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multistage-stochastic-integer

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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 Aug 31, 2026
Julia

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