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Commit b20f820

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author
Vincent Leclere
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[FIX]
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examples/stock-example.jl

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@@ -21,7 +21,6 @@ const SOLVER = ClpSolver()
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# const SOLVER = GurobiSolver()
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# convergence test
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const EPSILON = 1e-3 #
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const MAX_ITER = 100 # maximum iteration of SDDP
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######## Stochastic Model Parameters ########

src/SDPoptimize.jl

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@@ -267,7 +267,7 @@ function sdp_solve_DH(model::StochDynProgModel,
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if model.constraints(t, next_state, u, w_sample)
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count_admissible_w = count_admissible_w + proba
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ind_next_state = real_index_from_variable(next_state, x_bounds, x_steps)
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next_V = Vitp[ind_next_state...]

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