An approximate dynamic programming approach to decision making in the presence of uncertainty for surfactant-polymer flooding

DOI10.1007/S10596-014-9406-2zbMATH Open1393.76113OpenAlexW2102152437MaRDI QIDQ1663658FDOQ1663658

Authors: Y. Aharonov 

Publication date: 22 August 2018

Published in: Computational Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10596-014-9406-2

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zbMATH Keywords

decision makinguncertaintyPCMapproximate dynamic programmingLSMsurfactant-polymer flooding

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Dynamic programming (90C39) Applications of optimal control and differential games (49N90) Flows in porous media; filtration; seepage (76S05)

Cites Work

• Algorithm 726: ORTHPOL–a package of routines for generating orthogonal polynomials and Gauss-type quadrature rules
• Title not available (Why is that?)
• Approximate dynamic programming. Solving the curses of dimensionality
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Calculation of Gauss Quadrature Rules
• Title not available (Why is that?)
• Valuing American Options by Simulation: A Simple Least-Squares Approach
• High-Order Collocation Methods for Differential Equations with Random Inputs
• The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
• The valuation of multidimensional American real options using the LSM simulation method
• Probabilistic collocation used in a two-step approach for efficient uncertainty quantification in computational fluid dynamics.
• On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives

Cited In (4)

• Robust optimization of subsurface flow using polynomial chaos and response surface surrogates
• Robust quantification of parametric uncertainty for surfactant-polymer flooding
• Title not available (Why is that?)
• Bayesian model calibration and optimization of surfactant-polymer flooding

Uses Software

• Matlab
• ORTHPOL
• Python

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