Constructive Dual DP for Reservoir Optimization

DOI10.1007/978-3-642-02493-1_1zbMath1359.90132MaRDI QIDQ2974309

Magnus Hindsberger, E. Grant Read

Publication date: 7 April 2017

Published in: Energy Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-02493-1_1

zbMATH Keywords

stochastic optimization; dynamic programming; duality; risk aversion; reservoir management; dual dynamic programming; SDDP; Cournot gaming; hydro-electric power

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

90C29: Multi-objective and goal programming

90C31: Sensitivity, stability, parametric optimization

90B90: Case-oriented studies in operations research

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