Browsing University of Waterloo by Subject "Inverse optimization"
Now showing items 1-2 of 2
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Data-Driven Inverse Optimization with Applications in Electricity Markets
(University of Waterloo, 2023-01-19)Due to the increasing penetration of renewable resources and demand response instruments in the electricity markets, generation planning models have become more complex and require detailed information on the inherent ... -
Robust inverse optimization
(Elsevier, 2018-05-01)Given an observation of a decision-maker’s uncertain behavior, we develop a robust inverse optimization model for imputing an objective function that is robust against mis-specifications of the behavior. We characterize ...