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Distributionally Robust Stochastic Programming
SIAM Journal on Optimization, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Distributionally Robust Multistage Dispatch With Discrete Recourse of Energy Storage Systems
IEEE Transactions on Power SystemsEnergy storage systems (ESS) are indispensable building blocks of power systems with a high share of variable renewable energy. As energy-limited resources, ESS should be carefully modeled in uncertainty-aware multistage dispatch.
Xiaodong Zheng +4 more
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An Adaptive Distributionally Robust Model for Three-Phase Distribution Network Reconfiguration
IEEE Transactions on Smart Grid, 2021Distributed generator (DG) volatility has a great impact on system operation, which should be considered beforehand due to the slow time scale of distribution network reconfiguration (DNR).
Weiye Zheng +3 more
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Distributionally Robust Model Predictive Control With Output Feedback
IEEE Transactions on Automatic ControlAn output feedback stochastic model predictive control is proposed in this article for a class of stochastic linear discrete-time systems, in which the uncertainties from external disturbance, measurement noise, and initial state estimation error are all
Bin Li, Tao Guan, Li Dai, Guangren Duan
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IEEE Transactions on Power Systems, 2021
Extreme weather events pose a serious threat to energy distribution systems. We propose a distributionally robust optimization model for the resilient operation of the integrated electricity and heat energy distribution systems in extreme weather events.
Yizhou Zhou +3 more
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Extreme weather events pose a serious threat to energy distribution systems. We propose a distributionally robust optimization model for the resilient operation of the integrated electricity and heat energy distribution systems in extreme weather events.
Yizhou Zhou +3 more
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, 2021
In this paper, we simultaneously capture several practical features in disaster relief management: integrated facility location, inventory pre-positioning and delivery decisions, relief resource priority, partial probability information of demand and ...
Weiqiao Wang +3 more
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In this paper, we simultaneously capture several practical features in disaster relief management: integrated facility location, inventory pre-positioning and delivery decisions, relief resource priority, partial probability information of demand and ...
Weiqiao Wang +3 more
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Adaptive Distributionally Robust Optimization
Management Science, 2019We develop a modular and tractable framework for solving an adaptive distributionally robust linear optimization problem, where we minimize the worst-case expected cost over an ambiguity set of probability distributions. The adaptive distributionally robust optimization framework caters for dynamic decision making, where decisions adapt to the ...
Dimitris Bertsimas +2 more
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Conditional Distributionally Robust Functionals
Operations ResearchThis paper addresses decision making in multiple stages, where prior information is available and where consecutive and successive decisions are made. Risk measures assess the random outcome by taking various candidate probability measures into account.
Alexander Shapiro, Alois Pichler
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DRoP: Distributionally Robust Pruning
In the era of exceptionally data-hungry models, careful selection of the training data is essential to mitigate the extensive costs of deep learning. Data pruning offers a solution by removing redundant or uninformative samples from the dataset, which yields faster convergence and improved neural scaling laws.Vysogorets, Artem +2 more
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Distributionally Robust Structural Learning
2023Decision-making under uncertainty is common in various areas of study. Structural learning is a decision problem that involves seeking the optimal structure typically from an exponential number of structures. The task is usually performed on a finite set of samples observed from uncertain environments, which may be subject to unexpected contamination ...
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