Energy and reserve dispatch with distributionally robust joint chance constraints

DOI10.1016/j.orl.2021.01.012OpenAlexW2910217482MaRDI QIDQ2060530

Yanyan Li

Publication date: 13 December 2021

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: http://www.optimization-online.org/DB_HTML/2018/12/6962.html

zbMATH Keywords

Wasserstein metricdistributionally robust optimizationjoint chance constraintsenergy and reserve dispatch

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (5)

On approximations of data-driven chance constrained programs over Wasserstein balls ⋮ Distributionally robust optimal power flow with contextual information ⋮ On ambiguity-averse market equilibrium ⋮ Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: an exact and physically-bounded formulation ⋮ Integrating unimodality into distributionally robust optimal power flow

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• Convex Approximations of Chance Constrained Programs

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