Related papers: Risk-Based Distributionally Robust Optimal Power F…
In this paper, we propose a data-based methodology to solve a multi-period stochastic optimal water flow (OWF) problem for water distribution networks (WDNs). The framework explicitly considers the pump schedule and water network head level…
Integrating renewable energy into the power grid requires intelligent risk-aware dispatch accounting for the stochastic availability of renewables. Toward achieving this goal, a robust DC optimal flow problem is developed in the present…
Distributionally Robust Optimization (DRO) provides a framework for decision-making under distributional uncertainty, yet its effectiveness can be compromised by outliers in the training data. This paper introduces a principled approach to…
The uncertainty of multiple power loads and renewable energy generations (PLREG) in power systems increases the complexity of power flow analysis for decision-makers. The chance-constrained method can be applied to model the optimization…
This paper proposes a unit commitment (UC) model based on data-driven Wasserstein distributionally robust optimization (WDRO) for power systems under uncertainty of renewable generation as well as its tractable exact reformulation. The…
The penetration of distributed renewable energy (DRE) greatly raises the risk of distribution network operation such as peak shaving and voltage stability. Battery energy storage (BES) has been widely accepted as the most potential…
There are numerous industrial settings in which a decision maker must decide whether to enter into long-term contracts to guarantee price (and hence cash flow) stability or to participate in more volatile spot markets. In this paper, we…
We consider the problem of analyzing the probabilistic performance of first-order methods when solving convex optimization problems drawn from an unknown distribution only accessible through samples. By combining performance estimation…
The ever increasing penetration of Renewable Energy Resources (RESs) in power distribution networks has brought, among others, the challenge of maintaining the grid voltages within the secure region. Employing droop voltage regulators on…
Optimal power flow (OPF) is an important tool for Independent System Operators (ISOs) to deal with the power generation management. With the increasing penetration of renewable energy into power grids, challenges arise in tackling the OPF…
This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameters are available before the decision is made. More…
As the proportion of renewable energy and power electronics in the power system increases, modeling frequency dynamics under power deficits becomes more challenging. Although data-driven methods help mitigate these challenges, they are…
Real-time control of distribution networks requires accurate information about the system state. In practice, however, such information is difficult to obtain because real-time measurements are available only at a limited number of…
Distributionally robust optimization (DRO)-based robust adaptive beamforming (RAB) enables enhanced robustness against model uncertainties, such as steering vector mismatches and interference-plus-noise covariance matrix estimation errors.…
The penetration of distributed energy resources (DERs) is increasing dramatically. Due to the uncertainty of DERs, the operation of the distribution system is facing higher risks and challenges. To overcome such challenges, a two-stage…
This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If…
We study distributionally robust online learning, where a risk-averse learner updates decisions sequentially to guard against worst-case distributions drawn from a Wasserstein ambiguity set centered at past observations. While this paradigm…
Distributionally robust stochastic optimization (DRSO) is an approach to optimization under uncertainty in which, instead of assuming that there is a known true underlying probability distribution, one hedges against a chosen set of…
Distributionally robust control (DRC) aims to effectively manage distributional ambiguity in stochastic systems. While most existing works address inaccurate distributional information in fully observable settings, we consider a partially…
Distributionally robust optimization (DRO) has emerged as a powerful paradigm for reliable decision-making under uncertainty. This paper focuses on DRO with ambiguity sets defined via the Sinkhorn discrepancy: an entropy-regularized…