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A community integrated energy system (CIES) is an important carrier of the energy internet and smart city in geographical and functional terms. Its emergence provides a new solution to the problems of energy utilization and environmental…

Systems and Control · Electrical Eng. & Systems 2023-02-07 Yang Li , Meng Han , Mohammad Shahidehpour , Jiazheng Li , Chao Long

This paper addresses the energy management of a grid-connected renewable generation plant coupled with a battery energy storage device in the capacity firming market, designed to promote renewable power generation facilities in small…

In the realm of robust optimization the k-adaptability approach is one promising method to derive approximate solutions for two-stage robust optimization problems. Instead of allowing all possible second-stage decisions, the k-adaptability…

Optimization and Control · Mathematics 2025-09-04 Jannis Kurtz

Two-stage stochastic unit commitment (2S-SUC) problems have been widely adopted to manage the uncertainties introduced by high penetrations of intermittent renewable energy resources. While decomposition-based algorithms such as…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Zhentong Shao , Jingtao Qin , Nanpeng Yu

Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…

Numerical Analysis · Computer Science 2017-02-15 Roberto Mínguez , Víctor Casero-Alonso

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…

Systems and Control · Electrical Eng. & Systems 2022-08-17 Youngchae Cho , Insoon Yang

The increasing use of renewable energy sources (RESs) and responsive loads has made power systems more uncertain. Meanwhile, thanks to the development of advanced metering and forecasting technologies, predictions by RESs and load owners…

Optimization and Control · Mathematics 2023-08-01 Rui Xie , Pierre Pinson , Yin Xu , Yue Chen

This paper proposes a neural stochastic optimization method for efficiently solving the two-stage stochastic unit commitment (2S-SUC) problem under high-dimensional uncertainty scenarios. The proposed method approximates the second-stage…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Zhentong Shao , Jingtao Qin , Nanpeng Yu

Edge computing (EC) promises to deliver low-latency and ubiquitous computation to numerous devices at the network edge. This paper aims to jointly optimize edge node (EN) placement and resource allocation for an EC platform, considering…

Optimization and Control · Mathematics 2024-01-17 Jiaming Cheng , Duong Thuy Anh Nguyen , Duong Tung Nguyen

We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…

Optimization and Control · Mathematics 2021-10-05 Xiangyi Fan , Grani A. Hanasusanto

We examine a constrained Markov decision process under uncertain transition probabilities, with the uncertainty modeled as deviations from observed transition probabilities. We construct the uncertainty set associated with the deviations…

Optimization and Control · Mathematics 2025-04-15 V Varagapriya

Accurate forecasting is critical for reliable power grid operations, particularly as the share of renewable generation, such as wind and solar, continues to grow. Given the inherent uncertainty and variability in renewable generation,…

Applications · Statistics 2025-10-20 Alireza Moradi , Mathieu Tanneau , Reza Zandehshahvar , Pascal Van Hentenryck

Machine learning can significantly improve performance for decision-making under uncertainty across a wide range of domains. However, ensuring robustness guarantees requires well-calibrated uncertainty estimates, which can be difficult to…

Machine Learning · Computer Science 2026-02-03 Christopher Yeh , Nicolas Christianson , Alan Wu , Adam Wierman , Yisong Yue

We expand our novel computational method for unit commitment (UC) to include long-horizon planning. We introduce a fast novel algorithm to commit hydro-generators, provably accurately. We solve problems with thousands of generators at 5…

Optimization and Control · Mathematics 2026-03-26 Shaked Regev , Eve Tsybina , Slaven Peles

We propose a novel computational method for unit commitment UC, which does not require linearized approximation and provides several orders of magnitude performance improvement over current state-of-the-art. The performance improvement is…

Optimization and Control · Mathematics 2026-03-26 Shaked Regev , Eve Tsybina , Slaven Peles

Uncertainty from renewable energy and loads is one of the major challenges for stable grid operation. Various approaches have been explored to remedy these uncertainties. In this paper, we design centralized or decentralized state-feedback…

Systems and Control · Computer Science 2019-07-17 Ahmad F. Taha , Mohammadhafez Bazrafshan , Sebastian Nugroho , Nikolaos Gatsis , Junjian Qi

We consider a two-stage robust facility location problem on a metric under an uncertain demand. The decision-maker needs to decide on the (integral) units of supply for each facility in the first stage to satisfy an uncertain second-stage…

Optimization and Control · Mathematics 2020-11-11 Omar El Housni , Vineet Goyal , David Shmoys

In order to protect the environment and address fossil fuel scarcity, renewable energy is increasingly used for power generation. However, due to the uncertainties it brings to electricity production, deterministic optimization is no longer…

Optimization and Control · Mathematics 2022-12-13 Shuhan Lyu

We propose an enhancement to wholesale electricity markets whereby the exposure of consumers to increasingly large and volatile consumer payments arising as a byproduct of volatile real-time net loads -- i.e., loads minus renewable outputs…

Optimization and Control · Mathematics 2024-08-13 Daniel Bienstock , Yury Dvorkin , Cheng Guo , Robert Mieth , Jiayi Wang

Both the level of conservativeness and the computational burden in robust optimization are critically influenced by uncertainty set design. However, contextual side information is rarely exploited in robust dispatch of power systems…

Optimization and Control · Mathematics 2026-05-11 Zhaojun Ruan , Yulin Liu , Le Fu , Libao Shi