Stochastic Dynamic Programming for Natural Gas Pricing in the Turkish Energy Market.
Gamze Ogcu KayaÖzlem CosgunPublished in: J. Multiple Valued Log. Soft Comput. (2016)
Keyphrases
- natural gas
- stochastic dynamic programming
- market prices
- total energy
- approximate dynamic programming
- real option
- influence diagrams
- experimental design
- continuous state
- energy consumption
- reinforcement learning
- decision making
- stock market
- heat transfer
- low energy
- step size
- forecasting model
- minimum energy
- energy efficiency
- energy saving
- life cycle
- decision problems
- short term
- decision makers
- dynamic programming
- bayesian networks
- data mining