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Markovian SDDP: is a finite and concrete scenario tree necessary?
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12
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236
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December 13, 2025
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Sensitivity analysis in simulation phase of SDDP.jl
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1
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92
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September 4, 2025
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Rigorous establishment of the feasibility of the trained policies in SDDP.jl using constraint violation penalties in the objective function
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10
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117
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July 23, 2025
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Not achieving convergence after prolonged training
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3
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120
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June 22, 2025
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For a training iteration or the evaluation simulation (after training), is burn-in period implemented in SDDP.jl?
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4
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96
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June 6, 2025
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What should be the acceptable tolerance value between the lower bound and the estimated upper bound for the results of SDDP.jl to be reliable?
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4
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82
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May 30, 2025
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How to solve infinite horizon problem under Makovian policy graph in SDDP.jl?
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16
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202
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May 29, 2025
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Do degeneracies and numerical instabilities more likely during the execution of solvers in case of formulations with greater number of constraints and decision variables?
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2
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86
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May 18, 2025
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Unable to solve the problem using Lagrangian duality handler
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2
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90
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May 17, 2025
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Why convergence behavior of SDDiP algorithm is different with different mixed-integer programming solvers?
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11
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198
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May 15, 2025
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How to save a trained policy in SDDP.jl?
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2
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72
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May 11, 2025
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Best way to train and evaluate SDDP with constraints including product of control and states variables?
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1
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89
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May 10, 2025
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Access node in custom_recorders during historical simulation (SDDP.jl)
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1
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46
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April 29, 2025
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How does SDDP provide decision for an out-of-sample state?
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2
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92
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April 28, 2025
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Convergence of SDDP with nonlinear objective and mixed-integer variables
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9
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202
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April 11, 2025
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How to train a biobjective problem with SDDP.jl?
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10
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273
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January 14, 2025
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Considering water head in SDDP.jl
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1
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98
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September 24, 2024
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Historical data - SDDP.jl
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6
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258
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August 6, 2024
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Different objective state functions for different stages SDDP.jl
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3
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123
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July 22, 2024
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Cyclic policy graph with fix number of cycles - SDDP.jl
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1
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110
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July 13, 2024
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Why can't I set the `initial_value` to a matrix value when using `SDDP.jl`?
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2
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121
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June 23, 2024
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Co-optimizing renewables - SDDP.jl - Policy Graph
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6
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314
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June 17, 2024
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End-of-horizon effect, Infinite horizon policy graph, SDDP.jl
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11
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313
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June 14, 2024
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Decision-dependent randomness in SDDP.jl
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6
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318
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May 26, 2024
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Custom recorder on stages with different constraints
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2
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164
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April 9, 2024
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Marginal water value while using SDDP.jl
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7
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394
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April 2, 2024
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Accessing children nodes in the SDDP package
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8
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261
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March 28, 2024
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Indexing problem SDDP package
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4
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234
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February 17, 2024
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Historical simulation in SDDP.jl
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3
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248
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January 30, 2024
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SDDP.jl without any uncertainty
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5
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413
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December 4, 2023
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