3 papers
q-fin.CP2026
Battery Storage Co-Optimization in Day-Ahead and Real-Time Markets with Bayesian Optimization
Thiha Aung, Mike Ludkovski
We propose Adaptive Refinement Bayesian Optimization for Day-Ahead and Real-Time (ARBO-DART) markets, an algorithm for BESS intraday dispatch co-optimization in which day-ahead (DA…
math.OC2025
Intraday Battery Dispatch for Hybrid Renewable Energy Assets
Thiha Aung, Mike Ludkovski
We develop a mathematical model for intraday dispatch of co-located wind-battery energy assets. Focusing on the primary objective of firming grid-side actual production vis-a-vis t…
cs.LG2024
Probabilistic Spatiotemporal Modeling of Day-Ahead Wind Power Generation with Input-Warped Gaussian Processes
Qiqi Li, Mike Ludkovski
We design a Gaussian Process (GP) spatiotemporal model to capture features of day-ahead wind power forecasts. We work with hourly-scale day-ahead forecasts across hundreds of wind…