4 papers
Restoring Incentive Compatibility in Two-Stage Energy Markets with Prosumers
Nikolas Koumpis, Koushik Kar, Leandros Tassiulas +1
A central challenge in modern energy market design is the formulation of a strategy-proof imbalance settlement layer that secures both the economic efficiency of the institution an…
A Distributionally Robust Estimator that Dominates the Empirical Average
Nikolas Koumpis, Dionysis Kalogerias
We leverage the duality between risk-averse and distributionally robust optimization (DRO) to devise a distributionally robust estimator that strictly outperforms the empirical ave…
State-Output Risk-Constrained Quadratic Control of Partially Observed Linear Systems
Nikolas Koumpis, Anastasios Tsiamis, Dionysios Kalogerias
We propose a methodology for performing risk-averse quadratic regulation of partially observed Linear Time-Invariant (LTI) systems disturbed by process and output noise. To compens…
Uncertainty Principles in Risk-Aware Statistical Estimation
Nikolas P. Koumpis, Dionysios S. Kalogerias
We present a new uncertainty principle for risk-aware statistical estimation, effectively quantifying the inherent trade-off between mean squared error ($\mse$) and risk, the latte…