Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization
From MaRDI portal
Publication:5364280
DOI10.1287/ijoc.2016.0733zbMath1371.90137MaRDI QIDQ5364280
Warren B. Powell, Somayeh Moazeni, Boris Defourny, Belgacem Bouzaïene-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
learning; dynamic optimization; derivative-free optimization; direct policy search; energy storage; parallel optimization; risk-averse stochastic optimization
90C15: Stochastic programming
90C39: Dynamic programming
90C40: Markov and semi-Markov decision processes