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

DOI10.1007/S10596-014-9406-2MaRDI QIDQ1663658zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• Algorithm 726: ORTHPOL–a package of routines for generating orthogonal polynomials and Gauss-type quadrature rules
• Approximate dynamic programming. Solving the curses of dimensionality
• Calculation of Gauss Quadrature Rules
• High-Order Collocation Methods for Differential Equations with Random Inputs
• On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
• Probabilistic collocation used in a two-step approach for efficient uncertainty quantification in computational fluid dynamics.
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
• The valuation of multidimensional American real options using the LSM simulation method
• Valuing American options by simulation: a simple least-squares approach

Cited in

(4)

• Robust quantification of parametric uncertainty for surfactant-polymer flooding
• Bayesian model calibration and optimization of surfactant-polymer flooding
• scientific article; zbMATH DE number 5629929 (Why is no real title available?)
• Robust optimization of subsurface flow using polynomial chaos and response surface surrogates

Describes a project that uses

Uses Software

• Matlab
• ORTHPOL
• Python

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