Closed WuSiren closed 2 months ago
If the random variable is defined on a continuous set, for example, a polytope, with/without a distribution function, how should we deal with it using SDDP.jl?
SDDP.jl
Thanks!
You cannot. You should instead sample from the set to construct a sample average approximation.
If the random variable is defined on a continuous set, for example, a polytope, with/without a distribution function, how should we deal with it using
SDDP.jl
?Thanks!