Add terminate_on_cycle option to Historical sampling scheme

odow / SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming

https://sddp.dev

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Closed odow closed 1 year ago

odow commented 1 year ago

When combined with #547, this PR will fix the problem in https://github.com/EPOC-NZ/JADE.jl/issues/19.