1 citations · 1 across the 1 of their papers we have counts for
3 papers
math.OC2026
Pricing Discrete and Nonlinear Markets With Semidefinite Relaxations
Cheng Guo, Lauren Henderson, Ryan Cory-Wright +1
Nonconvexities in markets with discrete decisions and nonlinear constraints make efficient pricing challenging, often necessitating subsidies. A prime example is the unit commitmen…
math.OC2023★ 1 cited
Incentivizing Investment and Reliability: A Study on Electricity Capacity Markets
Cheng Guo, Christian Kroer, Yury Dvorkin +1
The capacity market, a marketplace to exchange available generation capacity for electricity production, provides a major revenue stream for generators and is adopted in several U.…
math.OC2023
Risk-Aware Security-Constrained Unit Commitment: Taming the Curse of Real-Time Volatility and Consumer Exposure
Daniel Bienstock, Yury Dvorkin, Cheng Guo +2
We propose an enhancement to wholesale electricity markets whereby the exposure of consumers to increasingly large and volatile consumer payments arising as a byproduct of volatile…