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Publications

WORKING PAPERS

  • B. Kim, T. L. Morin, and A. L. Liu. Approximate Dynamic Programming and Duality Methods in Bermudan Credit Default Swap Option Pricing. Submitted.
  • H. Sreekumaran, A. R. Hotay, A. L. Liu, N. A. Uhan and S. Sundaram.  Equilibrium strategies for multiple interdictors on a common network. Submitted.
  • Z. Huang, Q. Zheng, and A. L. Liu. Transmission and Generation Capacity Expansion with Unit Commitment -- A Multiscale and Multistage Stochastic Mixed Integer Programming Approach. Submitted.
  • J. Opgrand, P. V. Preckel, D. J. Gotham, A. L. Liu. Price Formation in Auctions for Financial Transmission Rights. Submitted
  • R. Chen and A. L. Liu. A Decomposition Method for Large-scale Convex Quadratically Constrained Quadratic Programs.
  • Z. Zhao and A. L. Liu. Multi-Agent Learning in Double-side Auctions for Peer-to-peer Energy Trading. Submitted.
  • Z. Zhao and A. L. Liu. Decentralized Demand Management under Real-time Pricing via Multiagent Bandit Games. Working paper.
  • Z. Zhao and A. L. Liu. Decentralized Demand-side Management under Real-time Pricing via Low Approximate Regret Learning in Games. Working paper.

SELECTED PUBLICATIONS

OTHER PUBLICATIONS

REFEREED CONFERENCE PROCEEDINGS

  • Z. Zhao, A.L. Liu, and Y. Chen. Electricity Demand Response under Real-Time Pricing: A Multi-armed Bandit Game. Conference: 2018 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference (APSIPA ASC), October 2018. DOI:10.23919/APSIPA.2018.8659687
  • Z. Zhao and A. L. Liu. Intelligent demand response for electricity consumers: A multi-armed bandit game approach. Proceedings to 2017 International Conference on Intelligent Systems Applications to Power (ISAP), 2017.
  • H. Sreekumaran and A. L. Liu. Equilibrium wind hedge contract structure through Nash Bargaining.Proceedings of the Industrial Engineering Research Conference, 2011.
  • J. Xiao, B. S. Hodge, A. L. Liu, J. F. Pekny, and G. V. Reklaitis. Long-term planning of wind farm siting in the electricity grid. Proceedings of 21st European Symposium on Computer Aided Process Engineering - ESCAPE 21, 2010.
  • A. L. Liu. Repeated games in electricity spot and forward markets - An equilibrium modeling and computational framework. Proceedings of 48th Annual Allerton Conference on Communication, Control, and Computing, 2010.
  • T. Brady and A. L. Liu. The analysis of electricity storage location sites in the electric transmission grid. Proceedings of the Industrial Engineering Research Conference, 2010.
  • Y. Chen and A. L. Liu. Effects of allowances allocation schemes on the emissions leakage and contract shuffling. Proceedings to 32nd IAEE International Conference, online publication, 2009.
  • J. E. Harrington, B. F Hobbs, J.-S Pang, A. Liu, and G. Roch. Collusive game solutions via optimization. Proceedings of the NSF-ONR EPNES II workshop, 2003.

REFEREED BOOK CHAPTERS

  • A. L. Liu, N. A. Uhan and F. Zhao. Scheduling for Energy Efficient Manufacturing. Energy Efficient Manufacturing with Applications. Editors: J. W. Sutherland and B. S. Linke 2012.