"SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming."

Oscar Dowson, Lea Kapelevich (2021)

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DOI: 10.1287/IJOC.2020.0987

access: closed

type: Journal Article

metadata version: 2023-08-28

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Oscar Dowson, Lea Kapelevich:
SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming. INFORMS J. Comput. 33(1): 27-33 (2021)

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