Stochastic dual dynamic programming applied to nonconvex hydrothermal models.
Santiago CerisolaJesús M. LatorreAndrés RamosPublished in: Eur. J. Oper. Res. (2012)
Keyphrases
- dynamic programming
- statistical models
- stochastic models
- reinforcement learning
- probabilistic model
- stochastic model
- machine learning
- global optimization
- experimental data
- point processes
- accurate models
- stochastic processes
- mathematical models
- greedy algorithm
- model selection
- lower bound
- image segmentation
- case study
- information retrieval