Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: an exact and physically-bounded formulation
DOI10.1016/j.ejor.2021.04.015zbMath1487.90656OpenAlexW3153344299MaRDI QIDQ2239970
Zacharie De Grève, François Vallée, Jean-François Toubeau, Adriano Arrigo, Jalal Kazempour, Christos Ordoudis
Publication date: 5 November 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://orbit.dtu.dk/en/publications/85449943-6d9a-4279-89af-2fc8df2211a8
OR in energyenergy and reserve dispatchdistributionally robust chance-constrained optimizationout-of-sample analysisphysically-bounded exact reformulation
Applications of mathematical programming (90C90) Stochastic programming (90C15) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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