blegat / FAST

FAST (Finally An SDDP Toolbox) is an SDDP toolbox for Matlab

README

FAST (Finally An Sddp Toolbox), an sddp toolbox written in Matlab.

• src contains sources files.
• demo contains one well explained demo.
• examples contains examples to learn how to use the toolbox.
• tests containes the tests. Used for development purposes only.

FAST is open-source. See LICENSE for the license, and INSTALL.md for installation instructions

See the toolbox website, currently hosted here

Authors: Leopold Cambier and Damien Scieur

Changelog

• 0.9.0b (beta) : initial commit
• 0.9.1b (beta)
  • Adding the possibility to extract cuts from the lattice
  • Adding the possibility to precut the lattice using some heuristic policy
  • Multiple other minor changes