1.Polytechnique Montréal, 2900 Boulevard Édouard Montpetit, Montreal, QC, H3C 3A7, Canada ;2.HEC Montréal, 3000 Chemin de la Côte-Sainte-Catherine, Montreal, QC, H3T 2A7, Canada ;
Abstract:
Computational Management Science - This paper proposes a multi-stage stochastic programming formulation based on affine decision rules for the reservoir management problem. Our approach seeks to...