Parallel nonstationary direct policy search for risk-averse stochastic optimization
Somayeh Moazeni, Warren B. Powell, Boris Defourny, Belgacem Bouzaiene-Ayari
| Year of publication: |
2017
|
|---|---|
| Authors: | Moazeni, Somayeh ; Powell, Warren B. ; Defourny, Boris ; Bouzaiene-Ayari, Belgacem |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 29.2017, 2, p. 332-349
|
| Subject: | dynamic optimization | risk-averse stochastic optimization | parallel optimization | derivative-free optimization | direct policy search | learning | energy storage | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2016.0733 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011691216