Related papers: A Distributionally Robust Self-Scheduling Under Pr…
This manuscript introduces the idea of using Distributionally Robust Optimization (DRO) for the Counterfactual Risk Minimization (CRM) problem. Tapping into a rich existing literature, we show that DRO is a principled tool for…
In this paper we analyze the effect of two modelling approaches for supply planning problems under uncertainty: two-stage stochastic programming (SP) and robust optimization (RO). The comparison between the two approaches is performed…
In many operational settings, decision-makers must commit to actions before uncertainty resolves, but existing optimization tools rarely quantify how consistently a chosen decision remains optimal across plausible scenarios. This paper…
In this work, we study a single-machine scheduling problem that aims at minimizing the total cost of a schedule subject to start-time dependent costs. This framework naturally captures scenarios where costs fluctuate throughout the day,…
Two-stage adaptive robust optimization (ARO) is a powerful approach for planning under uncertainty, balancing first-stage decisions with recourse decisions made after uncertainty is realized. To account for uncertainty, modelers typically…
Green manufacturing has become a strategic priority for many firms seeking to address sustainability and social responsibility, while improving production efficiency and profitability. However, integrating green technologies and renewable…
Demand response (DR) has been demonstrated to be an effective method for reducing peak load and mitigating uncertainties on both the supply and demand sides of the electricity market. One critical question for DR research is how to…
This paper studies an electricity market consisting of an independent system operator (ISO) and a group of generators. The goal is to solve the DC optimal power flow (DC-OPF) problem: have the generators collectively meet the power demand…
We consider optimal decision-making problems in an uncertain environment. In particular, we consider the case in which the distribution of the input is unknown, yet there is abundant historical data drawn from the distribution. In this…
To address the needs of modeling uncertainty in sensitive machine learning applications, the setup of distributionally robust optimization (DRO) seeks good performance uniformly across a variety of tasks. The recent multi-distribution…
This work studies reinforcement learning (RL) in the context of multi-period supply chains subject to constraints, e.g., on production and inventory. We introduce Distributional Constrained Policy Optimization (DCPO), a novel approach for…
The deep reinforcement learning (DRL) based Volt-VAR optimization (VVO) methods have been widely studied for active distribution networks (ADNs). However, most of them lack safety guarantees in terms of power injection uncertainties due to…
In stochastic optimal control (SOC), uncertainty may arise from incomplete knowledge of the true probability distribution of the underlying environment, which is known as Knightian or epistemic uncertainty. Distributionally robust optimal…
This paper provides a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the distributional uncertainties to the chance probabilities. Our analysis allows a decision-maker to interpret the size…
Regularized estimators in the context of group variables have been applied successfully in model and feature selection in order to preserve interpretability. We formulate a Distributionally Robust Optimization (DRO) problem which recovers…
We consider the problem of offline reinforcement learning with model-based control, whose goal is to learn a dynamics model from the experience replay and obtain a pessimism-oriented agent under the learned model. Current model-based…
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…
A novel data-driven stochastic robust optimization (DDSRO) framework is proposed for optimization under uncertainty leveraging labeled multi-class uncertainty data. Uncertainty data in large datasets are often collected from various…
Coordination of distributed energy resources is critical for electricity grid management. Although nodal pricing schemes can mitigate congestion and voltage deviations, the resulting prices are not necessarily equitable. In this work, we…
The proliferation of small-scale renewable generators and price-responsive loads makes it a challenge for distribution network operators (DNOs) to schedule the controllable loads of the load aggregators and the generation of the generators…