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math.OC2022
Mitigation-Aware Bidding Strategies in Electricity Markets
Yiqian Wu, Jip Kim, James Anderson
Market power exercise in the electricity markets distorts market prices and diminishes social welfare. Many markets have implemented market power mitigation processes to eliminate…
math.OC2022
Distributionally Robust Decision Making Leveraging Conditional Distributions
Yuxiao Chen, Jip Kim, James Anderson
Distributionally robust optimization (DRO) is a powerful tool for decision making under uncertainty. It is particularly appealing because of its ability to leverage existing data.…