Stochastic search for a parametric cost function approximation: energy storage with rolling forecasts

DOI10.1016/j.ejor.2023.08.003arXiv2204.07317MaRDI QIDQ6090164

Warren B. Powell, Saeed Ghadimi

Publication date: 14 November 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.07317

zbMATH Keywords

stochastic programmingenergy storagesimulation optimizationparametric cost function approximationrolling forecast

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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