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JuliaStochOpt / StochDynamicProgramming.jl

A package for discrete-time optimal stochastic control
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Clean and test EF #12

Closed leclere closed 8 years ago

leclere commented 8 years ago

Clean Extensive Formulation writing, test it and compare to SDDP. To be integrated into the simplified example.

leclere commented 8 years ago

To be more explicit : we need a function like solvingEF(model:LinearDynamicLinearCostSPmodel,solver,solverparam=default,display=false) that will build a JuMP model and call a solver.