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cs.LG2026
Nearest Neighbor Functional Curve Completion for Intraday Probabilistic Revisions of Renewable Generation Forecasts
Guillermo Terrén-Serrano, Michael Ludkovski
We propose a nonparametric approach that fuses deterministic initial forecasts and a partial realization into a probabilistic forecast using the framework of functional curve compl…
math.OC2026
Modeling Stochastic Multi-Agent Interaction in Intraday Battery Energy Storage Dispatch with Market Power
Ruimeng Hu, Mike Ludkovski, Hezhong Zhang
We develop a stochastic game-theoretic model for intraday dispatch of grid-scale battery energy storage systems (BESSs). We assume that each BESS operator competitively manages her…