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Hi,
I am trying to develop a third option in the SDDP package in addition to SINGLE_CUT and MULTI_CUT (STOCH_CUT_PLANE). This new option consists in sampling only one noise on each node in the backwa…
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@hideakiv Can you add your multistage stochastic optimization example (not the DRO one) to this repo (in `example` directory)? You can create a PR.
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**Submitting author:** @kirui93 (Kipngeno )
**Repository:** https://github.com/kirui93/ScenTrees.jl
**Version:** v0.2.2
**Editor:** @melissawm
**Reviewer:** @juliohm, @matbesancon
**Archive:** 10.5281…
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Below you can find some review comments on the software paper:
# Introduction
## Paragraph 1
>In multistage stochastic optimization we are interested in decision making under uncertainty.
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**Submitting author:** @kirui93 (Kipngeno )
**Repository:** https://github.com/kirui93/ScenTrees.jl
**Version:** v0.1.2
**Editor:** @melissawm
**Reviewers:** @juliohm, @matbesancon
**Author instruct…
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`SDDP.jl` needs a better name. Suggestions that have been floated
+ ELISE.jl - Extensible LIbrary for SDDP Experiments
+ SMOKIE.jl - Stochastic Multistage Optimisation Kit Including Extensibility
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Within the ExaQUte project, we are developing a mechanism to launch (very) many simulations and later to gather the results.
To this end, we need a mechanism to read ONCE the input files and then …