Statistical learning for probability-constrained stochastic optimal control
Alessandro Balata, Michael Ludkovski, Aditya Maheshwari, Jan Palczewski
| Year of publication: |
2021
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|---|---|
| Authors: | Balata, Alessandro ; Ludkovski, Michael ; Maheshwari, Aditya ; Palczewski, Jan |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 290.2021, 2 (16.4.), p. 640-656
|
| Subject: | Machine learning | Microgrid control | Probabilistic constraints | Regression Monte Carlo | Stochastic optimal control | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.08.041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012495210