TITLE: Optimal Market Participation of Energy Resources in the Wholesale Electricity Markets: An Optimization-Based and Data-Driven Approach MOBARAKEH, Ashkan Sadeghi - PhD 12.11.18.docx (18.8 KB)

ONLINE LEARNING FOR ALGORITHMIC BIDDING We consider the problem of algorithmic bidding in repeated auctions of goods with unknown clearing prices and value. This problem arises naturally in electricity markets where market participants arbitrage electricity across time or locations. Online advertising is another example where…