Distributionally Robust Game Theory
The classical, complete-information two-player games assume that the problem data (in particular the payoff matrix) is known exactly by both players. In a now famous result, Nash has shown that any such game has an equilibrium in mixed strategies. This result was later extended to a class of incomplete-information two-player games by Harsanyi, who ...
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A distributionally robust bilevel optimization model for wholesale-retail electricity market design. [PDF]
Jia X +7 more
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Omnichannel pricing and inventory strategies considering live streaming selling: A data-driven distributionally robust optimization approach. [PDF]
Mou Y, Zhou H, Yang X, Guan Z.
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A Positive Semidefinite Safe Approximation of Multivariate Distributionally Robust Constraints Determined by Simple Functions. [PDF]
Dienstbier J, Liers F, Rolfes J.
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Distributionally robust hybrid energy management in smart mining using process-coupled primal-dual mirror descent. [PDF]
Wang D +6 more
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Distributionally robust optimization scheduling of port energy system considering hydrogen production and ammonia synthesis. [PDF]
Liu X.
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Research on distributionally robust energy storage capacity allocation for output fluctuations in high permeability wind and solar distribution networks. [PDF]
Wang X +5 more
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Distributionally Robust Regret Minimization
We consider decision-making problems involving the optimization of linear objective functions with uncertain coefficients. The probability distribution of the coefficients--which are assumed to be stochastic in nature--is unknown to the decision maker but is assumed to lie within a given ambiguity set, defined as a type-1 Wasserstein ball centered at a
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Optimizing virtual power plant coordination through locational marginal flexibility under network constraints. [PDF]
Xie L, Li G, Xu M, Dong X, Tan Z.
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