English
Related papers

Related papers: Risk-Sensitive Security-Constrained Economic Dispa…

200 papers

Suppose a set of requests arrives online: each request gives some value $v_i$ if accepted, but requires using some amount of each of $d$ resources. Our cost is a convex function of the vector of total utilization of these $d$ resources.…

Data Structures and Algorithms · Computer Science 2018-04-24 Anupam Gupta , Ruta Mehta , Marco Molinaro

Risk Limiting Dispatch (RLD) was proposed recently as a mechanism that utilizes information and market recourse to reduce reserve capacity requirements, emissions and achieve other system operator objectives. It induces a set of simple…

Optimization and Control · Mathematics 2012-12-04 Junjie Qin , Han-I Su , Ram Rajagopal

Companies try to maximize their profits by recovering returned products of highly uncertain quality and quantity. In this paper, a reverse logistics network for an Original Equipment Manufacturer (OEM) is presented. Returned products are…

General Finance · Quantitative Finance 2019-09-26 Mohsen Zamani , Mahdi Abolghasemi , Seyed Mohammad Seyed Hosseini , Mir Saman Pishvaee

Crowdsourced delivery (CSD) is an emerging business model that leverages the underutilized or excess capacity of individual drivers to fulfill delivery tasks. This paper presents a general formulation of a larege-scale two-sided CSD…

Optimization and Control · Mathematics 2024-12-31 Yuki Oyama , Takashi Akamatsu

Uncertainty modeling has become increasingly important in power system decision-making. The widely-used tractable uncertainty modeling method-chance constraints with Conditional Value at Risk (CVaR) approximation, can be overconservative…

Optimization and Control · Mathematics 2024-07-02 Yilin Wen , Yi Guo , Zechun Hu , Gabriela Hug

We study distributed convex optimization with two ubiquitous forms of coupling: consensus constraints and global affine equalities. We first design a linearized method of multipliers for the consensus optimization problem. Without…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

We propose an enhancement to wholesale electricity markets whereby the exposure of consumers to increasingly large and volatile consumer payments arising as a byproduct of volatile real-time net loads -- i.e., loads minus renewable outputs…

Optimization and Control · Mathematics 2024-08-13 Daniel Bienstock , Yury Dvorkin , Cheng Guo , Robert Mieth , Jiayi Wang

We study the trade-off between secret message (SM) and secret key (SK) rates, simultaneously achievable over a state-dependent (SD) wiretap channel (WTC) with non-causal channel state information (CSI) at the encoder. This model subsumes…

Information Theory · Computer Science 2019-06-10 Alexander Bunin , Ziv Goldfeld , Haim H. Permuter , Shlomo Shamai , Paul Cuff , Pablo Piantanida

Collaborative edge computing (CEC) is an emerging paradigm where heterogeneous edge devices collaborate to fulfill computation tasks, such as model training or video processing, by sharing communication and computation resources.…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-05-27 Jinkun Zhang , Yuezhou Liu , Edmund Yeh

This paper formulates a distributed computation problem, where a master asks $N$ distributed workers to compute a linearly separable function. The task function can be expressed as $K_c$ linear combinations of $K$ messages, where each…

Information Theory · Computer Science 2021-10-26 Kai Wan , Hua Sun , Mingyue Ji , Giuseppe Caire

Scenario-based optimization problems can be solved via Benders decomposition, which separates first-stage (master problem) decisions from second-stage (subproblem) recourse actions and iteratively refines the master problem with Benders…

Optimization and Control · Mathematics 2026-04-13 Tim Donkiewicz

With numerous distributed energy resources (DERs) integrated into the distribution networks (DNs), the coordinated economic dispatch (C-ED) is essential for the integrated transmission and distribution grids. For large scale power grids,…

Systems and Control · Electrical Eng. & Systems 2023-04-12 Qi Wang , Wenchuan Wu , Chenhui Lin , Bin Wang

To comply with increasingly stringent international standards in risk management and regulation, several approaches have been developed in the literature for forecasting tail-risk measures such as Value-at-Risk (VaR) and Expected Shortfall…

Risk Management · Quantitative Finance 2026-03-02 Alessandra Amendola , Vincenzo Candila , Antonio Naimoli , Giuseppe Storti

Accurate day-ahead peak load forecasting is crucial not only for power dispatching but also has a great interest to investors and energy policy maker as well as government. Literature reveals that 1% error drop of forecast can reduce 10…

Machine Learning · Computer Science 2021-11-02 Yanmei Huang , Najmul Hasan , Changrui Deng , Yukun Bao

Asymptotic stability in economic receding horizon control can be obtained under a strict dissipativity assumption, related to positive-definiteness of a so-called rotated cost, and through the use of suitable terminal cost and constraints.…

Systems and Control · Electrical Eng. & Systems 2025-11-20 Mario Zanon

This paper considers the economic dispatch problem for a network of power generators and customers. In particular, our aim is to minimize the total generation cost under the power supply-demand balance and the individual generation capacity…

Systems and Control · Computer Science 2021-01-11 Hyeonjun Yun , Hyungbo Shim , Hyo-Sung Ahn

This paper proposes a safety analysis method that facilitates a tunable balance between the worst-case and risk-neutral perspectives. First, we define a risk-sensitive safe set to specify the degree of safety attained by a stochastic…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Margaret P. Chapman , Jonathan P. Lacotte , Kevin M. Smith , Insoon Yang , Yuxi Han , Marco Pavone , Claire J. Tomlin

In this paper, a novel transmissive reconfigurable meta-surface (RMS) transceiver enabled multi-tier computing network architecture is proposed for improving computing capability, decreasing computing delay and reducing base station (BS)…

Signal Processing · Electrical Eng. & Systems 2022-10-28 Zhendong Li , Wen Chen , Ziwei Liu , Hongying Tang , Jianmin Lu

In this paper, we study chance constrained mixed integer program with consideration of recourse decisions and their incurred cost, developed on a finite discrete scenario set. Through studying a non-traditional bilinear mixed integer…

Optimization and Control · Mathematics 2016-10-05 Bo Zeng , Yu An , Ludwig Kuznia

Edge computing has become one of the key enablers for ultra-reliable and low-latency communications in the industrial Internet of Things in the fifth generation communication systems, and is also a promising technology in the future sixth…

Information Theory · Computer Science 2021-01-18 Xiaoyu Hao , Ruohai Zhao , Tao Yang , Yulin Hu , Bo Hu , Yuhe Qiu