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Stochastic inflow modeling for hydropower scheduling problems

Pritchard, Geoffrey - In: European journal of operational research : EJOR 246 (2015) 2, pp. 496-504

Persistent link: https://www.econbiz.de/10011338122

Application of Kalman-Filter technique for optimal use of time-series information in dynamic optimization problems

Vishwakarma, Keshav P. - 1970 - Vervielf.

Persistent link: https://www.econbiz.de/10001572994

Time Series Forecasting With a Learning Algorithm : An Approximate Dynamic Programming Approach

Collado, Ricardo - 2019

We consider the basic problem of refi tting a time series over a finite period of time and formulate it as a stochastic dynamic program. By changing the underlying Markov decision process we are able to obtain a model that at optimality considers historical data as well as forecasts of future...

Persistent link: https://www.econbiz.de/10012894079

An approximate dynamic programming approach for improving accuracy of lossy data compression by Bloom filters

Yang, Xinan; Vernitski, Alexei; Carrea, Laura - In: European journal of operational research : EJOR 252 (2016) 3, pp. 985-994

Persistent link: https://www.econbiz.de/10011473024

Technical note: cyclic variables and Markov decision processes

Haviv, Avery - In: Operations research 68 (2020) 4, pp. 1231-1237

Persistent link: https://www.econbiz.de/10012288435

Metalearning of time series : an approximate dynamic programming approach

Collado, Ricardo A.; Creamer Guillén, Germán - In: Quantitative finance 23 (2023) 4, pp. 539-551

Persistent link: https://www.econbiz.de/10014304253

Estimating the size of branch-and-bound trees

Hendel, Gregor Christian; Anderson, Daniel; Le Bodic, Pierre - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 2, pp. 934-952

Persistent link: https://www.econbiz.de/10013361382

Pricing filtering in Dantzig-Wolfe decomposition

Bulaich Mehamdi, Abdellah; Lacroix, Mathieu; Martin, … - In: Operations research letters : a journal of INFORMS … 58 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015358585

Scheduling and short-term demand forecasting in an on-demand ride service industry

Adhyapak, Ritesh - In: International journal of services and operations … 40 (2021) 4, pp. 459-477

Persistent link: https://www.econbiz.de/10012800815

A fast temporal decomposition procedure for long-horizon nonlinear dynamic programming

Na, Sen; Anitescu, Mihai; Kolar, Mladen - In: Mathematics of operations research 49 (2024) 2, pp. 1012-1044

Persistent link: https://www.econbiz.de/10014564928