14 citations · 135 across the 33 of their papers we have counts for
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math.OC2022★ 1 cited
Stochastic Search for a Parametric Cost Function Approximation: Energy storage with rolling forecasts
Saeed Ghadimi, Warren B. Powell
Rolling forecasts have been almost overlooked in the renewable energy storage literature. In this paper, we provide a new approach for handling uncertainty not just in the accuracy…
math.OC2022★ 7 cited
The Parametric Cost Function Approximation: A new approach for multistage stochastic programming
Warren B Powell, Saeed Ghadimi
The most common approaches for solving multistage stochastic programming problems in the research literature have been to either use value functions ("dynamic programming") or scen…