odow / SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming
https://sddp.dev
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[docs] add Here-and-now decisions tutorial #635

Closed odow closed 1 year ago

odow commented 1 year ago

Closes #628

cc @hghayoom I elaborated on our example somewhat. There's an additional complication concerning the first-stage decision, but this is often unneeded if your first-stage is already deterministic.