Results 21 to 30 of about 2,032 (302)
Multi-Energy Microgrid Data-Driven Distributionally Robust Optimization Dispatch Considering Uncertainty Correlation [PDF]
Dianli jianshe[Objective] Multi-energy microgrids（MEMGs）can integrate multiple energy carriers to improve energy efficiency，thereby contributing to the achievement of "dual carbon" goals. [Methods] This study proposes a data-driven distributionally robust optimization
LI Jiawei, SUN Qinghe, WANG Qiong, YE Yujian, HU Heng, ZHANG Xi
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Distributionally Robust Bayesian Optimization
CoRR, 2020 Accepted at AISTATS ...
Kirschner, Johannes +3 more
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Energy Reports, 2023 This paper proposes a distributed data-driven distributionally robust volt/var control (DDDR-VVC) approach which schedules on-load-tap changer (OLTC), capacitor banks (CBs) and Photovoltaic (PV) inverters coordinately.
Peishuai Li +4 more
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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
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Consistency of Distributionally Robust Risk-and Chance-Constrained Optimization under Wasserstein Ambiguity Sets [PDF]
, 2021 We study stochastic optimization problems with chance and risk constraints, where in the latter, risk is quantified in terms of the conditional value-at-risk (CVaR).
Hota, Ashish R., Cherukuri, Ashish
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The Distributionally Robust Optimization Reformulation for Stochastic Complementarity Problems
Abstract and Applied Analysis, 2014 We investigate the stochastic linear complementarity problem affinely affected by the uncertain parameters. Assuming that we have only limited information about the uncertain parameters, such as the first two moments or the first two moments as well as ...
Liyan Xu, Bo Yu, Wei Liu
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Distributionally Robust Optimization with Markovian Data
CoRR, 2021 20 ...
Li, Mengmeng +2 more
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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 +3 more
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Mathematical Foundations of Distributionally Robust Multistage Optimization [PDF]
SIAM Journal on Optimization, 2021 Distributionally robust optimization involves various probability measures in its problem formulation. They can be bundled to constitute a risk functional. For this equivalence, risk functionals constitute a fundamental building block in distributionally robust stochastic programming.
Alois Pichler, Alexander Shapiro 0001
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Energy Reports, 2023 To avoid the problem of insufficient flexibility of the power grid along the cz railway due to source-load fluctuations, a distributionally robust optimization method considering flexibility is proposed in this paper.
Jiawei Liu +5 more
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