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6 papers

math.OC2026

The Value of Perfect Endpoint Forecasts for Offshore-Wind Thermal Firming

Arash Khojaste, Geoffrey Pritchard, Golbon Zakeri

The paper evaluates how a perfect future demand forecast at a single future hour can reduce offshore‑wind thermal firming costs, using a cyclostationary MDP model with quantile Fou…

econ.GN2026

A Risk-Based Equilibrium Analysis of Energy Imbalance Reserve in Day-Ahead Electricity Markets

Ryan Ent, Golbon Zakeri, Tongxin Zheng +1

Energy imbalance reserve (EIR) product is introduced into the Independent System Operator (ISO) of New England's day-ahead wholesale electricity market to provide a better fuel pro…

math.OC2026

Risk-Averse Markov Decision Processes: Applications to Electricity Grid and Reservoir Management

Arash Khojaste, Jonathan Pearce, Daniela Pucci de Farias +2

This paper develops risk-averse models to support system operators in planning and operating the electricity grid under uncertainty from renewable power generation. We incorporate…

math.OC2025

Electricity Price-Aware Scheduling of Data Center Cooling

Arash Khojaste, Jonathan Pearce, Golbon Zakeri +1

Data centers are becoming a major consumer of electricity on the grid, with cooling accounting for about 40\% of that energy. As electricity prices vary throughout the day and year…

math.OC2025

Baseline hydropower generation offer curves

Jonathan Pearce, Arash Khojaste, Golbon Zakeri +1

We outline a mathematical model for pricing hydropower generation. The model involves a Markov decision process that reflects the seasonal variation in historical time series of wa…

math.OC2025

On monotone completion of risk markets: Limit results for incomplete risk markets

Iman Khajepour, Geoffrey Pritchard, Danny Ralph +1

We consider a competitive market with risk-averse participants. We assume that agents' risks are measured by coherent risk measures introduced by Artzner et al. (1999). Fundamental…