An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation
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Publication:3098256
DOI10.1287/opre.1090.0768zbMath1228.90166OpenAlexW2143026125MaRDI QIDQ3098256
Margot, François, Guoming Lai, Nicola Secomandi
Publication date: 17 November 2011
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1090.0768
Applications of mathematical programming (90C90) Approximation methods and heuristics in mathematical programming (90C59) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Corporate finance (dividends, real options, etc.) (91G50)
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