3 papers
math.OC2025
Virtual Trading in Multi-Settlement Electricity Markets
Agostino Capponi, Garud Iyengar, Bo Yang +1
In the Day-Ahead (DA) market, suppliers sell and load-serving entities (LSEs) purchase energy commitments, with both sides adjusting for imbalances between contracted and actual de…
cs.GT2025
Contested Route Planning
Jakub Černý, Garud Iyengar, Christian Kroer
We consider the problem of routing for logistics purposes, in a contested environment where an adversary attempts to disrupt the vehicle along the chosen route. We construct a game…
stat.ML2025
Linear Bandits with Partially Observable Features
Wonyoung Kim, Sungwoo Park, Garud Iyengar +2
We study the linear bandit problem that accounts for partially observable features. Without proper handling, unobserved features can lead to linear regret in the decision horizon $…