Stochastic search for a parametric cost function approximation: Energy storage with rolling forecasts
Saeed Ghadimi, Warren B. Powell
Topics & Concepts
Benchmark (surveying)Computer scienceMathematical optimizationStochastic approximationVariance (accounting)Function (biology)Parametric statisticsConvergence (economics)Variance reductionStochastic modellingStochastic optimizationMathematicsStatisticsKey (lock)Computer securityAccountingEconomic growthEvolutionary biologyGeographyEconomicsBusinessGeodesyBiologyEnergy Load and Power ForecastingRisk and Portfolio OptimizationAdvanced Bandit Algorithms Research