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

zbMATH Keywords

OR in energyenergy and reserve dispatchdistributionally robust chance-constrained optimizationout-of-sample analysisphysically-bounded exact reformulation

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (8)

Distributionally robust optimal power flow with contextual information ⋮ On ambiguity-averse market equilibrium ⋮ Emergency medical service location problem based on physical bounds using chance-constrained programming approach ⋮ A data-driven distributionally robust approach for the optimal coupling of interdependent critical infrastructures under random failures ⋮ Constrained optimization for stratified treatment rules in reducing hospital readmission rates of diabetic patients ⋮ Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints ⋮ Wasserstein distributionally robust chance-constrained program with moment information ⋮ Integrating unimodality into distributionally robust optimal power flow

Uses Software

• Ipopt

Cites Work

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