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An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation.
Guoming Lai
François Margot
Nicola Secomandi
Published in:
Oper. Res. (2010)
Keyphrases
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approximate dynamic programming
natural gas
real option
linear program
step size
reinforcement learning
dynamic programming
control policy
decision makers
sufficient conditions
average cost
neural network
search algorithm
life cycle