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Numerical methods for stochastic dynamic programming with application to hydropower optimization

Pascal Côté, Kenjy Demeester, Dominique Orban and Mehdi Towhidi

Technical Report (2017)

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Department: Department of Mathematics and Industrial Engineering
Research Center: GERAD - Research Group in Decision Analysis
PolyPublie URL: https://publications.polymtl.ca/42944/
Report number: G-2017-64
Official URL: https://www.gerad.ca/fr/papers/G-2017-64/
Date Deposited: 18 Apr 2023 15:04
Last Modified: 25 Sep 2024 16:29
Cite in APA 7: Côté, P., Demeester, K., Orban, D., & Towhidi, M. (2017). Numerical methods for stochastic dynamic programming with application to hydropower optimization. (Technical Report n° G-2017-64). https://www.gerad.ca/fr/papers/G-2017-64/

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