Distributionally robust optimization: A review

H Rahimian, S Mehrotra - arXiv preprint arXiv:1908.05659, 2019 - arxiv.org
The concepts of risk-aversion, chance-constrained optimization, and robust optimization
have developed significantly over the last decade. Statistical learning community has also …

Frameworks and results in distributionally robust optimization

H Rahimian, S Mehrotra - Open Journal of Mathematical Optimization, 2022 - numdam.org
The concepts of risk aversion, chance-constrained optimization, and robust optimization
have developed significantly over the last decade. The statistical learning community has …

[图书][B] Multistage stochastic optimization

GC Pflug, A Pichler - 2014 - Springer
The topic of this book is multistage stochastic optimization. Multistage reflects the fact that an
optimal decision is an entire strategy or policy, which is executed during subsequent instants …

Short-term scheduling strategy for wind-based energy hub: a hybrid stochastic/IGDT approach

A Dolatabadi, M Jadidbonab… - IEEE Transactions on …, 2018 - ieeexplore.ieee.org
This paper evaluates the scheduling problem for energy hub system consisting of wind
turbine, combined heat and power units, auxiliary boilers, and energy storage devices via …

A multi-stage stochastic program for the sustainable design of biofuel supply chain networks under biomass supply uncertainty and disruption risk: A real-life case …

M Fattahi, K Govindan - Transportation Research Part E: Logistics and …, 2018 - Elsevier
We focus on design and planning of a biofuel supply chain (SC) network from biomass to
demand centers where biomass supply is stochastic and seasonal, and facilities' capacity …

Stochastic‐based scheduling of the microgrid operation including wind turbines, photovoltaic cells, energy storages and responsive loads

S Talari, M Yazdaninejad… - IET Generation …, 2015 - Wiley Online Library
Microgrids with different technologies in distributed generations (DGs), different control
facilities and power electronic interfaces require proper management and operation …

A review of scenario analysis methods in planning and operation of modern power systems: Methodologies, applications, and challenges

H Li, Z Ren, M Fan, W Li, Y Xu, Y Jiang… - Electric Power Systems …, 2022 - Elsevier
Addressing the rapidly growing penetration of renewable energy sources and the increasing
variations in loads has been a significant challenge in the planning and operation of modern …

Scenario reduction for futures market trading in electricity markets

JM Morales, S Pineda, AJ Conejo… - IEEE Transactions on …, 2009 - ieeexplore.ieee.org
To make informed decisions in futures markets of electric energy, stochastic programming
models are commonly used. Such models treat stochastic processes via a set of scenarios …

Two-stage stochastic optimization model for multi-microgrid planning

EG Vera, CA Cañizares, M Pirnia… - … on Smart Grid, 2022 - ieeexplore.ieee.org
This paper presents a Two Stage stochastic Programming (TSSP) model for the planning of
Multi-Microgrids (MMGs) in Active Distribution Networks (ADNs). The model aims to …

CVaR-constrained scheduling strategy for smart multi carrier energy hub considering demand response and compressed air energy storage

M Jadidbonab, E Babaei, B Mohammadi-ivatloo - Energy, 2019 - Elsevier
Coupling different energy infrastructures, ie the concept of energy hub (EH), is an efficient
approach to the optimal operation of both electrical and natural gas systems. This paper …