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An Approximate Dynamic Programming Approach to Benchmark Practice-based Heuristics for Natural Gas Storage Valuation Guoming Lai, Fran¸cois Margot, Nicola Secomandi Tepper School of Business, Carnegie Mellon University,
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Document Date: 2009-07-09 10:26:24
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An Approximate Dynamic Programming Approach to Benchmark Practice-based Heuristics for Natural Gas Storage Valuation Guoming Lai, Fran¸cois Margot, Nicola Secomandi Tepper School of Business, Carnegie Mellon University,