4 citations · 9 across the 3 of their papers we have counts for
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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…