Скачать или смотреть Machine Learning NeEDS Mathematical Optimization with Prof Pierre Pinson

Machine Learning NeEDS Mathematical Optimization
Branding the role of OR in AI with the Support of EURO

Title: Online learning and decision-making for renewables participating in electricity markets

Abstract: There is extensive literature on the analytics involved in the participation of renewable energy producers in electricity markets, covering both forecasting and decision-making. In their simplest form, participation strategies are to be seen as newsvendor problems (taking a decision-making perspective), or quantile regression problems (if taking a forecasting perspective instead). We will therefore explore recent advances at the interface between learning, forecasting and stochastic optimisation of relevance to renewable energy producers participating in electricity markets. This will cover online learning and decision-making, as well as distributionally robust optimisation.