Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization
DOI10.1287/IJOC.2016.0733zbMATH Open1371.90137OpenAlexW2605711652MaRDI QIDQ5364280FDOQ5364280
Authors: Somayeh Moazeni, Warren Powell, Boris Defourny, Belgacem Bouzaiene-Ayari 
Publication date: 4 October 2017
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2016.0733
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learningdynamic optimizationderivative-free optimizationenergy storageparallel optimizationdirect policy searchrisk-averse stochastic optimization
Dynamic programming (90C39) Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)
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