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We consider exact deterministic mixed-integer programming (MIP) reformulations of distributionally robust chance-constrained programs (DR-CCP) with random right-hand sides over Wasserstein ambiguity sets. The existing MIP formulations are…

Optimization and Control · Mathematics 2020-12-08 Nam Ho-Nguyen , Fatma Kılınç-Karzan , Simge Küçükyavuz , Dabeen Lee

We study distributionally robust chance-constrained programs (DRCCPs) with individual chance constraints under a Wasserstein ambiguity. The DRCCPs treat the risk tolerances associated with the distributionally robust chance constraints…

Optimization and Control · Mathematics 2024-07-25 Yiling Zhang

The integration of distributed renewable generation (DRG) in distribution networks can be effectively promoted by scheduling flexible resources such as heating, ventilation, and air conditioning (HVAC) loads. However, finding the optimal…

Systems and Control · Electrical Eng. & Systems 2022-10-03 Ge Chen , Hongcai Zhang , Hongxun Hui , Yonghua Song

Distributionally robust chance-constrained programs (DR-CCP) over Wasserstein ambiguity sets exhibit attractive out-of-sample performance and admit big-$M$-based mixed-integer programming (MIP) reformulations with conic constraints.…

Optimization and Control · Mathematics 2021-01-14 Nam Ho-Nguyen , Fatma Kılınç-Karzan , Simge Küçükyavuz , Dabeen Lee

This paper investigates the joint optimization of condition-based maintenance and spare provisioning, incorporating insights obtained from sensor data. Prognostic models estimate components' remaining lifetime distributions (RLDs), which…

Optimization and Control · Mathematics 2025-07-14 Heraldo Rozas , Weijun Xie , Nagi Gebraeel , Stephen Robinson

Increasing integration of renewable generation poses significant challenges to ensure robustness guarantees in real-time energy system decision-making. This work aims to develop a robust optimal transmission switching (OTS) framework that…

Optimization and Control · Mathematics 2022-09-01 Yuqi Zhou , Hao Zhu , Grani A. Hanasusanto

The heating, ventilation and air condition (HVAC) system consumes the most energy in commercial buildings, consisting over 60% of total energy usage in the U.S. Flexible HVAC system setpoint scheduling could potentially save building energy…

Optimization and Control · Mathematics 2021-03-11 Guanyu Tian , Qun Zhou , Samy Faddel , Wenyi Wang

This paper studies a distributionally robust chance constrained program (DRCCP) with Wasserstein ambiguity set, where the uncertain constraints should be satisfied with a probability at least a given threshold for all the probability…

Optimization and Control · Mathematics 2020-02-17 Weijun Xie

In this paper, we develop an exact reformulation and a deterministic approximation for distributionally robust joint chance-constrained programmings (DRCCPs) with a general class of convex uncertain constraints under data-driven Wasserstein…

Optimization and Control · Mathematics 2022-09-07 Yining Gu , Yanjun Wang

Safe operation of autonomous systems requires robustness to both model uncertainty and uncertainty in the environment. We propose DRP-$\mathcal{L}_1$AC, a hierarchical framework for stochastic nonlinear systems that integrates…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Astghik Hakobyan , Amaras Nazarians , Aditya Gahlawat , Naira Hovakimyan , Ilya Kolmanovsky

We present a data-driven approach for distributionally robust chance constrained optimization problems (DRCCPs). We consider the case where the decision maker has access to a finite number of samples or realizations of the uncertainty. The…

Optimization and Control · Mathematics 2018-10-11 Ashish R. Hota , Ashish Cherukuri , John Lygeros

This paper presents a distributionally robust model predictive control (DRMPC) framework for the optimal Virtual Power Plant (VPP) operation under electricity price uncertainty. A unified VPP model is formulated that captures the…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Nikolas Recke , Mathias Hudoba de Badyn

This paper investigates the finite-horizon distributionally robust mixed-integer control (DRMIC) of uncertain linear systems. However, deriving an optimal causal feedback control policy to this DRMIC problem is computationally formidable…

Optimization and Control · Mathematics 2025-02-11 Xutao Ma , Chao Ning , Wenli Du , Yang Shi

This paper is motivated by addressing open questions in distributionally robust chance-constrained programs (DRCCP) using the popular Wasserstein ambiguity sets. Specifically, the computational techniques for those programs typically place…

Optimization and Control · Mathematics 2022-04-26 Yassine Nemmour , Heiner Kremer , Bernhard Schölkopf , Jia-Jie Zhu

In light of a reliable and resilient power system under extreme weather and natural disasters, networked microgrids integrating local renewable resources have been adopted extensively to supply demands when the main utility experiences…

Systems and Control · Electrical Eng. & Systems 2022-02-09 Yifu Ding , Thomas Morstyn , Malcolm D. McCulloch

This paper considers a security constrained dispatch problem involving generation and line contingencies in the presence of the renewable generation. The uncertainty due to renewables is modeled using joint chance-constraint and the…

Optimization and Control · Mathematics 2022-08-17 Amin Maghami , Evrim Ursavas , Ashish Cherukuri

In this paper, a risk-aware motion control scheme is considered for mobile robots to avoid randomly moving obstacles when the true probability distribution of uncertainty is unknown. We propose a novel model predictive control (MPC) method…

Robotics · Computer Science 2020-01-15 Astghik Hakobyan , Insoon Yang

Integrating Distributed Energy Resources (DERs) with peer-to-peer (P2P) energy trading offers promising solutions for grid modernization by incentivizing prosumers to participate in mitigating peak demand. However, this integration also…

Optimization and Control · Mathematics 2025-07-18 Amir Noori , Babak Tavassoli , Alireza Fereidunian

This paper presents a novel approach to addressing the distributionally robust nonlinear model predictive control (DRNMPC) problem. Current literature primarily focuses on the static Wasserstein distributionally robust optimal control…

Optimization and Control · Mathematics 2023-04-18 Zhengang Zhong , Jia-Jie Zhu

High penetration of distributed energy resources in distribution systems, such as rooftop solar PVs, has caused voltage fluctuations which are much faster than typical voltage control devices can react to, leading to increased operation…

Systems and Control · Electrical Eng. & Systems 2024-10-22 Patrick Salter , Celina Wilkerson , Qiuhua Huang , Paulo Cesar Tabares-Velasco , Dongbo Zhao , Dmitry Ishchenko
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