Improved dynamic programming methods for optimal control of lumped-parameter stochastic systems

Operations Research

Volumn 49, Issue 3, 2001, Pages 398-412

  Philbrick Jr , C Russell ^b   Kitanidis, Peter K ^b  

^a AREVA T&D   (France)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; DYNAMIC PROGRAMMING; INTERPOLATION; OPTIMAL CONTROL SYSTEMS; RANDOM PROCESSES; RESERVOIRS (WATER); WATER RESOURCES;

COST-TO-GO FUNCTIONS; LUMPED-PARAMETER STOCHASTIC SYSTEMS; STOCHASTIC DYNAMIC PROGRAMMING;

OPERATIONS RESEARCH;

EID: 0035328580     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.49.3.398.11219     Document Type: Article

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