Modeling time-dependent randomness in stochastic dual dynamic programming
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Publication:1622820
DOI10.1016/j.ejor.2018.08.001zbMath1403.90536OpenAlexW2887646116MaRDI QIDQ1622820
Nils Löhndorf, Alexander Shapiro
Publication date: 19 November 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2018.08.001
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Cites Work
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- Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming
- Optimization of Convex Risk Functions
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