SDDP.jl is a JuMP extension for solving large convex multistage stochastic programming problems using stochastic dual dynamic programming.

Features

  • SDDP.jl is licensed under the MPL 2.0 license
  • Documentation available
  • SDDP.jl is a JuMP extension
  • Solve large convex multistage stochastic programming problems
  • Stochastic dual dynamic programming

Project Samples

SDDP.jl Screenshot 1

Project Activity

See All Activity >

License

Mozilla Public License 1.0 (MPL)

Follow SDDP.jl

SDDP.jl Web Site

You Might Also Like
MongoDB Atlas runs apps anywhere Icon
MongoDB Atlas runs apps anywhere

Deploy in 115+ regions with the modern database for every enterprise.

MongoDB Atlas gives you the freedom to build and run modern applications anywhere—across AWS, Azure, and Google Cloud. With global availability in over 115 regions, Atlas lets you deploy close to your users, meet compliance needs, and scale with confidence across any geography.
Start Free
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of SDDP.jl!

Additional Project Details

Programming Language

Julia

Registered

2023-11-16
Report inappropriate content