Zobrazeno 1 - 10
of 317 952
pro vyhledávání: '"Risk-averse"'
This paper proposes a risk-averse approach to energy storage price arbitrage, leveraging conformal uncertainty quantification for electricity price predictions. The method addresses the significant challenges posed by the inherent volatility and unce
Externí odkaz:
http://arxiv.org/abs/2412.07075
Autor:
Yu, Xian, Shen, Siqian
We consider a risk-averse stochastic capacity planning problem under uncertain demand in each period. Using a scenario tree representation of the uncertainty, we formulate a multistage stochastic integer program to adjust the capacity expansion plan
Externí odkaz:
http://arxiv.org/abs/2411.01370
In light of the inherently complex and dynamic nature of real-world environments, incorporating risk measures is crucial for the robustness evaluation of deep learning models. In this work, we propose a Risk-Averse Certification framework for Bayesia
Externí odkaz:
http://arxiv.org/abs/2411.19729
Autor:
Wang, Bingzhe, Qian, Ruohan, Dou, Yuejia, Qi, Qi, Shen, Bo, Li, Changyuan, Zhang, Yixuan, Su, Yixin, Yuan, Xin, liu, Wenqiang, Zou, Bin, Yi, Wen, Guo, Zhi, Li, Shuanglong, Lin, Liu
The autobidding system generates huge revenue for advertising platforms, garnering substantial research attention. Existing studies in autobidding systems focus on designing Autobidding Incentive Compatible (AIC) mechanisms, where the mechanism is In
Externí odkaz:
http://arxiv.org/abs/2411.13162
Autor:
Pareek, Parikshit, Sampath, L. P. Mohasha Isuru, Singh, Anshuman, Goel, Lalit, Gooi, Hoay Beng, Nguyen, Hung Dinh
This work proposes a novel degradation-infused energy portfolio allocation (DI-EPA) framework for enabling the participation of battery energy storage systems in multi-service electricity markets. The proposed framework attempts to address the challe
Externí odkaz:
http://arxiv.org/abs/2411.01506
Autor:
Li, Longyan, Ning, Chao, Pan, Guangsheng, Zhang, Leiqi, Gu, Wei, Zhao, Liang, Du, Wenli, Shahidehpour, Mohammad
This paper proposes a Risk-Averse Just-In-Time (RAJIT) operation scheme for Ammonia-Hydrogen-based Micro-Grids (AHMGs) to boost electricity-hydrogen-ammonia coupling under uncertainties. First, an off-grid AHMG model is developed, featuring a novel m
Externí odkaz:
http://arxiv.org/abs/2410.20485
Autor:
Lew, Thomas, Greiff, Marcus, Djeumou, Franck, Suminaka, Makoto, Thompson, Michael, Subosits, John
Model predictive control (MPC) algorithms can be sensitive to model mismatch when used in challenging nonlinear control tasks. In particular, the performance of MPC for vehicle control at the limits of handling suffers when the underlying model overe
Externí odkaz:
http://arxiv.org/abs/2410.17183
Autor:
Ryzák, David, Černý, Martin
This paper studies the stochastic setting in cooperative games and suggests a solution concept based on second order stochastic dominance (SSD), which is often applied to robustly model risk averse behaviour of players in different economic and game
Externí odkaz:
http://arxiv.org/abs/2410.19002
In real-world scenarios, the impacts of decisions may not manifest immediately. Taking these delays into account facilitates accurate assessment and management of risk in real-world environments, thereby ensuring the efficacy of strategies. In this p
Externí odkaz:
http://arxiv.org/abs/2409.16866
Optimizing risk-averse objectives in discounted MDPs is challenging because most models do not admit direct dynamic programming equations and require complex history-dependent policies. In this paper, we show that the risk-averse {\em total reward cr
Externí odkaz:
http://arxiv.org/abs/2408.17286