Approximate stochastic dynamic programming for hydroelectric production planning
From MaRDI portal
Publication:1683084
DOI10.1016/j.ejor.2017.03.050zbMath1375.90114OpenAlexW2600922750MaRDI QIDQ1683084
Pascal Côté, Pascal Lang, Luckny Zéphyr, Lamond, Bernard F.
Publication date: 6 December 2017
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11794/13667
dynamic programmingvalue functioncurse of dimensionalitydynamic decision processsimplicial state space partitioning
Applications of mathematical programming (90C90) Stochastic programming (90C15) Production models (90B30) Dynamic programming (90C39)
Related Items
Efficient approximate dynamic programming based on design and analysis of computer experiments for infinite-horizon optimization, Easy Affine Markov Decision Processes, Impact of storage competition on energy markets, Stochastic dynamic programming approach to managing power system uncertainty with distributed storage
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal crude oil procurement under fluctuating price in an oil refinery
- Low-discrepancy sampling for approximate dynamic programming with local approximators
- Adaptive value function approximation for continuous-state stochastic dynamic programming
- A multivariate adaptive regression splines cutting plane approach for solving a two-stage stochastic programming fleet assignment model
- Analysis of stochastic dual dynamic programming method
- A comparison of global and semi-local approximation in \(T\)-stage stochastic optimization
- Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization
- Neural network and regression spline value function approximations for stochastic dynamic programming
- Scenario tree modeling for multistage stochastic programs
- Multi-stage stochastic optimization applied to energy planning
- A convex version of multivariate adaptive regression splines
- Joint chance constrained programming for hydro reservoir management
- Assessing solution quality in stochastic programs
- The empirical behavior of sampling methods for stochastic programming
- A splitting method for stochastic programs
- Measuring the Goodness of Orthogonal Array Discretizations for Stochastic Programming and Stochastic Dynamic Programming
- Introduction to Stochastic Programming
- Functional Optimization Through Semilocal Approximate Minimization
- Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
- Using Randomization to Break the Curse of Dimensionality
- Chance-constrained optimal control for multireservoir system optimization and risk analysis