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odow / SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming
https://sddp.dev
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[docs] clarify what a subgradient and reduced cost are #651

Closed odow closed 1 year ago

odow commented 1 year ago

@sigmundholm does this make it clearer? Suggestions for changes?

Closes #648

Here's the preview link: https://odow.github.io/SDDP.jl/previews/PR651/explanation/theory_intro/#Preliminaries:-approximating-the-cost-to-go-term

sigmundholm commented 1 year ago

Thanks, this elaboration was very helpful!