Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems

DOI10.1007/s10287-015-0242-1zbMath1397.90248OpenAlexW2204783355MaRDI QIDQ1789561

Luckny Zéphyr, Pascal Lang, Lamond, Bernard F.

Publication date: 10 October 2018

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11794/10448

zbMATH Keywords

stochastic dynamic programmingvalue function approximationsimplicial decompositionregular gridsreservoir networksseparable grids

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Dynamic programming (90C39) Discrete location and assignment (90B80)

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Cites Work

• Unnamed Item
• On the convergence of stochastic dual dynamic programming and related methods
• Variable resolution discretization in optimal control
• The Parameter Iteration Method in Dynamic Programming
• What you should know about approximate dynamic programming

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