55
66** Latest release:** 0.1.2
77
8- [ ![ Build Status] ( https://travis-ci.org/leclere/StochDynamicProgramming.jl.svg?branch=master )] ( https://travis-ci.org/leclere /StochDynamicProgramming.jl )
9- [ ![ codecov.io] ( https://codecov.io/github/leclere/StochDynamicProgramming.jl/coverage.svg?branch=master )] ( https://codecov.io/github/leclere /StochDynamicProgramming.jl?branch=master )
8+ [ ![ Build Status] ( https://travis-ci.org/leclere/StochDynamicProgramming.jl.svg?branch=master )] ( https://travis-ci.org/JuliaOpt /StochDynamicProgramming.jl )
9+ [ ![ codecov.io] ( https://codecov.io/github/leclere/StochDynamicProgramming.jl/coverage.svg?branch=master )] ( https://codecov.io/github/JuliaOpt /StochDynamicProgramming.jl?branch=master )
1010
1111
1212This is a Julia package for optimizing controlled stochastic dynamic system (in discrete time). It offers three methods of resolution :
1313
14- - Extensive formulation
14+ - * Extensive formulation* .
1515- * Stochastic Dynamic Programming* .
1616- * Stochastic Dual Dynamic Programming* (SDDP) algorithm.
1717
@@ -23,12 +23,14 @@ It is built upon [JuMP](https://github.com/JuliaOpt/JuMP.jl)
2323- Linear dynamics
2424- Linear or convex piecewise linear cost
2525
26- Extension to non-linear formulation are under development.
26+ Extension to non-linear formulation are under development.
27+ Extension to more complex alea dependance are under developpment.
2728
2829## Why Extensive formulation ?
2930
30- An extensive formulation approach consists in representing the problem in a linear
31- problem solved by an external linear solver. Complexity is exponential in number of stages.
31+ An extensive formulation approach consists in representing the stochastic problem as a deterministic
32+ one with more variable and call a standard deterministic solver. Mainly usable in a linear
33+ setting. Computational complexity is exponential in the number of stages.
3234
3335## Why Stochastic Dynamic Programming ?
3436
@@ -47,12 +49,15 @@ control strategies.
4749
4850
4951## Installation
52+ Installing StochDynamicProgramming is an easy process. Open Julia and enter
5053
5154``` julia
52- julia> Pkg. add(" https://github.com/leclere/StochDynamicProgramming.jl.git" )
55+ julia> Pkg. update()
56+ julia> Pkg. add(" StochDynamicProgramming" )
5357
5458```
5559
60+
5661## Usage
5762
5863IJulia Notebooks will be provided to explain how this package work.
0 commit comments