Examples

SDDP.jl includes many examples. In the source code, they are organized by application. Here we categorize the examples by functionality.

Markovian Policy Graphs

• McCardle Farm

• Asset Management Stagewise

• Asset Management

• Hydro Valley

• Newsvendor

Risk Aversion

Convex Combinations

• Newsvendor

EAVaR

• Asset Management Stagewise

DRO

• Simple Conic

Right-Hand Side Uncertainty

• Asset Management Stagewise

• Air Conditioning

• Hydro Thermal

• Production Management

• FAST Quickstart

• Hydro Valley

• Newsvendor

Objective Uncertainty

• Asset Management Stagewise

• Vehicle Location

• Simple Conic

Conic

• Simple Conic

Termination Criteria

Bound Convergence

• Asset Management Stagewise

Policy Simulation

• Asset Management Stagewise

• Newsvendor

Asynchronous

• Newsvendor

Saving and Loading Cuts

• Newsvendor