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Unify interface with SDDP.jl

Open odow opened this issue 7 years ago • 1 comments
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Ref https://github.com/odow/SDDP.jl

odow avatar Mar 23 '18 02:03 odow

  • Get rid of constraints and terminal cost.
m = SPModel(stages=3, sense=:Min) do sp, t
    @states(sp, begin
    end)
    @controls(sp, begin
    end)
    @noises(sp, begin
    end)
    dynamics!(sp) do out_state, in_state, control, noise
        if control[u] == 1
            return DynamicProgramming.INFEASIBLE
        end
        out_state[x] = in_state[x]+1
        return noise[w]
    end
end

odow avatar Apr 08 '18 04:04 odow