Related papers: HVAC Scheduling under Data Uncertainties: A Distri…
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.…
Data-driven distributionally robust optimization is a recently emerging paradigm aimed at finding a solution that is driven by sample data but is protected against sampling errors. An increasingly popular approach, known as Wasserstein…
With more than 32% of the global energy used by commercial and residential buildings, there is an urgent need to revisit traditional approaches to Building Energy Management (BEM). With HVAC systems accounting for about 40% of the total…
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…
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…
Aggregation of heating, ventilation, and air conditioning (HVAC) loads can provide reserves to absorb volatile renewable energy, especially solar photo-voltaic (PV) generation. In this paper, we decide HVAC control schedules under uncertain…
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…
Distributionally robust optimization (DRO) has become a powerful framework for estimation under uncertainty, offering strong out-of-sample performance and principled regularization. In this paper, we propose a DRO-based method for linear…
We study a single-server appointment scheduling problem with a fixed sequence of appointments, for which we must determine the arrival time for each appointment. We specifically examine two stochastic models. In the first model, we assume…
We investigate a stochastic program with expected value constraints, addressing the problem in a general context through Distributionally Robust Optimization (DRO) approach using Wasserstein distances, where the ambiguity set depends on the…
Distributionally Robust Optimization (DRO) is a worst-case approach to decision making when there is model uncertainty. It is also well known that for certain uncertainty sets, DRO is approximated by a regularized nominal problem. We show…
Off-policy evaluation and learning are concerned with assessing a given policy and learning an optimal policy from offline data without direct interaction with the environment. Often, the environment in which the data are collected differs…
In recent years, Wasserstein Distributionally Robust Optimization (DRO) has garnered substantial interest for its efficacy in data-driven decision-making under distributional uncertainty. However, limited research has explored the…
In this paper, we investigate the problem of minimizing the long-term total cost (i.e., the sum of energy cost and thermal discomfort cost) associated with a Heating, Ventilation, and Air Conditioning (HVAC) system of a multizone commercial…
We study distributionally robust optimization (DRO) problems where the ambiguity set is defined using the Wasserstein metric. We show that this class of DRO problems can be reformulated as semi-infinite programs. We give an exchange method…
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…
This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…
To ensure a successful bid while maximizing of profits, generation companies (GENCOs) need a self-scheduling strategy that can cope with a variety of scenarios. So distributionally robust opti-mization (DRO) is a good choice because that it…
Electrified heating systems with thermal storage, such as electric boilers and heat pumps, represent a major source of demand-side flexibility. Under current electricity market designs, balance responsible parties (BRPs) operating such…
We consider the problem of optimizing locations of distribution centers (DCs) and plans for distributing resources such as test kits and vaccines, under spatiotemporal uncertainties of disease spread and demand for the resources. We aim to…