4 citations · 6 across the 6 of their papers we have counts for
18 papers
Reliability-Aware Probabilistic Reserve Procurement
Lars Herre, Pierre Pinson, Spyros Chatzivasileiadis
Current reserve procurement approaches ignore the stochastic nature of reserve asset availability itself and thus limit the type and volume of reserve offers. This paper develops a…
Adaptive Generalized Logit-Normal Distributions for Wind Power Short-Term Forecasting
Amandine Pierrot, Pierre Pinson
There is increasing interest in very short-term and higher-resolution wind power forecasting (from minutes to hours ahead), especially offshore. Statistical methods are of utmost r…
Monetizing Customer Load Data for an Energy Retailer: A Cooperative Game Approach
Liyang Han, Jalal Kazempour, Pierre Pinson
When energy customers schedule loads ahead of time, this information, if acquired by their energy retailer, can improve the retailer's load forecasts. Better forecasts lead to whol…
Stochastic Control and Pricing for Natural Gas Networks
Vladimir Dvorkin, Anubhav Ratha, Pierre Pinson +1
We propose stochastic control policies to cope with uncertain and variable gas extractions in natural gas networks. Given historical gas extraction data, these policies are optimiz…
Differentially Private Convex Optimization with Feasibility Guarantees
Vladimir Dvorkin, Ferdinando Fioretto, Pascal Van Hentenryck +2
This paper develops a novel differentially private framework to solve convex optimization problems with sensitive optimization data and complex physical or operational constraints.…
Chance-Constrained Equilibrium in Electricity Markets With Asymmetric Forecasts
Vladimir Dvorkin, Jalal Kazempour, Pierre Pinson
We develop a stochastic equilibrium model for an electricity market with asymmetric renewable energy forecasts. In our setting, market participants optimize their profits using pub…