Operational Valuation of Energy Storage under Multi-stage Price Uncertainties.

Bolun Xu Magnus Korpås Audun Botterud

Published in: CDC (2020)

Keyphrases

multistage
dynamic programming
single stage
production system
stochastic optimization
stochastic programming
lot sizing
data storage
energy consumption
attack detection
decision making
storage space
file system
markov decision processes
steady state
optimal policy
real option
machine learning