Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming (Q5166248)

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scientific article; zbMATH DE number 6308808
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Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming
scientific article; zbMATH DE number 6308808

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    Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming (English)
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    26 June 2014
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    OR in energy
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    stochastic programming
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    Markov decision processes
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    approximate dynamic programming
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