Pages that link to "Item:Q3098256"

The following pages link to An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation (Q3098256):

Displaying 30 items.

• A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (Q336622) (← links)
• Gas storage valuation applying numerically constructed recombining trees (Q421730) (← links)
• Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming (Q828757) (← links)
• Heuristic decision rules for short-term trading of renewable energy with co-located energy storage (Q1652308) (← links)
• Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
• A general storage model with applications to energy systems (Q1733090) (← links)
• Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
• Real options in operations research: a review (Q1754719) (← links)
• Energy contracts management by stochastic programming techniques (Q1931657) (← links)
• Sell or store? An ADP approach to marketing renewable energy (Q2011830) (← links)
• Gas storage valuation in incomplete markets (Q2028869) (← links)
• A deep learning model for gas storage optimization (Q2064630) (← links)
• Robust management and pricing of liquefied natural gas contracts with cancelation options (Q2247923) (← links)
• Merchant commodity storage practice revisited (Q2795873) (← links)
• Sensitivity Analysis of Energy Contracts by Stochastic Programming Techniques (Q2917446) (← links)
• Valuation of Storage at a Liquefied Natural Gas Terminal (Q3109865) (← links)
• Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes (Q3174918) (← links)
• Transient-State Natural Gas Transmission in Gunbarrel Pipeline Networks (Q3386792) (← links)
• Optimal Hour-Ahead Bidding in the Real-Time Electricity Market with Battery Storage Using Approximate Dynamic Programming (Q3458751) (← links)
• Natural gas storage valuation and optimization: A real options application (Q3621931) (← links)
• Dynamic Decision Making in Energy Systems with Storage and Renewable Energy Sources (Q4687393) (← links)
• Control of Energy Storage with Market Impact: Lagrangian Approach and Horizons (Q4971573) (← links)
• Bayesian Exploration for Approximate Dynamic Programming (Q4971589) (← links)
• Allocating resources via price management systems: a dynamic programming-based approach (Q5018825) (← links)
• Envelope Theorems for Multistage Linear Stochastic Optimization (Q5031649) (← links)
• Approximations to Stochastic Dynamic Programs via Information Relaxation Duality (Q5126622) (← links)
• Spare Parts Inventory Management with Substitution-Dependent Reliability (Q5136077) (← links)
• Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage (Q5882386) (← links)
• A review of the operations literature on real options in energy (Q6112582) (← links)
• A data-driven approach for optimal operational and financial commodity hedging (Q6586281) (← links)