33 citations · 91 across the 11 of their papers we have counts for
4 papers · 1 filter
A Contextual Bandit Approach for Value-oriented Prediction Interval Forecasting
Yufan Zhang, Honglin Wen, Qiuwei Wu
Prediction interval (PI) is an effective tool to quantify uncertainty and usually serves as an input to downstream robust optimization. Traditional approaches focus on improving th…
A Multiple Market Trading Mechanism for Electricity, Renewable Energy Certificate and Carbon Emission Right of Virtual Power Plants
Zhihong Huang, Ye Guo, Qiuwei Wu +2
A multiple market trading mechanism for the VPP to participate in electricity, renewable energy certificate (REC) and carbon emission right (CER) markets is proposed. With the intr…
Optimal Adaptive Prediction Intervals for Electricity Load Forecasting in Distribution Systems via Reinforcement Learning
Yufan Zhang, Honglin Wen, Qiuwei Wu +1
Prediction intervals offer an effective tool for quantifying the uncertainty of loads in distribution systems. The traditional central PIs cannot adapt well to skewed distributions…
On Nash-Stackelberg-Nash Games under Decision-Dependent Uncertainties: Model and Equilibrium
Yunfan Zhang, Feng Liu, Zhaojian Wang +4
In this paper, we discuss a class of two-stage hierarchical games with multiple leaders and followers, which is called Nash-Stackelberg-Nash (N-S-N) games. Particularly, we conside…