Stochastic Dual Dynamic Programming (SDDP)

Stochastic Dual Dynamic Programming (SDDP)

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About this course

Course Overview:

  • Model Setup
  • Inflows
  • SDDP Algorithm
  • SDDP Results

Curriculum28 min

  • Slides
  • Exercise Downloads
  • Model Setup & Inflows 9 min
  • Problem Formulation 5 min
  • SDDP Algorithm 15 min

About this course

Course Overview:

  • Model Setup
  • Inflows
  • SDDP Algorithm
  • SDDP Results

Curriculum28 min

  • Slides
  • Exercise Downloads
  • Model Setup & Inflows 9 min
  • Problem Formulation 5 min
  • SDDP Algorithm 15 min