3 papers
cs.GT2025
Selling Information to a Competitor
Thomas Falconer, Anubhav Ratha, Jalal Kazempour +2
Selling information to a competitor can generate revenue but may also help the rival choose better actions in the market they compete in. We study this trade-off when the buyer's d…
econ.TH2021
Moving from Linear to Conic Markets for Electricity
Anubhav Ratha, Pierre Pinson, Hélène Le Cadre +2
We propose a new forward electricity market framework that admits heterogeneous market participants with second-order cone strategy sets, who accurately express the nonlinearities…
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…