Search Results - subject:"Stochastic Dynamic Programming"

Narrow search

Neuro-dynamic programming for the efficient management of reservoir networks

de Rigo, Daniele; Rizzoli, Andrea Emilio; … - Volkswirtschaftliche Fakultät, … - 2001

The management of a water reservoir can be improved thanks to the use of stochastic dynamic programming (SDP) to …

Persistent link: https://www.econbiz.de/10011258791

Comparison of Policies Derived from Stochastic Dynamic Programming and Genetic Algorithm Models

Jothiprakash, V.; Shanthi, Ganesan - In: Water Resources Management 23 (2009) 8, pp. 1563-1580

result of the GA model is compared with the performance of a detailed Stochastic Dynamic Programming (SDP) model. The SDP …

Persistent link: https://www.econbiz.de/10010794596

Multiple solutions under quasi-exponential discounting

Vieille, Nicolas; Weibull, Jörgen - In: Economic Theory 39 (2009) 3, pp. 513-526

Persistent link: https://www.econbiz.de/10005596757

Exit Dynamics with Rational Expectations

Raknerud, Arvid; Golombek, Rolf - 2000

We develop an econometric model for firm exit, using stochastic dynamic programming (SDP) as a starting point …

Persistent link: https://www.econbiz.de/10011968061

Exit Dynamics with Rational Expectations

Raknerud, Arvid; Golombek, Rolf - Statistisk Sentralbyrå, Government of Norway - 2000

We develop an econometric model for firm exit, using stochastic dynamic programming (SDP) as a starting point …

Persistent link: https://www.econbiz.de/10004980534

Determining the direct mailing frequency with dynamic stochastic programming

Piersma, N.; Jonker, J-J. - Faculteit der Economische Wetenschappen, Erasmus … - 2000

dynamic programming model that is formulated for this problem is easy to solved for many applications in direct mailing. A … the decisions to the number of mailings to send to the individual over consecutive finite planning periods. A stochastic …

Persistent link: https://www.econbiz.de/10010837861

Determining the direct mailing frequency with dynamic stochastic programming

Piersma, N.; Jonker, J-J. - Erasmus University Rotterdam, Econometric Institute - 2000

Persistent link: https://www.econbiz.de/10008584726

Planning water resources systems with interval stochastic dynamic programming

Luo, B.; Maqsood, I.; Huang, G. - In: Water Resources Management 21 (2007) 6, pp. 997-1014

interval stochastic dynamic programming (SDP) model is presented, which is a hybrid of interval-number optimization and SDP …

Persistent link: https://www.econbiz.de/10010794688

A Bayesian Stochastic Optimization Model for a Multi-Reservoir Hydropower System

Mujumdar, P.; Nirmala, B. - In: Water Resources Management 21 (2007) 9, pp. 1465-1485

Bayesian Stochastic Dynamic Programming (BSDP), which incorporates a Bayesian approach within the classical Stochastic Dynamic … Programming (SDP) formulation. The BSDP model developed in this study considers, the storages of individual reservoirs at the …

Persistent link: https://www.econbiz.de/10010997898

An alternative approach to the operation of multinational reservoir systems: Application to the Amistad & Falcon system (Lower Rio Grande/Río Bravo)

Serrat-Capdevila, Aleix; Valdés, Juan - In: Water Resources Management 21 (2007) 4, pp. 677-698

Stochastic Dynamic Programming (SDP) algorithms – both steady-state and real-time – to develop two models. In the first model …

Persistent link: https://www.econbiz.de/10010997927

A service of the

zbw