Approximate stochastic dynamic programming for hydroelectric production planning.
Luckny ZéphyrPascal LangBernard F. LamondPascal CôtéPublished in: Eur. J. Oper. Res. (2017)
Keyphrases
- production planning
- stochastic dynamic programming
- approximate dynamic programming
- multi period
- integer programming
- influence diagrams
- lot sizing
- continuous state
- knapsack problem
- experimental design
- infinite horizon
- linear program
- decision problems
- sensitivity analysis
- machine learning
- dynamic programming
- special case
- reinforcement learning
- feature selection