Optimizing Trading Decisions for Hydro Storage Systems using Approximate Dual Dynamic Programming

Löhndorf, Nils; Wozabal, David; Minner, Stefan

doi:10.1287/opre.2013.1182

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Optimizing Trading Decisions for Hydro Storage Systems using Approximate Dual Dynamic Programming

Löhndorf, Nils; Wozabal, David; Minner, Stefan

2013 • In Operations Research

Peer Reviewed verified by ORBi

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https://hdl.handle.net/10993/36087

DOI
10.1287/opre.2013.1182

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Disciplines :

Quantitative methods in economics & management

Author, co-author :

Löhndorf, Nils ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA)

Wozabal, David

Minner, Stefan

External co-authors :

yes

Language :

English

Title :

Optimizing Trading Decisions for Hydro Storage Systems using Approximate Dual Dynamic Programming

Publication date :

2013

Journal title :

Operations Research

ISSN :

0030-364X

eISSN :

1526-5463

Publisher :

Operations Research Society of America, Baltimore, United States - Maryland

Peer reviewed :

Peer Reviewed verified by ORBi

Additional URL :

https://doi.org/10.1287/opre.2013.1182

Available on ORBilu :

since 05 July 2018

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