19 citations · 19 across the 2 of their papers we have counts for
2 papers
eess.SY2020★ 19 cited
Risk Trading in a Chance-Constrained Stochastic Electricity Market
Robert Mieth, Matt Roveto, Yury Dvorkin
Existing electricity market designs assume risk neutrality and lack risk-hedging instruments, which leads to suboptimal market outcomes and reduces the overall market efficiency. T…
eess.SY2020
Co-Control of VaR and CVaR forData-Driven Stochastic Demand Response Auction
Matt Roveto, Robert Mieth, Yury Dvorkin
The ability to make optimal decisions under uncertainty remains important across a variety of disciplines from portfolio management to power engineering. This generally implies app…