Results 21 to 30 of about 569 (214)

Distributionally Robust Distributed Generation Hosting Capacity Assessment in Distribution Systems

Energies, 2018
Uncertainties associated with the loads and the output power of distributed generations create challenges in quantifying the integration limits of distributed generations in distribution networks, i.e., hosting capacity.
Mohammad Seydali Seyf Abad, Jin Ma, Ahmad Shabir Ahmadyar, Hesamoddin Marzooghi   +3 more
doaj   +1 more source

Research on power system flexibility considering uncertainties

Frontiers in Energy Research, 2022
In order to help achieve the goal of carbon peak and carbon neutrality, the large-scale development and application of clean renewable energy, like wind generation and solar power, will become an important power source in the future.
Ce Yang, Weiqing Sun, Dong Han, Xiangyang Yin   +3 more
doaj   +1 more source

Kernel Distributionally Robust Optimization

CoRR, 2020
We propose kernel distributionally robust optimization (Kernel DRO) using insights from the robust optimization theory and functional analysis. Our method uses reproducing kernel Hilbert spaces (RKHS) to construct a wide range of convex ambiguity sets, which can be generalized to sets based on integral probability metrics and finite-order moment bounds.
Zhu, Jia-Jie, Jitkrittum, Wittawat, Diehl, Moritz, Schölkopf, Bernhard   +3 more
openaire   +3 more sources

Distributionally Robust Convex Optimization [PDF]

Operations Research, 2014
Distributionally robust optimization is a paradigm for decision making under uncertainty where the uncertain problem data are governed by a probability distribution that is itself subject to uncertainty. The distribution is then assumed to belong to an ambiguity set comprising all distributions that are compatible with the decision maker’s prior ...
Wiesemann, Wolfram, Kuhn, Daniel, Sim, Melvyn   +2 more
openaire   +1 more source

Wasserstein distance-based distributionally robust optimal scheduling in rural microgrid considering the coordinated interaction among source-grid-load-storage

Energy Reports, 2021
The microgrid (MG) is an effective way to alleviate the impact of the large-scale penetration of distributed generations. Due to the seasonal characteristics of rural areas, the load curve of the rural MG is different from the urban MG.
Changming Chen, Jianxu Xing, Qinchao Li, Shengyuan Liu, Jien Ma, Jiaqian Chen, Lei Han, Weiqiang Qiu, Zhenzhi Lin, Li Yang   +9 more
doaj   +1 more source

A Distributionally Robust Boosting Algorithm [PDF]

2019 Winter Simulation Conference (WSC), 2019
Distributionally Robust Optimization (DRO) has been shown to provide a flexible framework for decision making under uncertainty and statistical estimation. For example, recent works in DRO have shown that popular statistical estimators can be interpreted as the solutions of suitable formulated data-driven DRO problems.
Jose H. Blanchet, Fan Zhang 0059, Yang Kang, Zhangyi Hu   +3 more
openaire   +2 more sources

High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection

Mathematics, 2023
This paper introduces a novel distributionally robust mean-variance portfolio estimator based on the projection robust Wasserstein (PRW) distance. This approach addresses the issue of increasing conservatism of portfolio allocation strategies due to high-
Zhonghui Zhang, Huarui Jing, Chihwa Kao
doaj   +1 more source

Distributionally Robust Portfolio Optimization

2019 IEEE 58th Conference on Decision and Control (CDC), 2019
In this paper we consider the problem of portfolio optimization involving uncertainty in the probability distribution of the assets returns. Starting with an estimate of the mean and covariance matrix of the returns of the assets, we define a class of admissible distributions for the returns and show that optimizing the worst-case risk of loss can be ...
I. E. Bardakci, Constantino M. Lagoa
openaire   +3 more sources

Distributionally robust optimization

Acta Numerica
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, that is, a family of probability distributions consistent with any available structural or statistical ...
Daniel Kuhn 0001, Soroosh Shafiee, Wolfram Wiesemann   +2 more
openaire   +4 more sources

Distributionally robust optimization for integrated energy distribution network considering vine Copula uncertainty of wind power, photovoltaic and demand side response

Diance yu yibiao
In order to adapt to the uncertainty of new energy, increase new energy consumption and reduce carbon emissions, an optimal scheduling model of integrated energy distribution network system is proposed based on vine Copula considering three uncertainties
YANG Mingjie, HU Yangyu, QIAN Haixia, LIU Fang, WANG Xingkai, XIAO Yuxiang   +5 more
doaj   +1 more source