Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems
Luckny Zéphyr; Pascal Lang; Bernhard F. Lamond
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011386268