Hi everyone,

Can we design a cyclic linear policy graph in SDDP.jl with a fixed number of cycles? Let’s assume there are 4 nodes, where node 4 transitions to node 1 with a probability of 1. However, this cycle should repeat only for a fixed number of times, for example, 2 cycles, and then it terminates.

P.S: I know we can model infinite horizon, but here I want something like finite cyclic modeling.

Thank you!