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math.OC2018
Convergence of the Iterates in Mirror Descent Methods
Thinh T. Doan, Subhonmesh Bose, D. Hoa Nguyen +1
We consider centralized and distributed mirror descent algorithms over a finite-dimensional Hilbert space, and prove that the problem variables converge to an optimizer of a possib…
math.OC2018
Centralized Volatility Reduction for Electricity Markets
Khaled Alshehri, Subhonmesh Bose, Tamer Başar
Increased penetration of wind energy will make electricity market prices more volatile. As a result, market participants will bear increased financial risks, which impact investmen…