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Hello Oscar, in one older Issue (#152 ) I found this comment: _"Refactoring into policy graphs is a major re-write, so I have been putting it off. Introducing a parameter for the initial Markov state …
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I took a pass over my SDDP.jl library (odow/SDDP.jl#256) and for the most part, it worked great! SDDP.jl should be a reasonably good test-case because it includes quite a few JuMP models with weird ma…
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Solving with `train(model; dashboard=true)` results in the error.
```Julia
47 3.961126e+08 2.615670e+08 6.613848e+01
┌ Warning: Connection Timeout: 🔗 0↑🔒 0↓🔒 66s 127.0.0.1:8001:800…
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Hey,
I was looking at the complicated_hydro.jl example with 12 stages and tried to calculate the deterministic equivalent, but the result was infeasible. I tried with Gurobi, CPLEX and Xpress solvers…
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## Features
- [x] Add a test function that accepts a sampling scheme. Defaults to in-sample Monte Carlo.
- I've called this simulate. There is an interesting idea for a train-validation-test stopp…
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@lingquant has some interesting things in msppy: [code](https://github.com/lingquant/msppy), [paper](http://www.optimization-online.org/DB_FILE/2019/05/7199.pdf).
In particular:
- [ ] tools to …
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We should re-implement a parallel version of the algorithm. There are a few options, and I'm not sure which is the best to implement.
- Asynchronous complete iterations (a la `release-v0`)
Pro…
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Hi, i'm trying to reduce the amount of subproblems generated to reduce execution time.
Is there some way to sample only certain subset of noises in the backward pass instead of being exhaustive to a…
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JuliaFormatter isn't tested on Julia 1.0. It doesn't support Julia 1.0 because it requires `splitpath`. Is this intentional? If so, `Project.toml` should be updated with the correct lower bound on the…
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I took a pass over my SDDP.jl library (odow/SDDP.jl#256) and for the most part, it worked great! SDDP.jl should be a reasonably good test-case because it includes quite a few JuMP models with weird ma…