Closed Remmy195 closed 4 months ago
Is this the optimal approach?
There is no single "optimal" approach. It depends on your model
How can I add weights to nodal transition based on my simulated stochastic process?
Change the transition probability in:
SDDP.add_edge(graph, last_node => first_node, transition_probability)
At the moment, it looks like you are using a uniform distribution.
Thanks for your response. I have an idea to use the stochastic process distribution parameters to estimate the transition probabilities.
Sure. SDDP.jl doesn't provide tools to help with this. It is up to you to design the graph that is most appropriate for your problem.
Closing because I don't think there is anything left to do here. Please comment if you have further questions and I will re-open.
Hello Oscar,
I'm trying to model an inifinite/cyclic horizon markov policy graph just like in the pastoral farming example here this paper, and I have done that by adding edges from the last node to the first node
It works with the nodal transition shared evenly amongst the nodes. Is this the optimal approach? How can I add weights to nodal transition based on my simulated stochastic process?