Results for "Sevi Baltaoglu"

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Online Learning and Optimization of Markov Jump Affine ModelsMay 07 2016The problem of online learning and optimization of unknown Markov jump affine models is considered. An online learning policy, referred to as Markovian simultaneous perturbations stochastic approximation (MSPSA), is proposed for two different optimization ... More
Algorithmic Bidding for Virtual Trading in Electricity MarketsFeb 08 2018We consider the problem of optimal bidding for virtual trading in two-settlement electricity markets. A virtual trader aims to arbitrage on the differences between day-ahead and real-time market prices; both prices, however, are random and unknown to ... More
The Asymptotic Performance of Linear Echo State Neural NetworksMar 25 2016In this article, a study of the mean-square error (MSE) performance of linear echo-state neural networks is performed, both for training and testing tasks. Considering the realistic setting of noise present at the network nodes, we derive deterministic ... More
Nanoscopic Study of the Ion Dynamics in a LiAlSiO$_4$ Glass Ceramic by means of Electrostatic Force SpectroscopyDec 08 2004We use time-domain electrostatic force spectroscopy (TD-EFS) for characterising the dynamics of mobile ions in a partially crystallised LiAlSiO$_4$ glass ceramic, and we compare the results of the TD-EFS measurements to macroscopic electrical conductivity ... More