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An approximate dynamic programming algorithm for monotone value functions
Jiang, Daniel R.; Powell, Warren B. - In: Operations research 63 (2015) 6, pp. 1489-1511
Persistent link: https://www.econbiz.de/10011422610
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Optimal hour-ahead bidding in the real-time electricity market with battery storage using approximate dynamic programming
Jiang, Daniel R.; Powell, Warren B. - In: INFORMS journal on computing : JOC 27 (2015) 3, pp. 525-543
Persistent link: https://www.econbiz.de/10011387573
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Merchant energy trading in a network
Nadarajah, Selvaprabu; Secomandi, Nicola - In: Operations research 66 (2018) 5, pp. 1304-1320
Persistent link: https://www.econbiz.de/10011932448
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Optimal forward trading and battery control under renewable electricity generation
Hinz, Juri; Yee, Jeremy - In: Journal of banking & finance 95 (2018), pp. 244-254
Persistent link: https://www.econbiz.de/10011966755
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Parallel nonstationary direct policy search for risk-averse stochastic optimization
Moazeni, Somayeh; Powell, Warren B.; Defourny, Boris; … - In: INFORMS journal on computing : JOC 29 (2017) 2, pp. 332-349
Persistent link: https://www.econbiz.de/10011691216
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A dynamic programming model of energy storage and transformer deployments to relieve distribution contraints
Xi, Xiaomin; Sioshansi, Ramteen - In: Computational Management Science : CMS 13 (2016) 1, pp. 119-146
Persistent link: https://www.econbiz.de/10011669243
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Relationship between least squares Monte Carlo and approximate linear programming
Nadarajah, Selvaprabu; Secomandi, Nicola - In: Operations research letters 45 (2017) 5, pp. 409-414
Persistent link: https://www.econbiz.de/10011774608
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Revisiting approximate linear programming : constraint-violation learning with applications to inventory control and energy storage
Lin, Qihang; Nadarajah, Selvaprabu; Soheili, Negar - In: Management science : journal of the Institute for … 66 (2020) 4, pp. 1544-1562
Persistent link: https://www.econbiz.de/10012268435
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Private and social benefits of a pumped hydro energy storage with increasing amount of wind power
Karhinen, S.; Huuki, H. - In: Energy economics 81 (2019), pp. 942-959
Persistent link: https://www.econbiz.de/10012173034
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Stochastic dynamic programming approach to managing power system uncertainty with distributed storage
Zéphyr, Luckny; Anderson, C. Lindsay - In: Computational Management Science : CMS 15 (2018) 1, pp. 87-110
Persistent link: https://www.econbiz.de/10011860872