most citedAccelerating Physics-Based Simulations Using Neural Network Proxies: An Application in Oil Reservoir Modeling

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math.OC2025

Neural networks for multi-horizon stochastic programming

Hongyu Zhang, Gabriele Sormani, Enza Messina +2

This paper proposes a machine-learning-based solution approach for solving multi-horizon stochastic programs. The approach embeds a deep learning neural network into a multi-horizo…