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JuliaStochOpt / StochDynamicProgramming.jl

A package for discrete-time optimal stochastic control
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Extend problem to accept noise as AR process #25

Open leclere opened 8 years ago

leclere commented 8 years ago

This issue address the question on "how to adapt SDDP if the user give us a specific AR". Another issue will be to fit an AR.