Agile is a broad philosophy of software development that prioritizes flexibility, customer feedback, and iterative progress. Scrum is a specific framework within Agile that provides detailed processes and roles to facilitate the Agile methodology. In other words, all Scrum is Agile, but not all Agile is Scrum.
Sprints and iterations are essentially the same thing. Both refer to the defined time frame in which a specific set of work must be completed and ready for review, typically lasting between one to four weeks. The term "sprint" is more specific to Scrum, while "iteration" is often used in other Agile methodologies. However, in practice, these terms are often used interchangeably.
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