20 citations · 49 across the 19 of their papers we have counts for
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math.OC2024★ 1 cited
EM++: A parameter learning framework for stochastic switching systems
Renzi Wang, Alexander Bodard, Mathijs Schuurmans +1
This paper proposes a general switching dynamical system model, and a custom majorization-minimization-based algorithm EM++ for identifying its parameters. For certain families of…
cs.CE2024★ 1 cited
Optimal Intraday Power Trading for Single-Price Balancing Markets: An Adaptive Risk-Averse Strategy using Mixture Models
Robin Bruneel, Mathijs Schuurmans, Panagiotis Patrinos
Efficient markets are characterised by profit-driven participants continuously refining their positions towards the latest insights. Margins for profit generation are generally sma…