Research Assistant
CurrentRA in Prof. Chenye Wu's Lab - Sample-based Up to Congestion Bidding Strategy in the PJM Considering Risk ManagementDeveloped a chance-constrained programming (CCP) model for Up to Congestion (UTC) bidding in the PJM, enabling the maximization of either total expected profit or Value at Risk (VaR) based on risk preferences.Introduced the concept of statistical feasibility to quantify dataset-derived uncertainties and their influence on optimization. Created a statistically feasible UTC bidding CCP model and a sample-adaptive robust optimization (RO) framework with statistical feasibility guarantees, effectively addressing optimization challenges using sample data while ensuring compliance with chance constraints across diverse datasets.