A stochastic program with time series and affine decision rules for the reservoir management problem
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Publication:723959
DOI10.1016/j.ejor.2017.12.007zbMath1403.90672OpenAlexW2778367230MaRDI QIDQ723959
Charles Gauvin, Michel Gendreau, Erick Delage
Publication date: 25 July 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.2017.12.007
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of mathematical programming (90C90) Stochastic programming (90C15)
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