English
Related papers

Related papers: Two-Stage Stochastic Optimization Frameworks to Ai…

200 papers

Deep learning models are widely used across computer vision and other domains. When working on the model induction, selecting the right architecture for a given dataset often relies on repetitive trial-and-error procedures. This procedure…

Machine Learning · Computer Science 2026-01-06 Yen-Chia Chen , Hsing-Kuo Pao , Hanjuan Huang

The increasing integration of intermittent distributed energy resources (DERs) has introduced significant variability in distribution networks, posing challenges to voltage regulation and reactive power management. This paper presents a…

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

The pursuit of sustainability motivates microgrids that depend on distributed resources to produce more renewable energies. An efficient operation and planning relies on a holistic framework that takes into account the interdependent…

Systems and Control · Computer Science 2017-07-25 Juntao Chen , Quanyan Zhu

To address the environmental concern and improve the economic efficiency, the wind power is rapidly integrated into smart grids. However, the inherent uncertainty of wind energy raises operational challenges. To ensure the cost-efficient,…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Wei Xie , Yuan Yi , Zhi Zhou , Keqi Wang

We develop a tractable and flexible approach for incorporating side information into dynamic optimization under uncertainty. The proposed framework uses predictive machine learning methods (such as $k$-nearest neighbors, kernel regression,…

Optimization and Control · Mathematics 2020-07-23 Dimitris Bertsimas , Christopher McCord , Bradley Sturt

We introduce a general framework for Markov decision problems under model uncertainty in a discrete-time infinite horizon setting. By providing a dynamic programming principle we obtain a local-to-global paradigm, namely solving a local,…

Optimization and Control · Mathematics 2023-01-06 Ariel Neufeld , Julian Sester , Mario Šikić

We study decision dependent distributionally robust optimization models, where the ambiguity sets of probability distributions can depend on the decision variables. These models arise in situations with endogenous uncertainty. The developed…

Optimization and Control · Mathematics 2018-06-26 Fengqiao Luo , Sanjay Mehrotra

Robust optimization typically follows a worst-case perspective, where a single scenario may determine the objective value of a given solution. Accordingly, it is a challenging task to reduce the size of an uncertainty set without changing…

Optimization and Control · Mathematics 2022-09-02 Marc Goerigk , Mohammad Khosravi

Two-stage ensemble-based forecasting methods have been studied extensively in the wind power forecasting field. However, deep learning-based wind power forecasting studies have not investigated two aspects. In the first stage, different…

Signal Processing · Electrical Eng. & Systems 2021-06-30 Jiancheng Qin , Jin Yang , Ying Chen , Qiang Ye , Hua Li

Optimization models have been broadly used within side the energy industry as useful decision-making systems for scheduling and dispatching electric powered energy resources; this is applied in a system called unit commitment (UC). Unit…

Optimization and Control · Mathematics 2022-04-01 Angel Zambrano

In this paper, we propose a novel approach for data-driven decision-making under uncertainty in the presence of contextual information. Given a finite collection of observations of the uncertain parameters and potential explanatory…

Optimization and Control · Mathematics 2021-09-20 Miguel Angel Muñoz , Salvador Pineda , Juan Miguel Morales

A general theory of stochastic decision forests is developed to bridge two concepts of information flow: decision trees and refined partitions on the one side, filtrations from probability theory on the other. Instead of the traditional…

Theoretical Economics · Economics 2024-11-12 E. Emanuel Rapsch

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-05-21 Jiashuo Jiang

This paper proposes a control strategy for a Reverse Fuel Cell used to manage a Renewable Energy Community. A two-stage scenario-based Model Predictive Control algorithm is designed to define the best economic strategy to be followed during…

Optimization and Control · Mathematics 2022-08-31 Francesco Conte , Gabriele Mosaico , Gianluca Natrella , Matteo Saviozzi , Fiammetta Rita Bianchi

Forecasts and future beliefs play a critical role in the harvest labor hiring planning, especially when errors in them entails fixing previous made decisions, which can carry extra costs or losses. In this article, we study the effect that…

Optimization and Control · Mathematics 2024-05-31 Alejandro Milani , Alejandro Mac Cawley

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…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Rahman Khorramfar , Aron Brenner , Lara Booth , Ana Rivera , Ruaridh Macdonald , Priya Donti , Saurabh Amin

Low-fidelity analytical models of turbine wakes have traditionally been used for wind farm planning, performance evaluation, and demonstrating the utility of advanced control algorithms in increasing the annual energy production. In…

Fluid Dynamics · Physics 2022-08-26 Aditya H. Bhatt , Federico Bernardoni , Stefano Leonardi , Armin Zare

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

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

Within the last few years, the trend towards more distributed, renewable energy sources has led to major changes and challenges in the electricity sector. To ensure a stable electricity distribution in this changing environment, we propose…

Systems and Control · Electrical Eng. & Systems 2023-07-12 Jens Hönen , Johann L. Hurink , Bert Zwart