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SDDP.jl

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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 sddp.dev.

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If you need help, please open a GitHub issue.

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A JuMP extension for Stochastic Dual Dynamic Programming

sddp.dev

Topics

optimization julia optimal-control markov-decision-processes jump stochastic-optimization benders-decomposition sddp stochastic-programming markov-decision-process multistage-stochastic-optimization stochastic-integer sddip multistage-stochastic-integer stochastic-dual-dynamic-programming

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v1.13.1 Latest
Nov 4, 2025
+ 69 releases

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+ 11 contributors

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