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sddip

Here are 2 public repositories matching this topic...

odow / SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming

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

Updated Nov 7, 2024
Julia

sddip

leoschleier / sddip

Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.

python optimization stochastic-optimization stochastic-programming sddip

Updated Mar 10, 2024
Jupyter Notebook

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