3 papers
eess.SY2025
Online Energy Storage Arbitrage under Imperfect Predictions: A Conformal Risk-Aware Approach
Yiqian Wu, Ming Yi, Bolun Xu +1
This work proposes a conformal approach for energy storage arbitrage to control the downside risk arising from imperfect price forecasts. Energy storage arbitrage relies solely on…
eess.SY2025
A Decision-Focused Predict-then-Bid Framework for Strategic Energy Storage
Ming Yi, Yiqian Wu, Saud Alghumayjan +2
This paper introduces a novel decision-focused framework for energy storage arbitrage bidding. Inspired by the bidding process for energy storage in electricity markets, we propose…
math.OC2025
Energy Storage Arbitrage Under Price Uncertainty: Market Risks and Opportunities
Yiqian Wu, Bolun Xu, James Anderson
We investigate the profitability and risk of energy storage arbitrage in electricity markets under price uncertainty, exploring both robust and chance-constrained optimization appr…