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Distributionally robust optimization for peer-to-peer energy trading considering data-driven ambiguity sets

Mathematical ProgrammingPower MarketEngineeringData ScienceUncertainty QuantificationData-driven Ambiguity SetsPower TradingAlgorithmic TradingBusinessRobust OptimizationLocal Energy MarketPeer-to-peer Energy TradingFinancial EngineeringCombinatorial OptimizationMarket DesignMechanism DesignFinanceQuantitative Management