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Distributionally robust optimization (DRO) studies decision problems under uncertainty where the probability distribution governing the uncertain problem parameters is itself uncertain. A key component of any DRO model is its ambiguity set,…

最优化与控制 · 数学 2025-05-28 Daniel Kuhn , Soroosh Shafiee , Wolfram Wiesemann

We consider the problem of look-ahead economic dispatch (LAED) with uncertain renewable energy generation. The goal of this problem is to minimize the cost of conventional energy generation subject to uncertain operational constraints. The…

Community microgrids are developed within existing power systems by integrating local distributed energy resources (DERs). So power distribution systems can be seamlessly partitioned into community microgrids and end-users could be largely…

最优化与控制 · 数学 2017-08-04 Chen Yuan , Guangyi Liu , Zhiwei Wang , Xi Chen , Mahesh S. Illindala

While a theoretical limit has long been established for the performance of a single turbine, no corresponding upper bound exists for the power output from a large wind farm, making it difficult to evaluate the available potential for…

流体动力学 · 物理学 2018-09-19 Paolo Luzzatto-Fegiz , Colm-cille P. Caulfield

This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…

机器学习 · 统计学 2021-08-23 Ruidi Chen , Ioannis Ch. Paschalidis

Accurate forecasting is important for cost-effective and efficient monitoring and control of the renewable energy based power generation. Wind based power is one of the most difficult energy to predict accurately, due to the widely varying…

计算工程、金融与科学 · 计算机科学 2016-11-17 Adnan Anwar , Abdun Naser Mahmood

Distributionally Robust Optimization (DRO) provides a framework for decision-making under distributional uncertainty, yet its effectiveness can be compromised by outliers in the training data. This paper introduces a principled approach to…

机器学习 · 计算机科学 2025-11-04 Shuyao Li , Ilias Diakonikolas , Jelena Diakonikolas

We study distributionally robust optimization (DRO) problems with uncertainty sets consisting of high-dimensional random vectors that are close in the multivariate Wasserstein distance to a reference random vector. We give conditions when…

最优化与控制 · 数学 2026-01-30 Brandon Tam , Silvana M. Pesenti

We consider statistical methods which invoke a min-max distributionally robust formulation to extract good out-of-sample performance in data-driven optimization and learning problems. Acknowledging the distributional uncertainty in learning…

统计理论 · 数学 2021-08-05 Jose Blanchet , Karthyek Murthy , Viet Anh Nguyen

We propose an optimization framework for stochastic optimal power flow with uncertain loads and renewable generator capacity. Our model follows previous work in assuming that generator outputs respond to load imbalances according to an…

最优化与控制 · 数学 2019-10-11 Rohit Kannan , James R. Luedtke , Line A. Roald

We propose a data-based method to solve a multi-stage stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The framework explicitly combines multi-stage feedback policies with any…

最优化与控制 · 数学 2018-10-29 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler H. Summers

Contemporary theories and models for electric power system stability are predicated on a widely held assumption that the mechanical inertia of the rotating mass of synchronous generators provides the sole contribution to stable and…

系统与控制 · 电气工程与系统科学 2024-01-31 Amirhossein Sajadi , Bri-Mathias Hodge

Edge computing (EC) promises to deliver low-latency and ubiquitous computation to numerous devices at the network edge. This paper aims to jointly optimize edge node (EN) placement and resource allocation for an EC platform, considering…

最优化与控制 · 数学 2024-01-17 Jiaming Cheng , Duong Thuy Anh Nguyen , Duong Tung Nguyen

Power systems with high penetration of variable renewable generation are vulnerable to periods with low generation. An alternative to retain high dispatchable generation capacity is electric energy storage that enables utilization of…

系统与控制 · 电气工程与系统科学 2022-07-29 Per Aaslid , Magnus Korpås , Michael M Belsnes , Olav B Fosso

Wind turbines operating within wind farms experience complex aerodynamic loading arising from the interplay between wake-induced velocity deficits, enhanced turbulence, and varying operational conditions. Understanding the relationship…

This paper studies adaptive distributionally robust dispatch (DRD) of the multi-energy microgrid under supply and demand uncertainties. A Wasserstein ambiguity set is constructed to support data-driven decision-making. By fully leveraging…

最优化与控制 · 数学 2025-04-15 Xunhang Sun , Xiaoyu Cao , Bo Zeng , Miaomiao Li , Xiaohong Guan , Tamer Başar

In this manuscript we continue the thread of [M. Chertkov, F. Pan, M. Stepanov, Predicting Failures in Power Grids: The Case of Static Overloads, IEEE Smart Grid 2011] and suggest a new algorithm discovering most probable extreme stochastic…

系统与控制 · 计算机科学 2011-09-08 Michael Chertkov , Mikhail Stepanov , Feng Pan , Ross Baldick

In this paper, we propose a high-level Stochastic steady-state model to analyze the value of co-located energy storage systems for wind power producers that participate in an electricity market through Forward or Day Ahead contracts. In…

系统与控制 · 电气工程与系统科学 2022-07-27 Tomas Valencia Zuluaga , Shmuel S. Oren

The variability of wind-generated electricity can be reduced by aggregating the outputs of wind generation plants spread over a large geographic area. In this chapter we utilize Monte Carlo simulations to investigate upper bounds on the…

大气与海洋物理 · 物理学 2016-08-23 Mark Handschy , Stephen Rose , Jay Apt

In this paper, the impact of stochastic load and renewable generation uncertainty on the dynamic voltage stability margin is studied. Stochastic trajectories describing the uncertainty of load, wind and solar generation have been…

系统与控制 · 电气工程与系统科学 2019-06-21 Georgia Pierrou , Xiaozhe Wang