I am working on a research paper for which I am using SDDP.jl to solve a multi-stage stochastic optimization problem. In this regard, for sensitivity analysis, I need a discount factor. However, I cannot figure out the way to utilize it in SDDP.jl.
I am working on a research paper for which I am using SDDP.jl to solve a multi-stage stochastic optimization problem. In this regard, for sensitivity analysis, I need a discount factor. However, I cannot figure out the way to utilize it in SDDP.jl.