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Explore the decade-long development journey of SDDP.jl, a JuMP extension designed for solving sequential decision problems under uncertainty, in this 20-minute conference talk. Learn about the significance of the problem class that SDDP.jl addresses and discover who uses this library in real-world applications. Examine the multiple rewrites the library has undergone over ten years of development, revealing how the developers have leveraged key features of JuMP and Julia including solver independence, efficient in-place modification and re-solves, multi-threading, and multiple dispatch to create a robust tool for handling complex decision-making scenarios with uncertainty.
