Optimizing Long‐term Hydro‐power Production Using Markov Decision Processes
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Publication:4345499
DOI10.1111/j.1475-3995.1996.tb00049.xzbMath0874.90190MaRDI QIDQ4345499
Abdeslem Boukhtouta, Lamond, Bernard F.
Publication date: 23 July 1997
Published in: International Transactions in Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1475-3995.1996.tb00049.x
90C90: Applications of mathematical programming
90B90: Case-oriented studies in operations research
90C40: Markov and semi-Markov decision processes
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Controlling multi-reservoir systems., Simulation of time series using periodic gamma autoregressive models, Dynamic hedging for the real option management of hydropower production with exchange rate risks, Constructive Dual DP for Reservoir Optimization
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