File tree 1 file changed +8
-3
lines changed
1 file changed +8
-3
lines changed Original file line number Diff line number Diff line change @@ -28,13 +28,13 @@ It is built upon [JuMP]
28
28
- Linear dynamics
29
29
- Linear or convex piecewise linear cost
30
30
31
- Extension to non-linear formulation are under development.
31
+ Extension to non-linear formulation are under development.
32
32
Extension to more complex alea dependance are under developpment.
33
33
34
34
## Why Extensive formulation ?
35
35
36
36
An extensive formulation approach consists in representing the stochastic problem as a deterministic
37
- one with more variable and call a standard deterministic solver. Mainly usable in a linear
37
+ one with more variable and call a standard deterministic solver. Mainly usable in a linear
38
38
setting. Computational complexity is exponential in the number of stages.
39
39
40
40
## Why Stochastic Dynamic Programming ?
@@ -54,10 +54,15 @@ control strategies.
54
54
55
55
56
56
## Installation
57
- Installing StochDynamicProgramming is an easy process. Open Julia and enter
57
+ Installing StochDynamicProgramming is an easy process.
58
+ Currently, the package depends upon ` CutPruners.jl ` , which is not
59
+ yet registered in Julia's METADATA. To install the package,
60
+ open Julia and enter
58
61
59
62
``` julia
60
63
julia> Pkg. update ()
64
+ julia> Pkg. clone (" https://github.com/JuliaPolyhedra/CutPruners.jl" )
65
+ julia> Pkg. clone (" https://github.com/blegat/StochasticDualDynamicProgramming.jl" )
61
66
julia> Pkg. add (" StochDynamicProgramming" )
62
67
63
68
```
You can’t perform that action at this time.
0 commit comments