SDDP (julia): Stochastic Dual Dynamic Programming in Julia
Keywords: markov-decision-process|jump|multistage-stochastic-optimization|benders-decomposition|optimal-control|stochastic-programming|markov-decision-processes|sddip|sddp|multistage-stochastic-integer|stochastic-dual-dynamic-programming|julia|optimization|stochastic-optimization|stochastic-integer