239 citations · 355 across the 14 of their papers we have counts for
3 papers · 1 filter
Fast Revenue Maximization
Achraf Bahamou, Omar Besbes, Omar Mouchtaki
Problem definition: We study a data-driven pricing problem in which a seller sets a price for a single item based on demand observed at a limited number of historical prices. Our g…
Battery Operations in Electricity Markets: Strategic Behavior and Distortions
Jerry Anunrojwong, Santiago R. Balseiro, Omar Besbes +1
Battery storage can reduce electricity generation costs by shifting energy across time, but as privately owned batteries become large, they may also be able to exert market power.…
The Best of Many Robustness Criteria in Decision Making: Formulation and Application to Robust Pricing
Jerry Anunrojwong, Santiago R. Balseiro, Omar Besbes
In robust decision-making under non-Bayesian uncertainty, different robust optimization criteria, such as maximin performance, minimax regret, and maximin ratio, have been proposed…