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 https://odow.github.io/SDDP.jl/stable/.

Help

If you need help, please open a GitHub issue.