相关论文: The Value of Multi-stage Stochastic Programming in…
We consider a two-stage robust facility location problem on a metric under an uncertain demand. The decision-maker needs to decide on the (integral) units of supply for each facility in the first stage to satisfy an uncertain second-stage…
The multistage robust unit commitment (UC) is of paramount importance for achieving reliable operations considering the uncertainty of renewable realizations. The typical affine decision rule method and the robust feasible region method may…
A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…
The trade-off between optimality and complexity has been one of the most important challenges in the field of robust Model Predictive Control (MPC). To address the challenge, we propose a flexible robust MPC scheme by synergizing the…
Renewable power sources have low marginal pro-duction costs, but may result in high balancing costs due to the inherent production uncertainty. Current day-ahead markets elicit only point production profiles and neglect the degree of…
The joint management of heat and power systems is believed to be key to the integration of renewables into energy systems with a large penetration of district heating. Determining the day-ahead unit commitment and production schedules for…
In the day-ahead energy market, the offering strategy of distributed energy resource (DER) aggregators must be submitted before the uncertainty realization in the form of price-quantity pairs. This work addresses the day-ahead offering…
This work proposes a framework for multistage adjustable robust optimization that unifies the treatment of three different types of endogenous uncertainty, where decisions, respectively, (i) alter the uncertainty set, (ii) affect the…
The global increase in energy consumption and demand has forced many countries to transition into including more diverse energy sources in their electricity market. To efficiently utilize the available fuel resources, all energy sources…
Multistage stochastic optimization problems are, by essence, complex as their solutions are indexed both by stages and by uncertainties. Their large scale nature makes decomposition methods appealing, like dynamic programming which is a…
This paper presents an analysis of the stability and quality of the distributed generation planning problem's investment solution. The entry of distributed generators power based on non-conventional energy sources has been extensively…
This work uniquely combines an affine linear decision rule known from adjustable robustness with min-max-regret robustness. By doing so, the advantages of both concepts can be obtained with an adjustable solution that is not…
In this paper we extend the well-known L-Shaped method to solve two-stage stochastic programming problems with decision-dependent uncertainty. The method is based on a novel, unifying, formulation and on distribution-specific optimality and…
Edge computing has emerged as a key technology to reduce network traffic, improve user experience, and enable various Internet of Things applications. From the perspective of a service provider (SP), how to jointly optimize the service…
High intermittent renewable penetration in the energy mix presents challenges in robustness for the management of power systems' operation. If a tail realization of the distribution of weather yields a prolonged period of time during which…
Two approaches to time consistency of risk averse multistage stochastic problems were discussed in the recent literature. In one approach certain properties of the cor-responding risk measure are postulated which imply its decomposability.…
Optimization via simulation has been well established to find optimal solutions and designs in complex systems. However, it still faces modeling and computational challenges when extended to the multi-stage setting. This survey reviews the…
Multi stage stochastic programs arise in many applications from engineering whenever a set of inventories or stocks has to be valued. Such is the case in seasonal storage valuation of a set of cascaded reservoir chains in hydro management.…
The large shares of wind power generation in electricity markets motivate higher levels of operating reserves. However, current reserve sizing practices fail to account for important topological aspects that might hinder their deployment,…
Security-Constrained Unit Commitment (SCUC) is one of the most significant problems in secure and optimal operation of modern electricity markets. New sources of uncertainties such as wind speed volatility and price-sensitive loads impose…