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20182022
most citedDifferentially Private Convex Optimization with Feasibility Guarantees

4 citations · 4 across the 3 of their papers we have counts for

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6 papers · 1 filter

math.OC2020

Stochastic Control and Pricing for Natural Gas Networks

Vladimir Dvorkin, Anubhav Ratha, Pierre Pinson +1

We propose stochastic control policies to cope with uncertain and variable gas extractions in natural gas networks. Given historical gas extraction data, these policies are optimiz…

math.OC2020

Chance-Constrained Equilibrium in Electricity Markets With Asymmetric Forecasts

Vladimir Dvorkin, Jalal Kazempour, Pierre Pinson

We develop a stochastic equilibrium model for an electricity market with asymmetric renewable energy forecasts. In our setting, market participants optimize their profits using pub…

math.OC2020

Differentially Private Optimal Power Flow for Distribution Grids

Vladimir Dvorkin, Ferdinando Fioretto, Pascal Van Hentenryck +2

Although distribution grid customers are obliged to share their consumption data with distribution system operators (DSOs), a possible leakage of this data is often disregarded in…

math.OC2019

Differentially Private Distributed Optimal Power Flow

Vladimir Dvorkin, Pascal Van Hentenryck, Jalal Kazempour +1

Distributed algorithms enable private Optimal Power Flow (OPF) computations by avoiding the need in sharing sensitive information localized in algorithms sub-problems. However, adv…

math.OC2019

Electricity Market Equilibrium under Information Asymmetry

Vladimir Dvorkin, Jalal Kazempour, Pierre Pinson

We study a competitive electricity market equilibrium with two trading stages, day-ahead and real-time. The welfare of each market agent is exposed to uncertainty (here from renewa…

math.OC2018

Setting Reserve Requirements to Approximate the Efficiency of the Stochastic Dispatch

Vladimir Dvorkin, Stefanos Delikaraoglou, Juan M. Morales

This paper deals with the problem of clearing sequential electricity markets under uncertainty. We consider the European approach, where reserves are traded separately from energy…