Exemplo n.º 1
0
 def test_SDDP_trial_solution_selection(self):
     self.nvidinf = construct_nvidinf()
     PSDDP(self.nvidinf).solve(
         forward_T=7, max_iterations=10)
     self.nvidinf = construct_nvidinf()
     PSDDP(self.nvidinf).solve(
         forward_T=6, max_iterations=10)
Exemplo n.º 2
0
 def test_SDDP(self):
     self.nvidinf = construct_nvidinf()
     PSDDP(self.nvidinf).solve(max_iterations=10)
Exemplo n.º 3
0
 def test_SDDP_biased_sampling(self):
     self.nvidinf = construct_nvidinf()
     self.nvidinf.set_AVaR(l=0.2, a=0.05, method='direct')
     PSDDP(self.nvidinf,biased_sampling=True).solve(
         forward_T=7, max_iterations=10)