Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Fix initialize_cost_to_go docstring #672

Merged
merged 1 commit into from
Apr 1, 2024
Merged
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 2 additions & 2 deletions src/multi_stage/dual_dynamic_programming.jl
Original file line number Diff line number Diff line change
Expand Up @@ -577,10 +577,10 @@ The updated objective function $OBJ^{*}$ returned by this method takes the form:
where $OBJ$ is the original objective function. $OBJ$ is scaled by two terms. The first is a discount factor (applied only in the non-myopic case), which discounts costs associated with the model stage $p$ to year-0 dollars:
```math
\begin{aligned}
DF = \frac{1}{(1+WACC)^{L*(p-1)}}
DF = \frac{1}{(1+WACC)^{L_{p}*(p-1)}}
\end{aligned}
```
where $WACC$ is the weighted average cost of capital, and $L$ is the length of each stage in years (both set in multi\_stage\_settings.yml)
where $WACC$ is the weighted average cost of capital, and $L_{p}$ is the length of each stage in years (both set in multi\_stage\_settings.yml)

The second term is a discounted sum of annual operational expenses incurred each year of a multi-year model stage:
```math
Expand Down
Loading