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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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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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Least squares policy iteration with instrumental variables vs. direct policy search : comparison against optimal benchmarks using energy storage
Moazeni, Somayeh; Scott, Warren R.; Powell, Warren B. - In: INFOR : information systems and operational research 58 (2020) 1, pp. 141-166
Persistent link: https://www.econbiz.de/10012204237