Predict the unpredictable FAST (Finally An SDDP Toolbox) is an easy-to-use Stochastic Dynamic Dual Programming toolbox for Matlab. It helps you model and solve your problem easily and quickly!
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3 typical applications of FAST

Energy production

In the energy production domain, FAST allows for accurate solutions when dealing with uncertain supply or demand of energy.

Factory production line

When the demand is unknow, FAST helps you plan your production to maximize your revenue.

Financial products

FAST allows you to efficiently deal with random portfolio in the stock exchange business.

Super cool features

  • Fully written in Matlab: just download and use directly
  • Uses the SDDP algorithm that can efficiently deal with billions of scenarios
  • Built-in modeling capabilities: write your model as an equation!
  • Automatic stage-dependant variables detection
  • Automatic cuts computation
  • Can be used with Gurobi (recommended), Cplex (recommended), Mosek, Linprog or GLPK
  • Easy lattice creation and visualisation
  • Easy Perfect Foresight and Expected-Value computation

It's open-source