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Robust optimization is an established framework for modeling optimization problems with uncertain parameters. While static robust optimization is often criticized for being too conservative, two-stage (or adjustable) robust optimization…

Optimization and Control · Mathematics 2024-11-05 Justin Dumouchelle , Esther Julien , Jannis Kurtz , Elias B. Khalil

Planning under uncertainty is an area of interest in artificial intelligence. We present a novel approach based on tree search and graph machine learning for the scheduling problem known as Disjunctive Temporal Networks with Uncertainty…

Artificial Intelligence · Computer Science 2022-03-31 Kevin Osanlou , Jeremy Frank , Andrei Bursuc , Tristan Cazenave , Eric Jacopin , Christophe Guettier , J. Benton

With the integration of Renewable Energy Sources (RESs), the power network must be robust to handle the system's uncertain scenarios. DC Transmission Expansion Planning (TEP) plans are generally not feasible for the AC network. A first…

Systems and Control · Electrical Eng. & Systems 2021-11-11 P. Naga Yasasvi , Abheejeet Mohapatra , Suresh Chandra Srivastava

We present Re-weighted Gradient Descent (RGD), a novel optimization technique that improves the performance of deep neural networks through dynamic sample re-weighting. Leveraging insights from distributionally robust optimization (DRO)…

Machine Learning · Computer Science 2024-10-15 Ramnath Kumar , Kushal Majmundar , Dheeraj Nagaraj , Arun Sai Suggala

Distribution network reconfiguration (DNR) can minimise power losses by identifying the optimal topology of the electricity grid. Determining the minimum loss configuration is NP-hard, and classical optimisation methods struggle to scale to…

Quantum Physics · Physics 2026-05-06 Camille de Valk , Milou van Nederveen , Koen Reerink , Werner van Westering

Two-stage robust optimization has emerged as a relevant approach to deal with uncertain demand and generation capacity in the transmission network expansion planning problem. Unfortunately, available solution methodologies for the resulting…

Computational Engineering, Finance, and Science · Computer Science 2017-12-13 Roberto Mínguez , Raquel García-Bertrand , José Manuel Arroyo , Natalia Alguacil

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…

Optimization and Control · Mathematics 2025-10-07 Qing Jin , Angelos Georghiou , Phebe Vayanos , Grani A. Hanasusanto

The electrical network reconfiguration problem aims to minimize losses in a distribution system by adjusting switches while ensuring radial topology. The growing use of renewable energy and the complexity of managing modern power grids make…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Yacine Mokhtari , Patrick Coirault , Emmanuel Moulay , Jérôme Le Ny , Didier Larraillet

In this paper, we investigate the scheduling issue of diesel generators (DGs) in an Internet of Things (IoT)-Driven isolated microgrid (MG) by deep reinforcement learning (DRL). The renewable energy is fully exploited under the uncertainty…

Machine Learning · Computer Science 2023-07-07 Jiaju Qi , Lei Lei , Kan Zheng , Simon X. Yang , Xuemin , Shen

This paper presents a new column-and-constraint generation method for two-stage robust mixed-integer programs with finite uncertainty sets. Our method combines and extends speed-up techniques used in previous column-and-constraint…

Optimization and Control · Mathematics 2025-11-04 Marc Goerigk , Dorothee Henke , Johannes Kager , Fabian Schäfer , Clemens Thielen

Recent work has shown that standard training via empirical risk minimization (ERM) can produce models that achieve high accuracy on average but low accuracy on underrepresented groups due to the prevalence of spurious features. A…

Machine Learning · Computer Science 2023-05-11 Yachuan Liu , Bohan Zhang , Qiaozhu Mei , Paramveer Dhillon

This paper addresses a central challenge of jointly considering shorter-term (e.g. hourly) and longer-term (e.g. yearly) uncertainties in power system planning with increasing penetration of renewable and storage resources. In conventional…

Systems and Control · Electrical Eng. & Systems 2021-09-13 Chao Yan , Xinbo Geng , Zhaohong Bie , Le Xie

Most existing generation scheduling models for power systems under demand uncertainty rely on energy-based formulations with a finite number of time periods, which may fail to ensure that power supply and demand are balanced continuously…

Optimization and Control · Mathematics 2025-04-02 Youngchae Cho , Insoon Yang , Takayuki Ishizaki

To ensure a successful bid while maximizing of profits, generation companies (GENCOs) need a self-scheduling strategy that can cope with a variety of scenarios. So distributionally robust opti-mization (DRO) is a good choice because that it…

Optimization and Control · Mathematics 2021-05-05 Linfeng Yang , Ying Yang , Guo Chen , Zhaoyang Dong

The aim of distribution networks is to meet their local area power demand with maximum reliability. As the electricity consumption tends to increase every year, limited line thermal capacity can lead to network congestion. Continuous…

Systems and Control · Electrical Eng. & Systems 2023-08-07 Rida Fatima , Hassan Zahid Butt , Xingpeng Li

Renewable energy sources, such as wind and solar power, are increasingly being integrated into smart grid systems. However, when compared to traditional energy resources, the unpredictability of renewable energy generation poses significant…

Systems and Control · Electrical Eng. & Systems 2023-03-01 Arman Ghasemi , Amin Shojaeighadikolaei , Morteza Hashemi

A key task in actuarial modelling involves modelling the distributional properties of losses. Classic (distributional) regression approaches like Generalized Linear Models (GLMs; Nelder and Wedderburn, 1972) are commonly used, but…

Machine Learning · Statistics 2024-06-04 Benjamin Avanzi , Eric Dong , Patrick J. Laub , Bernard Wong

Severe geomagnetic disturbances (GMDs) increase the magnitude of the electric field on the Earth's surface (E-field) and drive geomagnetically-induced currents (GICs) along the transmission lines in electric grids. These additional currents…

Optimization and Control · Mathematics 2022-02-09 Minseok Ryu , Harsha Nagarajan , Russell Bent

Distributionally robust optimization (DRO) provides a framework for training machine learning models that are able to perform well on a collection of related data distributions (the "uncertainty set"). This is done by solving a min-max…

Machine Learning · Computer Science 2021-04-01 Paul Michel , Tatsunori Hashimoto , Graham Neubig

The ongoing decarbonisation of power systems is driving an increasing reliance on distributed energy resources, which introduces complex and nonlinear interactions that are difficult to capture in conventional optimisation models. As a…

Systems and Control · Electrical Eng. & Systems 2026-01-22 Yogesh Pipada Sunil Kumar , S. Ali Pourmousavi , Jon A. R. Liisberg , Julian Lesmos-Vinasco
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