Xinyue (Della) Song is a PhD student at the Department of Applied Mathematics and Statistics at Johns Hopkins University. She received her bachelor’s degree in Applied Mathematics at Peking University, China in 2016, and her master’s degree in Financial Mathematics at Johns Hopkins University in 2017. She interned in Pacific Northwest National Laboratory for three months in 2018, on integrating the demand side management into wholesale market operations. Her research interests include financial mathematics, game theory, stochastic optimization and energy economics, with a current focus on game-based models of electricity markets with uncertainty, advised by assistant professor Maxim Bichuch.
The authors model a hierarchical Stackelberg game in a competitive power market under high behind-the-meter photovoltaics penetration and demand-side uncertainty, with emphasis on the feedback loop between distributed generation via photovoltaics and…