Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations
Year of publication: |
2020
|
---|---|
Authors: | Hinz, Juri ; Tarnopolskaya, Tanya ; Yee, Jeremy |
Published in: |
Operations research and systems : XVIII Latin-Iberian-American conference on operations research, Claio 2016. - New York, NY, USA : Springer. - 2020, p. 583-615
|
Subject: | Approximate dynamic programming | Duality | Markov decision process | Natural resource extraction | Optimal switching | Real option | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Bergbau | Mining | Markov-Kette | Markov chain | Realoptionsansatz | Real options analysis | Entscheidung | Decision | Algorithmus | Algorithm | Ressourcenökonomik | Resource economics |
-
A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
Ma, Shuai, (2023)
-
Complexity bounds for approximately solving discounted MDPs by value iterations
Feinberg, Eugene A., (2020)
-
A numerical study of Markov decision process algorithms for multi-component replacement problems
Andersen, Jesper Fink, (2022)
- More ...
-
Optimal forward trading and battery control under renewable electricity generation
Hinz, Juri, (2018)
-
An Algorithmic approach to optimal asset liquidation problems
Hinz, Juri, (2017)
-
Modelling day-ahead electricity prices
Hinz, Juri, (2003)
- More ...