Related papers: A Distributionally Robust Self-Scheduling Under Pr…
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…
Power systems are shifted from conventional bulk generation toward renewable generation. This trend leads to the frequency security problem due to the decline of system inertia. On the other hand, natural gas-fired units are frequently…
We consider the problem of preparing for a disaster season by determining where to open warehouses and how much relief item inventory to preposition in each. Then, after each disaster, prepositioned items are distributed to demand nodes…
Real-world deployments routinely face distribution shifts, group imbalances, and adversarial perturbations, under which the traditional Empirical Risk Minimization (ERM) framework can degrade severely. Distributionally Robust Optimization…
A high number of electric vehicles (EVs) in the transportation sector necessitates an advanced scheduling framework for e-mobility ecosystem operation as a whole in order to overcome range anxiety and create a viable business model for…
Safety is a critical concern in motion planning for autonomous vehicles. Modern autonomous vehicles rely on neural network-based perception, but making control decisions based on these inference results poses significant safety risks due to…
This paper proposes a reliable energy scheduling framework for distributed energy resources (DER) of a residential area to achieve an appropriate daily electricity consumption with the maximum affordable demand response. Renewable and…
Distributionally robust optimization (DRO) is a powerful framework for training robust models against data distribution shifts. This paper focuses on constrained DRO, which has an explicit characterization of the robustness level. Existing…
We study two-stage distributionally robust optimization (DRO) problems with decision-dependent information discovery (DDID) wherein (a portion of) the uncertain parameters are revealed only if an (often costly) investment is made in the…
Modern wireless communication systems necessitate the development of cost-effective resource allocation strategies, while ensuring maximal system performance. While commonly realizable via efficient waterfilling schemes, ergodic-optimal…
The growing penetration of distributed energy resources (DERs) is leading to continually changing operating conditions, which need to be managed efficiently by distribution grid operators. The intermittent nature of DERs such as solar…
Demand response (DR) is a cost-effective and environmentally friendly approach for mitigating the uncertainties in renewable energy integration by taking advantage of the flexibility of customers' demands. However, existing DR programs…
Single-level reformulations of (non-convex) distributionally robust optimization (DRO) problems are often intractable, as they contain semiinfinite dual constraints. Based on such a semiinfinite reformulation, we present a safe…
Two-stage risk-averse distributionally robust optimization (DRO) problems are ubiquitous across many engineering and business applications. Despite their promising resilience, two-stage DRO problems are generally computationally…
This paper proposes a tractable distributionally robust chance-constrained conservation voltage reduction (DRCC-CVR) method with enriched data-based ambiguity set in unbalanced three-phase distribution systems. The increasing penetration of…
In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the…
Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the…
We consider a residuals-based distributionally robust optimization (DRO) model, where the underlying uncertainty depends on both covariate information and our decisions. We adopt both parametric and nonparametric regression models to learn…
To address the power system hardening problem, traditional approaches often adopt robust optimization (RO) that considers a fixed set of concerned contingencies, regardless of the fact that hardening some components actually renders…
Distributionally robust optimization (DRO) has been introduced for solving stochastic programs where the distribution of the random parameters is unknown and must be estimated by samples from that distribution. A key element of DRO is the…