5 citations · 5 across the 2 of their papers we have counts for
7 papers
Consistency of Distributionally Robust Risk- and Chance-Constrained Optimization under Wasserstein Ambiguity Sets
Ashish Cherukuri, Ashish R. Hota
We study stochastic optimization problems with chance and risk constraints, where in the latter, risk is quantified in terms of the conditional value-at-risk (CVaR). We consider th…
Stochastic approximation of CVaR-based variational inequalities
Jasper Verbree, Ashish Cherukuri
In this paper we study variational inequalities (VI) defined by the conditional value-at-risk (CVaR) of uncertain functions. We introduce stochastic approximation schemes that empl…
Wasserstein Distributionally Robust Look-Ahead Economic Dispatch
Bala Kameshwar Poolla, Ashish R. Hota, Saverio Bolognani +2
We consider the problem of look-ahead economic dispatch (LAED) with uncertain renewable energy generation. The goal of this problem is to minimize the cost of conventional energy g…
Sample average approximation of CVaR-based Wardrop equilibrium in routing under uncertain costs
Ashish Cherukuri
This paper focuses on the class of routing games that have uncertain costs. Assuming that agents are risk-averse and select paths with minimum conditional value-at-risk (CVaR) asso…
Hybrid interconnection of iterative bidding and power network dynamics for frequency regulation and optimal dispatch
Tjerk Stegink, Ashish Cherukuri, Claudio De Persis +2
This paper considers a real-time electricity market involving an independent system operator (ISO) and a group of strategic generators. The ISO operates a market where generators b…
Frequency-driven market mechanisms for optimal dispatch in power networks
Tjerk Stegink, Ashish Cherukuri, Claudio De Persis +2
This paper studies real-time bidding mechanisms for economic dispatch and frequency regulation in electrical power networks. We consider a market administered by an independent sys…