Any advice on how to get the extensive form from a StructuredModel?
Iām not aware of the functionality within StructJuMP. The best you could do would be to manually construct it yourself using the internal fields of StructuredModel.
However, if you use SDDP.jl (https://github.com/odow/SDDP.jl) instead of StructJuMP to formulate problems, then there is a SDDP.deterministic_equivalent which will return a JuMP model that is the extensive form. See
https://odow.github.io/SDDP.jl/latest/tutorial/08_debugging/#Solve-the-determinstic-equivalent-1
This is implemented here: https://github.com/JuliaStochOpt/StructDualDynProg.jl/blob/master/src/WaitAndSee/waitandsee.jl
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