odow / SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming
https://sddp.dev
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Add docs for Distributions.jl #622

Closed slwu89 closed 1 year ago

slwu89 commented 1 year ago

To address #615, update guides/add_multimensional_noise.md. I felt that the subject was essentially the same as this existing help file, and would rather add to it than create another one with a similar name. I listed two methods, sampling N points from the multidimensional space, and exhaustive enumeration. I used IterTools.product to generate the product space, I think this should be fairly minimal as a dependency as it has no dependencies of its own, and AFAIK is close to being a "base package" for Julia.

Closes #615

odow commented 1 year ago

I used IterTools.product

Base.product is even simpler :smile:

odow commented 1 year ago

I made a few simple changes. Mainly just formatting. I think this should be pretty helpful. Now that I think about it, I've answered a similar question too many times. I always assumed that it was pretty obvious that you could use distributions and sample. But this makes things a lot clearer.

Any suggestions for other changes?

slwu89 commented 1 year ago

Did not know about Base.product, that's fantastic. No other suggestions, thanks!