Publications
Applying High Performance Computing to Transmission-Constrained Stochastic Unit Commitment for Renewable Energy Integration
Papavasiliou, Anthony, Shmuel Oren, Barry Rountree, “Applying High Performance Computing to Transmission-Constrained Stochastic Unit Commitment for Renewable Energy Integration”, IEEE PES Transactions, Vol 30, No. 3, (2015) pp. 1109-1120
Optimal execution with multiplicative price impact
X. Guo and M. Zervos. Optimal execution with multiplicative price impact, SIAM Journal on Financial Mathematics, 6(1), 281-306, 2015.
Convex Relaxation for Optimal Power Flow Problem: Mesh Networks
Ramtin Madani, Somayeh Sojoudi and Javad Lavaei, Convex Relaxation for Optimal Power Flow Problem: Mesh Networks, IEEE Transactions on Power Systems, vol. 30, no.1, pp. 199-211, 2015.
The economic default time and the arcsine law
X. Guo, R. A. Jarrow, and A. de Larrard. Economic default time and the arcsine law, Journal of Financial Engineering, DOI: http://dx.doi.org/10.1142/S2345768614500251, 2014.
A direct reduction of PPAD Lemke-verified linear complementarity problems to bimatrix games
Ilan Adler, Sushil Verma (2013), A direct reduction of PPAD Lemke-verified linear complementarity problems to bimatrix games, arXiv:1302.0067.
The equivalence of linear programs and zero-sum games
Ilan Adler (2012), The equivalence of linear programs and zero-sum games, International Journal of Game Theory.
Reducing Transient and Steady State Electricity Consumption in HVAC Using Learning-Based Model-Predictive Control
A. Aswani, N. Master, J. Taneja, D. Culler and C. Tomlin, “Reducing Transient and Steady State Electricity Consumption in HVAC Using Learning-Based Model-Predictive Control,” in Proceedings of the IEEE, vol. 100, no. 1, pp. 240-253, Jan. 2012, doi: 10.1109/JPROC.2011.2161242.
Zero Duality Gap in Optimal Power Flow Problem
Javad Lavaei and Steven Low, Zero Duality Gap in Optimal Power Flow Problem, IEEE Transactions on Power Systems, vol. 27, no. 1, pp. 92-107, 2012.
The Stochastic Sequential Assignment Problem with Arrivals
R. Righter, “The Stochastic Sequential Assignment Problem with Arrivals,” Probability in the Engineering and Informational Sciences, 2011.