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相关论文: Adaptive Robust Optimization with Dynamic Uncertai…

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The centralized power generation infrastructure that defines the North American electric grid is slowly moving to the distributed architecture due to the explosion in use of renewable generation and distributed energy resources (DERs), such…

最优化与控制 · 数学 2022-04-27 Mayank Baranwal , Kunal Garg , Dimitra Panagou , Alfred O. Hero

Energy infrastructure planning under uncertainty has become increasingly complex as electrification, interdependence between energy carriers, decarbonization, and extreme weather events reshape long-term investment decisions. This paper…

系统与控制 · 电气工程与系统科学 2026-04-14 Rahman Khorramfar , Aron Brenner , Lara Booth , Ana Rivera , Ruaridh Macdonald , Priya Donti , Saurabh Amin

This paper introduces a new computational framework to account for uncertainties in day-ahead electricity market clearing process in the presence of demand response providers. A central challenge when dealing with many demand response…

信号处理 · 电气工程与系统科学 2017-12-01 Hao Ming , Le Xie , Marco Campi , Simone Garatti , P. R. Kumar

In robust optimization, the uncertainty set is used to model all possible outcomes of uncertain parameters. In the classic setting, one assumes that this set is provided by the decision maker based on the data available to her. Only…

最优化与控制 · 数学 2019-01-23 Trivikram Dokka , Marc Goerigk , Rahul Roy

Wind power is playing an increasingly important role in electricity markets. However, it's inherent variability and uncertainty cause operational challenges and costs as more operating reserves are needed to maintain system reliability.…

最优化与控制 · 数学 2016-03-01 Yishen Wang , Zhi Zhou , Cong Liu , Audun Botterud

This paper addresses the transmission network expansion planning problem under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby the worst-case operating cost is accounted for…

计算工程、金融与科学 · 计算机科学 2019-04-04 Cristina Roldán , Roberto Mínguez , Raquel García-Bertrand , José Manuel Arroyo

This paper describes a novel approach to planning which takes advantage of decision theory to greatly improve robustness in an uncertain environment. We present an algorithm which computes conditional plans of maximum expected utility. This…

人工智能 · 计算机科学 2013-02-28 Stephen G. Pimentel , Lawrence M. Brem

In this paper, we develop a distributionally robust chance-constrained formulation of the Optimal Power Flow problem (OPF) whereby the system operator can leverage contextual information. For this purpose, we exploit an ambiguity set based…

最优化与控制 · 数学 2022-10-05 Adrián Esteban-Pérez , Juan M. Morales

Inflexible combined heat and power (CHP) plants and uncertain wind power production result in excess power in distribution networks, which leads to inverse power flow challenging grid operations. Power-to-X facilities such as electrolysers…

系统与控制 · 电气工程与系统科学 2025-07-15 Sen Zhan , Peng Hou , Guangya Yang

Many real-world decision-making problems involve multiple decision-making stages and various objectives. Besides, most of the decisions need to be made before having complete knowledge about all aspects of the problem leaves some sort of…

最优化与控制 · 数学 2025-08-06 Babooshka Shavazipour , Theodor J. Stewart

Capacity expansion models used for policy support have increasingly represented both the variability and uncertainty of weather-dependent generation (wind and solar). However, although also uncertain, as demonstrated by the performance of…

最优化与控制 · 数学 2025-04-14 Kamran Forghani , Xiaoming Kan , Lina Reichenberg , Fredrik Hedenus

The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…

最优化与控制 · 数学 2018-03-29 Omid Nohadani , Kartikey Sharma

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

计量经济学 · 经济学 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

With the rising adoption of distributed energy resources (DERs), microgrid dispatch is facing new challenges: DER owners are independent stakeholders seeking to maximize their individual profits rather than being controlled centrally; and…

最优化与控制 · 数学 2025-01-27 Meng Yang , Rui Xie , Yongjun Zhang , Yue Chen

Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…

机器学习 · 计算机科学 2024-11-07 Erfan Hajihashemi , Yanning Shen

With the ongoing transition of electricity markets worldwide from hourly to intra-hourly bidding, market participants--especially Renewable Energy Sources (RES)--gain improved opportunities to adjust energy and reserve schedules and to…

系统与控制 · 电气工程与系统科学 2026-02-17 Hadi Nemati , Álvaro Ortega , Enrique Lobato , Luis Rouco

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

最优化与控制 · 数学 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

Virtual power plant (VPP) provides a flexible solution to distributed energy resources integration by aggregating renewable generation units, conventional power plants, energy storages, and flexible demands. This paper proposes a novel…

系统与控制 · 电气工程与系统科学 2021-02-04 Yunfan Zhang , Feng Liu , Zhaojian Wang , Yifan Su , Weisheng Wang , Shuanglei Feng

Distributionally robust optimization is used to tackle decision making problems under uncertainty where the distribution of the uncertain data is ambiguous. Many ambiguity sets have been proposed for continuous uncertainty that build on…

最优化与控制 · 数学 2025-05-28 Karthik Natarajan , Divya Padmanabhan , Arjun Ramachandra

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

最优化与控制 · 数学 2021-09-10 Marc Goerigk , Jannis Kurtz