A Large-Deviation-Based Splitting Estimation of Power Flow Reliability

DOI10.1145/2875342zbMath1373.78410OpenAlexW2254952565MaRDI QIDQ5270679

Wander S. Wadman, Daan Crommelin, Bert Zwart

Publication date: 30 June 2017

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/23499

zbMATH Keywords

Monte Carlolarge deviations theoryrare eventpower gridsimportance splitting

Mathematics Subject Classification ID

Related Items (2)

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Uses Software

• MATPOWER
• pstca

Cites Work

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• Efficient Monte Carlo simulation via the generalized splitting method
• Optimal importance sampling with explicit formulas in continuous time
• Splitting for rare event simulation: A large deviation approach to design and analysis
• Optimization for decision making. Linear and quadratic models
• Importance Sampling for Multiscale Diffusions
• Rare Event Simulation using Monte Carlo Methods
• A large deviations perspective on the efficiency of multilevel splitting
• A variant of importance splitting for rare event estimation
• Rare Event Simulation of Small Noise Diffusions
• On Efficiency of Multilevel Splitting
• Convex Relaxation of Optimal Power Flow—Part I: Formulations and Equivalence

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