Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization-Reference-Cited by-同舟云学术

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Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization

Published:2017-05 Issue:2 Volume:29 Page:332-349
ISSN:1091-9856
Container-title:INFORMS Journal on Computing
language:en
Short-container-title:INFORMS Journal on Computing

Author:

Moazeni Somayeh¹,Powell Warren B.²,Defourny Boris³,Bouzaiene-Ayari Belgacem²

Affiliation:

1. School of Systems and Enterprises, Stevens Institute of Technology, Hoboken, New Jersey 07030

2. Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08544

3. Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, Pennsylvania 18015

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

General Engineering

Link

https://pubsonline.informs.org/doi/pdf/10.1287/ijoc.2016.0733

Reference64 articles.

1. Analysis of Generalized Pattern Searches

2. Infinite-Horizon Policy-Gradient Estimation

3. Approximate Dynamic Programming;Bertsekas DP,2012

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1. Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning;SIAM Journal on Optimization;2022-04-05

2. Modeling and Optimization of Energy Hubs: A Comprehensive Review;Inventions;2019-08-23

3. Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage;INFOR: Information Systems and Operational Research;2019-06-19

4. A unified framework for stochastic optimization;European Journal of Operational Research;2019-06

5. A Risk-Averse Stochastic Dynamic Programming Approach to Energy Hub Optimal Dispatch;IEEE Transactions on Power Systems;2019-05

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