Related papers: A review on recent advances in scenario aggregatio…
When additional information sources are available in decision making problems that allow stochastic optimization formulations, an important question is how to optimally use the information the sources are capable of providing. A framework…
We study linear policy approximations for the risk-conscious operation of an industrial energy system with uncertain wind power, significant and variable electricity demand, and high thermal output, as found in a modern foundry. The system…
Power systems modeling and planning has long leveraged mathematical programming for its ability to provide optimality and feasibility guarantees. One feature that has been recognized in the optimization literature since the 1970s is the…
Power systems face increasing challenges in maintaining resource adequacy due to lower operating margins, rising renewable energy uncertainty, and demand variability. Forecasting the probability distribution of peak demand on shorter…
Recent studies have shown that multi-step optimization based on Model Predictive Control (MPC) can effectively coordinate the increasing number of distributed renewable energy and storage resources in the power system. However, the…
Loads represent a promising flexibility source to support the integration of renewable energy sources, as they may shift their energy consumption over time. By computing the aggregated flexibility of power and energy-constrained loads,…
Future grid management systems will coordinate distributed production and storage resources to manage, in a cost effective fashion, the increased load and variability brought by the electrification of transportation and by a higher share of…
Infrastructure networks are increasingly vulnerable to natural hazards and design flaws, making resilience assessment essential. This paper presents a scenario-based framework to evaluate network vulnerability by combining local measures…
Recent advances in steady-state analysis of power systems have introduced the equivalent split-circuit approach and corresponding continuation methods that can reliably find the correct physical solution of large-scale power system…
This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…
Chance-constrained optimization is a suitable modeling framework for safety-critical applications where violating constraints is nearly unacceptable. The scenario approach is a popular solution method for these problems, due to its…
The scenario approach is an established data-driven design framework that comes equipped with a powerful theory linking design complexity to generalization properties. In this approach, data are simultaneously used both for design and for…
This paper proposes a novel methodology for probabilistic dynamic security assessment and enhancement of power systems that considers load and generation variability, N-2 contingencies, and uncertain cascade propagation caused by uncertain…
This paper analyzes the impact of production forecast errors on the expansion planning of a power system and investigates the influence of market design to facilitate the integration of renewable generation. For this purpose, we propose a…
The scheduling problem is a key class of optimization problems and has various kinds of applications both in practical and theoretical scenarios. In the scheduling problem, probabilistic analysis is a basic tool for investigating…
Contemporary tasks of complex system simulation are often related to the issue of uncertainty management. It comes from the lack of information or knowledge about the simulated system as well as from restrictions of the model set being…
The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…
The integration of more renewable energy sources into the power system is presenting system operators with various challenges. At the distribution system level, voltage magnitudes that violate operating limits near large photovoltaic…
Consideration of resources such as fuel, battery charge, and storage space, is a crucial requirement for the successful persistent operation of autonomous systems. The Stochastic Collection and Replenishment (SCAR) scenario is motivated by…
We offer an insight into our mathematical endeavors, which aim to advance the foundational understanding of energy systems in a broad context, encompassing facets such as charge transport, energy storage, markets, and collective behavior.…