Sddpy
Python for Stochastic Dual Dynamic Programming Algorithm
Install / Use
/learn @zzphd/SddpyREADME
sddpy
Python for Stochastic Dual Dynamic Programming Algorithm
The codes are tested on python 3.6 and pyomo 5.7.3.
Documentation
examples
Acknowledge
This package can be seen a python version of SDDP.jl v0.0.2. The algorithmic principles and structure of the code are inspired by sddp.jl.
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