4 citations · 9 across the 3 of their papers we have counts for
3 papers
cs.GT2018★ 2 cited
Algorithmic Bidding for Virtual Trading in Electricity Markets
Sevi Baltaoglu, Lang Tong, Qing Zhao
We consider the problem of optimal bidding for virtual trading in two-settlement electricity markets. A virtual trader aims to arbitrage on the differences between day-ahead and re…
cs.GT2017★ 3 cited
Online Learning of Optimal Bidding Strategy in Repeated Multi-Commodity Auctions
Sevi Baltaoglu, Lang Tong, Qing Zhao
We study the online learning problem of a bidder who participates in repeated auctions. With the goal of maximizing his T-period payoff, the bidder determines the optimal allocatio…
cs.IT2016★ 4 cited
Online Learning and Optimization of Markov Jump Affine Models
Sevi Baltaoglu, Lang Tong, Qing Zhao
The problem of online learning and optimization of unknown Markov jump affine models is considered. An online learning policy, referred to as Markovian simultaneous perturbations s…