# Questions tagged [stochastic-dual-dynamic-programming]

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### Are quadratic multi-stage optimization problems with quadratic constraints solvable by stochastic dual dynamic programming and SDDP.jl?

I have a program with quadratic objective and constraints, and wanna utilize sddp.jl package in julia for solution.
48 views

### How can I handle a constraint on a terminal state variable while avoiding infeasibility during SDDP.jl training process?

I want to solve a multi-stage optimization problem using SDDP.jl in which I am having hard time using constraints on state variables at the termination.
35 views

### At the start of the execution of SDDP.jl, when there is no value approximation & terminal states available, what cost-to-go estimation is used?

I am using SDDP.jl for my research and want to know that at the very start of the execution, when there is no value function initialization and terminal state (for backward recursion), how cost-to-go ...
29 views

### How do I convert an SDDP.State object into a number or tuple in SDDP.jl?

I want to collect evaluation data and for it I need to collect data in numbers not SDDP.state objects, so how can I do that in SDDP.jl.
39 views

### How can I write the output stream of SDDP.jl into an excel file?

I am using SDDP.jl for my research project in which I am developing a state-of-the-art actor critic algorithm which I am going to benchmark with SDDP but for it I need to plot graphs which require ...
56 views

### Can I use continuous probability distributions when creating an SDDP.jl model?

I am using SDDP.jl for my research project and want to use continuous distribution, can I do so?
1 vote
142 views

### Is stochastic dual dynamic programming (SDDP) a deterministic solution algorithm or does it have a stochastic component to it?

I am currently working on a paper in which I am statistically comparing dynamic optimization algorithms like SDDP, Actor-Critics etc. In this regard, should I be running SDDP algorithm for my ...
1 vote