A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems
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Publication:2286914
DOI10.1016/j.ejor.2019.10.041zbMath1431.90168arXiv1807.05947OpenAlexW2985715989WikidataQ126835846 ScholiaQ126835846MaRDI QIDQ2286914
Joseph Warrington, John Lygeros, Marc Hohmann
Publication date: 23 January 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.05947
Stochastic programming (90C15) Dynamic programming (90C39) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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