中文
相关论文

相关论文: Efficient Scenario Generation for Chance-constrain…

200 篇论文

The conventional design of real-time approaches depends heavily on the normal performance of systems and it often becomes incapacitated in dealing with catastrophic scenarios effectively. There are several investigations carried out to…

分布式、并行与集群计算 · 计算机科学 2014-07-22 A. Christy Persya , T. R. Gopalakrishnan Nair

We consider a simulation optimization problem for a context-dependent decision-making. A Gaussian mixture model is proposed to capture the performance clustering phenomena of context-dependent designs. Under a Bayesian framework, we develop…

统计方法学 · 统计学 2020-12-15 Haidong Li , Henry Lam , Yijie Peng

Machine learning based autonomous driving systems often face challenges with safety-critical scenarios that are rare in real-world data, hindering their large-scale deployment. While increasing real-world training data coverage could…

机器学习 · 计算机科学 2024-09-13 Yuan Yin , Pegah Khayatan , Éloi Zablocki , Alexandre Boulch , Matthieu Cord

Safety-critical scenarios are essential for the development of autonomous vehicles (AVs) but are rare in real-world driving data. While simulation offers a way to generate such scenarios, manually designed test cases lack scalability, and…

机器人学 · 计算机科学 2026-05-07 Zimu Gong , Brian Zhaoning Zhang , Chris Zhang , Kelvin Wong , Raquel Urtasun

We describe algorithms for creating probabilistic scenarios for the situation when the underlying forecast methodology is modeled as being more (or less) accurate than it has been historically. Such scenarios can be used in studies that…

应用统计 · 统计学 2019-09-05 Guillaume Goujard , Jean-Paul Watson , David L. Woodruff

The increasing penetration of renewable generation and distributed energy resources requires new operating practices for power systems, wherein risk is explicitly quantified and managed. However, traditional risk-assessment frameworks are…

最优化与控制 · 数学 2023-10-05 Wenbo Chen , Mathieu Tanneau , Pascal Van Hentenryck

We propose a hybrid algorithmic strategy for complex stochastic optimization problems, which combines the use of scenario trees from multistage stochastic programming with machine learning techniques for learning a policy in the form of a…

最优化与控制 · 数学 2019-10-25 Boris Defourny , Damien Ernst , Louis Wehenkel

Generating wind power scenarios is very important for studying the impacts of multiple wind farms that are interconnected to the grid. We develop a graph convolutional generative adversarial network (GCGAN) approach by leveraging GAN's…

机器学习 · 计算机科学 2023-02-20 Young-ho Cho , Shaohui Liu , Duehee Lee , Hao Zhu

Large-scale controlled evacuations require emergency services to select evacuation routes, decide departure times, and mobilize resources to issue orders, all under strict time constraints. Existing algorithms almost always allow for…

人工智能 · 计算机科学 2015-05-12 Caroline Even , Andreas Schutt , Pascal Van Hentenryck

The paper presents a predictive control method for the water distribution networks (WDNs) powered by photovoltaics (PVs) and the electrical grid. This builds on the controller introduced in a previous study and is designed to reduce the…

系统与控制 · 电气工程与系统科学 2023-07-04 Mirhan Ürkmez , Carsten Kallesøe , Jan Dimon Bendtsen , John Leth

One of the most common control decisions faced by power system operators is the question of how to dispatch generation to meet demand for power. This is a complex optimization problem that includes many nonlinear, non convex constraints as…

最优化与控制 · 数学 2013-06-14 Russell Bent , Daniel Bienstock , Michael Chertkov

From an economic point of view, a common criterion for assessing the merits of a reserve investment is its impacts on social welfare. The underlying assumption in using this criterion is that side payments may be used to distribute the…

最优化与控制 · 数学 2018-02-13 Yan Xiu , Subior Magounder , Stefanous Barose , Mohammd Hamdi

Efficiently computing the optimal control policy concerning a complicated future with stochastic disturbance has always been a challenge. The predicted stochastic future disturbance can be represented by a scenario tree, but solving the…

系统与控制 · 电气工程与系统科学 2021-08-31 Ran Jing , Xiangrui Zeng

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,…

最优化与控制 · 数学 2019-04-16 Xinbo Geng , Le Xie

The increasing integration of large-scale volatile and uncertain wind generation has brought great challenges to power system operations. In this paper, a risk-based admissibility assessment approach is proposed to quantitatively evaluate…

最优化与控制 · 数学 2015-10-29 Cheng Wang , Feng Liu , Jianhui Wang , Wei Wei , Shengwei Mei

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,…

最优化与控制 · 数学 2019-04-16 Xinbo Geng , Le Xie

The real-time joint optimization of inventory replenishment and vehicle routing is essential for cost-efficiently operating one-warehouse, multiple-retailer systems. This is complex, as future demand predictions should capture correlation…

最优化与控制 · 数学 2024-10-30 Menglei Jia , Albert H. Schrotenboer , Feng Chen

We provide a new dynamic approach to scenario generation for the purposes of risk management in the banking industry. We connect ideas from conventional techniques -- like historical and Monte Carlo simulation -- and we come up with a…

风险管理 · 定量金融 2009-08-19 Juan-Pablo Ortega , Rainer Pullirsch , Josef Teichmann , Julian Wergieluk

This paper proposes a novel consensus-based distributed control algorithm for solving the economic dispatch problem of distributed generators. A legacy central controller can be eliminated in order to avoid a single point of failure,…

最优化与控制 · 数学 2017-09-28 Hajir Pourbabak , Jingwei Luo , Tao Chen , Wencong Su

The electric power system is one of the largest and most intricate infrastructures. Therefore, it is critical to assess and maintain its security. A power system security assessment is indispensable for identifying post-contingency issues,…

系统与控制 · 电气工程与系统科学 2025-05-22 Umair Shahzad