Energy Arbitrage on New York State day-ahead electricity market (June 2018 - March 2021)
942.57Total RewardPerfect MPC
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| Perfect MPCForecaster=Perfect, Control=Standard MPC2025.09 | 942.57 | 94.26 | |
| Oracle MPCForecaster=Oracle, Control=Standard MPC2025.09 | 889.3 | 88.93 | |
| DST MPCForecaster=Diffusion, Control=Scenario-Tree MPC2025.09 | 858.09 | 85.81 | |
| D-I MPCForecaster=Diffusion, Control=Standard MPC (Monte Carlo)2025.09 | 855.63 | 85.56 | |
| LSTM ST MPCForecaster=LSTM, Control=Scenario-Tree MPC2025.09 | 727.32 | 72.73 | |
| VAR ST MPCForecaster=VAR, Control=Scenario-Tree MPC2025.09 | 684.58 | 68.46 | |
| VAR MPCForecaster=VAR, Control=Standard MPC2025.09 | 501.54 | 50.15 | |
| LSTM MPCForecaster=LSTM, Control=Standard MPC2025.09 | 380.54 | 38.05 |