SDDP.jl
SDDP.jl is a JuMP extension for solving large convex multistage stochastic programming problems using stochastic dual dynamic programming.
License
SDDP.jl is licensed under the MPL 2.0 license.
Documentation
You can find the documentation at https://odow.github.io/SDDP.jl/stable/.
Help
If you need help, please open a GitHub issue.