Co-Optimization of VaR and CVaR for Data-Driven Stochastic...

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IEEE Control Systems Letters 2020

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

Roveto, Matt, Mieth, Robert, Dvorkin, Yury
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Year:
2020
Journal:
IEEE Control Systems Letters
DOI:
10.1109/lcsys.2020.2997259
File:
PDF, 541 KB
2020
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