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.

You can find the documentation at sddp.dev.

If you need help, please open a GitHub issue.

Name	Name	Last commit message	Last commit date
Latest commit odow Fix environment loading in parallel_schemes.jl (#842 ) Apr 6, 2025 0464a12 · Apr 6, 2025 History 722 Commits
.github/workflows	.github/workflows	[docs] add guide on multithreading (#833 )	Mar 20, 2025
benchmarks	benchmarks	Add separate_kwargs_with_semicolon = true to .JuliaFormatter.toml (#764 )	Jul 25, 2024
docs	docs	Update papers with improved citations (#841 )	Apr 6, 2025
papers	papers	Update papers with improved citations (#841 )	Apr 6, 2025
src	src	Keep Markovian structure when parsing lattice from MSPFormat (#834 )	Apr 1, 2025
test	test	Fix environment loading in parallel_schemes.jl (#842 )	Apr 6, 2025
.JuliaFormatter.toml	.JuliaFormatter.toml	Add separate_kwargs_with_semicolon = true to .JuliaFormatter.toml (#764 )	Jul 25, 2024
.gitignore	.gitignore	Update .gitignore (#717 )	Dec 6, 2023
CITATION.cff	CITATION.cff	Update CITATION.cff	Sep 1, 2021
LICENSE.md	LICENSE.md	Update copyright 2023 (#558 )	Jan 2, 2023
Project.toml	Project.toml	Prep for v1.10.5 (#840 )	Apr 2, 2025
README.md	README.md	Fix badge for GitHub actions (#816 )	Jan 13, 2025