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odow / SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming
https://sddp.dev
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[docs] add two-stage newsvendor tutorial #557

Closed odow closed 1 year ago

odow commented 1 year ago

Part of #496

odow commented 1 year ago

Urgh. Nasty bound problems. It needed to be an upper bound on the second stage, not an upper bound on the full problem.