Dynamic Programming

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

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