Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems
Year of publication: |
2015
|
---|---|
Authors: | Zéphyr, Luckny ; Lang, Pascal ; Lamond, Bernhard F. |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 12.2015, 4, p. 539-557
|
Subject: | Value function approximation | Stochastic dynamic programming | Simplicial decomposition | Regular grids | Separable grids | Reservoir networks | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Computernetz | Computer network |
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