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An approximate dynamic programming algorithm for monotone value functions
Jiang, Daniel R.; Powell, Warren B. - In: Operations research 63 (2015) 6, pp. 1489-1511
Persistent link: https://www.econbiz.de/10011422610
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Optimal hour-ahead bidding in the real-time electricity market with battery storage using approximate dynamic programming
Jiang, Daniel R.; Powell, Warren B. - In: INFORMS journal on computing : JOC 27 (2015) 3, pp. 525-543
Persistent link: https://www.econbiz.de/10011387573
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Revisiting approximate linear programming : constraint-violation learning with applications to inventory control and energy storage
Lin, Qihang; Nadarajah, Selvaprabu; Soheili, Negar - In: Management science : journal of the Institute for … 66 (2020) 4, pp. 1544-1562
Persistent link: https://www.econbiz.de/10012268435
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Parallel nonstationary direct policy search for risk-averse stochastic optimization
Moazeni, Somayeh; Powell, Warren B.; Defourny, Boris; … - In: INFORMS journal on computing : JOC 29 (2017) 2, pp. 332-349
Persistent link: https://www.econbiz.de/10011691216
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A dynamic programming model of energy storage and transformer deployments to relieve distribution contraints
Xi, Xiaomin; Sioshansi, Ramteen - In: Computational Management Science : CMS 13 (2016) 1, pp. 119-146
Persistent link: https://www.econbiz.de/10011669243
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Stochastic dynamic programming approach to managing power system uncertainty with distributed storage
Zéphyr, Luckny; Anderson, C. Lindsay - In: Computational Management Science : CMS 15 (2018) 1, pp. 87-110
Persistent link: https://www.econbiz.de/10011860872
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Merchant energy trading in a network
Nadarajah, Selvaprabu; Secomandi, Nicola - In: Operations research 66 (2018) 5, pp. 1304-1320
Persistent link: https://www.econbiz.de/10011932448
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Least squares policy iteration with instrumental variables vs. direct policy search : comparison against optimal benchmarks using energy storage
Moazeni, Somayeh; Scott, Warren R.; Powell, Warren B. - In: INFOR : information systems and operational research 58 (2020) 1, pp. 141-166
Persistent link: https://www.econbiz.de/10012204237
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A two-stage stochastic optimization planning framework to decarbonize deeply electric power systems
Boffino, Luigi; Conejo, Antonio J.; Sioshansi, Ramteen; … - In: Energy economics 84 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012183445
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Applications of logic constrained equilibria to traffic networks and to power systems with storage
Fomeni, Franklin Djeumou; Gabriel, Steven A.; Anjos, … - In: Journal of the Operational Research Society 70 (2019) 2, pp. 310-325
Persistent link: https://www.econbiz.de/10012212350