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Add CVaR tail-aware reliability surfaces and storage sample marginals#2

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mvivienneliu wants to merge 1 commit into
gs/fixedstordurationfrom
vl/cvar-stor-eue
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Add CVaR tail-aware reliability surfaces and storage sample marginals#2
mvivienneliu wants to merge 1 commit into
gs/fixedstordurationfrom
vl/cvar-stor-eue

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@mvivienneliu

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Extends the storage-EUE architecture with a complete CVaR (Conditional Value-at-Risk) metric for reliability expansion, featuring tail-aware cutting planes and sample-level storage marginals.

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2 participants