Approximate stochastic dynamic programming for hydroelectric production planning

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

zbMATH Keywords

dynamic programmingvalue functioncurse of dimensionalitydynamic decision processsimplicial state space partitioning

Mathematics Subject Classification ID

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

• SUTIL

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