Open odow opened 6 years ago
m = SPModel(stages=3, sense=:Min) do sp, t
@states(sp, begin
end)
@controls(sp, begin
end)
@noises(sp, begin
end)
dynamics!(sp) do out_state, in_state, control, noise
if control[u] == 1
return DynamicProgramming.INFEASIBLE
end
out_state[x] = in_state[x]+1
return noise[w]
end
end
Ref https://github.com/odow/SDDP.jl