DynamicProgramming.jl
DynamicProgramming.jl copied to clipboard
A Julia package for Stochastic Dynamic Programming
Hi, The parallel execution was still not ported to the new version of Julia, now it should work. I also added a callback that is called before each stage, which...
@conema if we want to re-register this as a package, "DynamicProgramming.jl" is likely to cause some issues because it's a little too generic. This isn't _THE_ package for dynamic programming...
These would be nice to have. ```julia @states(sp, begin x in 0:10 y in [:a, :b, :c] end) ```
Ref https://github.com/odow/SDDP.jl
Particularly those from Bertsekas, D. (2005). _Dynamic Programming and Optimal Control_ (3rd ed.). Bellmont, MA: Athena Scientific. Bellman, R., & Dreyfus, S. (1962). _Applied Dynamic Programming_. Princeton, NJ: Princeton University...
- [ ] parallel code - [ ] maximization examples