1 citations · 1 across the 5 of their papers we have counts for
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Decision-Dependent Distributionally Robust Optimization with Application to Dynamic Pricing
Chengrui Qu, Huiwen Jia, Pengcheng You
We consider decision-making problems under decision-dependent uncertainty (DDU), where the distribution of uncertain parameters depends on the decision variables and is only observ…
A Unified Analysis of Saddle Flow Dynamics: Stability and Algorithm Design
Pengcheng You, Yingzhu Liu, Enrique Mallada
This work examines the conditions for asymptotic and exponential convergence of saddle flow dynamics of convex-concave functions. First, we propose an observability-based certifica…
A Market Mechanism for Truthful Bidding with Energy Storage
Rajni Kant Bansal, Pengcheng You, Dennice F. Gayme +1
This paper proposes a market mechanism for multi-interval electricity markets with generator and storage participants. Drawing ideas from supply function bidding, we introduce a no…
Mechanism Design for Efficient Nash Equilibrium in Oligopolistic Markets
Kaiying Lin, Beibei Wang, Pengcheng You
This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mecha…
Storage Degradation Aware Economic Dispatch
R. K. Bansal, P. You, D. F. Gayme +1
In this paper, we formulate a cycling cost aware economic dispatch problem that co-optimizes generation and storage dispatch while taking into account cycle based storage degradati…
Saddle Flow Dynamics: Observable Certificates and Separable Regularization
Pengcheng You, Enrique Mallada
This paper proposes a certificate, rooted in observability, for asymptotic convergence of saddle flow dynamics of convex-concave functions to a saddle point. This observable certif…