Co-Optimization of VaR and CVaR for Data-Driven Stochastic Demand Response Auction

Matt Roveto, Robert Mieth, Yury Dvorkin. Co-Optimization of VaR and CVaR for Data-Driven Stochastic Demand Response Auction. IEEE Control Systems Letters, 4(4):940-945, 2020. [doi]

Abstract

Abstract is missing.