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I went through some tutorials but still confused.
I hope you can help me solve my problem @odow :
I will simplify it as follows:
grid_energy (t)= Load(t) - PV_energy (t) + Cb * u (t)
I …
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Hi & thank you for this package!
I'd like to use it to solve a very simple (routine) problem in economics.
 during the SDDP train?
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Hello!
I have a (relatively large) problem with Markovian uncertainty. I have the conditional probabilities per stage in a JSON file. I tried making a parser but MarkovianGraph won't read it becaus…
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Hi Odow!
Im working in a minimization, risk neutral, with stagewise independence, with one random variable, in your library.
But Im finding something weird.
After I train the SDDP with a bound …
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Hi everyone, thank you for your work on this solver interface.
According to MathOptInterface documentation, all optimizers should be verbose by default:
> Every optimizer should have verbosity o…
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A specification like this fails.
```Julia
model = SDDP.MarkovianPolicyGraph(
transition_matrices = problem.ext["MARKOV_TRANSITION"],
sense = :Min,
lower_bound = 0.0…
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Thank you for sharing your work.
Does this library support a min-max problem? In other words, Can I have the max function in the objective function which I try to minimize:
Is the SDDP able to s…