Closed arthur-brigatto closed 4 months ago
A simple test would be great to see if it works!
You can add a new test as a function just after this one: https://github.com/odow/SDDP.jl/blob/8ed2e302c7212388ba3c4ec67c4737eaa44aeed5/test/plugins/backward_sampling_schemes.jl#L66-L90
You can add a new test as a function just after this one:
Working on it!
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@odow I have added a test function. The idea is: Firstly a sequence of 0.1 or 0.9 values for $\epsilon$ is sampled in the forward step. Then, the backward sampler sets $\epsilon = 0.9$ if 0.1 was sampled in the forward step or it sets $\epsilon = 0.1$ if 0.9 was sampled in the forward step.
Let me know if that works!
Closes #735.