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Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…

Optimization and Control · Mathematics 2019-04-16 Xinbo Geng , Le Xie

A community integrated energy system (CIES) is an important carrier of the energy internet and smart city in geographical and functional terms. Its emergence provides a new solution to the problems of energy utilization and environmental…

Systems and Control · Electrical Eng. & Systems 2023-02-07 Yang Li , Meng Han , Mohammad Shahidehpour , Jiazheng Li , Chao Long

We consider a two-stage distributionally robust optimization (DRO) model with multimodal uncertainty, where both the mode probabilities and uncertainty distributions could be affected by the first-stage decisions. To address this setting,…

Optimization and Control · Mathematics 2026-02-03 Xian Yu , Beste Basciftci

We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…

Machine Learning · Computer Science 2025-11-11 Peilin Yang , Yu Ma

Contemporary electricity distribution systems are being challenged by the variability of renewable energy sources. Slow response times and long energy management periods cannot efficiently integrate intermittent renewable generation and…

Systems and Control · Computer Science 2016-02-02 Gang Wang , Vassilis Kekatos , Antonio J. Conejo , Georgios B. Giannakis

A common goal in statistics and machine learning is to learn models that can perform well against distributional shifts, such as latent heterogeneous subpopulations, unknown covariate shifts, or unmodeled temporal effects. We develop and…

Machine Learning · Statistics 2020-07-21 John Duchi , Hongseok Namkoong

In this paper, an artificial intelligence based grid hardening model is proposed with the objective of improving power grid resilience in response to extreme weather events. At first, a machine learning model is proposed to predict the…

Signal Processing · Electrical Eng. & Systems 2018-10-09 Rozhin Eskandarpour , Amin Khodaei , A. Paaso , N. M. Abdullah

In performative stochastic optimization, decisions can influence the distribution of random parameters, rendering the data-generating process itself decision-dependent. In practice, decision-makers rarely have access to the true…

Optimization and Control · Mathematics 2025-10-27 Zhuangzhuang Jia , Yijie Wang , Roy Dong , Grani A. Hanasusanto

The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…

Portfolio Management · Quantitative Finance 2020-10-28 A. Georgantas

Cascading failures are a common phenomenon in complex networked systems where failures at only a few nodes may trigger a process of sequential failure. We applied a flow redistribution model to investigate the robustness against cascading…

Networking and Internet Architecture · Computer Science 2022-03-03 I-Cheng Lin , Carlee Joe-Wong , Osman Yagan

To mitigate global climate change, distributed energy resources (DERs), such as distributed generators, flexible loads, and energy storage systems (ESSs), have witnessed rapid growth in power distribution systems. When properly managed,…

Optimization and Control · Mathematics 2025-08-21 Rui Xie , Yue Chen

Reliability-based design optimization (RBDO) provides a rational and sound framework for finding the optimal design while taking uncertainties into ac-count. The main issue in implementing RBDO methods, particularly stochastic simu-lation…

Applications · Statistics 2020-03-03 Wang-Sheng Liu , Sai Hung Cheung

Distributionally robust stochastic optimization (DRSO) is a framework for decision-making problems under certainty, which finds solutions that perform well for a chosen set of probability distributions. Many different approaches for…

Optimization and Control · Mathematics 2017-01-17 Rui Gao , Anton J. Kleywegt

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…

Machine Learning · Statistics 2024-04-02 Qi Zhang , Yi Zhou , Ashley Prater-Bennette , Lixin Shen , Shaofeng Zou

Multi-stage problems with uncertain parameters and integer decisions variables are among the most difficult applications of robust optimization (RO). The challenge in these problems is to find optimal here-and-now decisions, taking into…

Optimization and Control · Mathematics 2018-05-30 Ward Romeijnders , Krzysztof Postek

Nowadays, the PQ flexibility from the distributed energy resources (DERs) in the high voltage (HV) grids plays a more critical and significant role in grid congestion management in TSO grids. This work proposed a multi-stage deep…

Systems and Control · Electrical Eng. & Systems 2022-12-20 Zhenqi Wang , Sebastian Wende-von Berg , Martin Braun

We consider stochastic programs conditional on some covariate information, where the only knowledge of the possible relationship between the uncertain parameters and the covariates is reduced to a finite data sample of their joint…

Optimization and Control · Mathematics 2021-11-23 Adrián Esteban-Pérez , Juan M. Morales

With the commitment to climate, globally many countries started reducing brownfield energy production and strongly opting towards green energy resources. However, the optimal allocation of distributed energy resources (DERs) in electrical…

Systems and Control · Electrical Eng. & Systems 2023-03-28 D Maneesh Reddy , Divyanshi Dwivedi , Pradeep Kumar Yemula , Mayukha Pal

Uncertainties such as manufacturing tolerances cause performance variations in complex engineering systems, making robust design optimization (RDO) essential. However, simulation-based RDO faces high computational cost for statistical…

Optimization and Control · Mathematics 2026-02-10 Hyunho Jang , Dongjin Lee

The rapid expansion of wind and solar energy leads to an increasing volatility in the electricity generation. Previous studies have shown that storage devices provide an opportunity to balance fluctuations in the power grid. An economical…

Optimization and Control · Mathematics 2017-11-06 Lars Siemer , Wided Medjroubi
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