Aswin Kannan

Learn More
— We present a game-theoretical model predictive control (MPC) framework for competitive electricity markets. We demonstrate that an MPC construct can be used to systematically analyze the effects of ramp constraints, initial conditions, dynamic disturbances, forecast horizon length, market manipulation, and bidding frequency on market performance. We(More)
— In this paper, we consider the development of single-timescale schemes for the distributed computation of Nash equilibria. In general, equilibria associated with convex Nash games over continuous strategy sets are wholly captured by the solution set of a variational inequality. Our focus is on Nash games whose equilibrium conditions are given by monotone(More)
A common dilemma in many decision, design, and modeling problems involving water resources is determining the level of simulation output to be passed to an optimization solver. A pure black-box approach allows for the easiest interface between the solver and the underlying simulator(s) but often requires a large number of simulation evaluations. On the(More)
(2012): Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis, Optimization Methods and Software, This article may be used for research, teaching, and private study purposes. Any substantial or systematic reproduction, redistribution, reselling, loan, sub-licensing, systematic supply, or(More)
— Variational inequality problems find wide applicability in modeling a range of optimization and equilibrium problems. We consider the stochastic generalization of such a problem wherein the mapping is pseudomonotone and make two sets of contributions in this paper. First, we provide sufficiency conditions for the solvability of such problems that do not(More)
When derivatives of a nonlinear objective function are unavailable, many derivative-free optimization algorithms rely on interpolation-based models of the function. But what if the function values are contaminated by noise, as in most of the simulation-based problems typically encountered in this area? We propose to obtain linear and quadratic models by(More)
  • 1