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SDDP.jl
A JuMP extension for Stochastic Dual Dynamic Programming
https://sddp.dev
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Add BanditDuality handler
#471
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odow
closed
3 years ago
odow
commented
3 years ago
Part of #246
Still a few things to sort out:
[x] Documentation
[x] Tests
[x] Evaluate it on some real models
Part of #246
Still a few things to sort out: