Co-Control of VaR and CVaR forData-Driven Stochastic Demand Response Auction. - Matt Roveto; Robert Mieth; Yury Dvorkin (CoRR, 2020)

Co-Optimization of VaR and CVaR for Data-Driven Stochastic Demand Response Auction. - Matt Roveto; Robert Mieth; Yury Dvorkin (IEEE Control. Syst. Lett., 2020)

Risk Trading in a Chance-Constrained Stochastic Electricity Market. - Robert Mieth; Matt Roveto; Yury Dvorkin (IEEE Control. Syst. Lett., 2021)