Gas storage optimization on Henry Hub seasonal curve Schwartz-Smith
2.47Optimized ValueDP
Evaluation results
| Method | Links | |
|---|---|---|
| DPDemand modeling=stochastic demand, Training time=1.1 s, Evaluation time=< 0.1 ms, Number of evaluation paths=1,024, Greeks (sensitivity calculation method/time)=5.1 s (bump)2026.05 | 2.47 | |
| SNAPOInput configuration=9-input, Training time=47 s, Evaluation time=0.1 ms, Number of evaluation paths=1,024, Greeks (sensitivity calculation method/time)=One adjoint pass2026.05 | 2.35 | |
| PPOTraining time=~206 s, Evaluation time=~5 ms, Number of evaluation paths=1,024, Greeks (sensitivity calculation method/time)=None2026.05 | 1.41 | |
| SACTraining time=~14,000 s, Evaluation time=~5 ms, Number of evaluation paths=1,024, Greeks (sensitivity calculation method/time)=None2026.05 | 1.07 |