End-of-horizon effect, Infinite horizon policy graph, SDDP.jl

[odow]

You want something like

simulations = SDDP.simulate(
    model,
    1,
    sampling_scheme = SDDP.InSampleMonteCarlo(
        max_depth = 1 + 2 * 12,  # 13 nodes
        terminate_on_dummy_leaf = false,
    ),
)

See Create a general policy graph · SDDP.jl