Related papers: Adaptive Robust Optimization with Dynamic Uncertai…
The centralized power generation infrastructure that defines the North American electric grid is slowly moving to the distributed architecture due to the explosion in use of renewable generation and distributed energy resources (DERs), such…
Energy infrastructure planning under uncertainty has become increasingly complex as electrification, interdependence between energy carriers, decarbonization, and extreme weather events reshape long-term investment decisions. This paper…
This paper introduces a new computational framework to account for uncertainties in day-ahead electricity market clearing process in the presence of demand response providers. A central challenge when dealing with many demand response…
In robust optimization, the uncertainty set is used to model all possible outcomes of uncertain parameters. In the classic setting, one assumes that this set is provided by the decision maker based on the data available to her. Only…
Wind power is playing an increasingly important role in electricity markets. However, it's inherent variability and uncertainty cause operational challenges and costs as more operating reserves are needed to maintain system reliability.…
This paper addresses the transmission network expansion planning problem under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby the worst-case operating cost is accounted for…
This paper describes a novel approach to planning which takes advantage of decision theory to greatly improve robustness in an uncertain environment. We present an algorithm which computes conditional plans of maximum expected utility. This…
In this paper, we develop a distributionally robust chance-constrained formulation of the Optimal Power Flow problem (OPF) whereby the system operator can leverage contextual information. For this purpose, we exploit an ambiguity set based…
Inflexible combined heat and power (CHP) plants and uncertain wind power production result in excess power in distribution networks, which leads to inverse power flow challenging grid operations. Power-to-X facilities such as electrolysers…
Many real-world decision-making problems involve multiple decision-making stages and various objectives. Besides, most of the decisions need to be made before having complete knowledge about all aspects of the problem leaves some sort of…
Capacity expansion models used for policy support have increasingly represented both the variability and uncertainty of weather-dependent generation (wind and solar). However, although also uncertain, as demonstrated by the performance of…
The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…
We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…
With the rising adoption of distributed energy resources (DERs), microgrid dispatch is facing new challenges: DER owners are independent stakeholders seeking to maximize their individual profits rather than being controlled centrally; and…
Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…
With the ongoing transition of electricity markets worldwide from hourly to intra-hourly bidding, market participants--especially Renewable Energy Sources (RES)--gain improved opportunities to adjust energy and reserve schedules and to…
We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…
Virtual power plant (VPP) provides a flexible solution to distributed energy resources integration by aggregating renewable generation units, conventional power plants, energy storages, and flexible demands. This paper proposes a novel…
Distributionally robust optimization is used to tackle decision making problems under uncertainty where the distribution of the uncertain data is ambiguous. Many ambiguity sets have been proposed for continuous uncertainty that build on…
Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…