Robust unit commitment with \(n-1\) security criteria
DOI10.1007/s00186-016-0532-6zbMath1405.90062OpenAlexW1952185208WikidataQ59475273 ScholiaQ59475273MaRDI QIDQ530420
David Pozo, Tri-Dung Nguyen, Huifu Xu, Arash Gourtani
Publication date: 1 August 2016
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-016-0532-6
convergence analysismixture distributionunit commitment problemsample average approximationdistributionally robust optimization
Convex programming (90C25) Stochastic programming (90C15) Deterministic scheduling theory in operations research (90B35) Inventory, storage, reservoirs (90B05) Semi-infinite programming (90C34) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)
Related Items (2)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust resource allocations in temporal networks
- Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
- Min-max and min-max regret versions of combinatorial optimization problems: A survey
- Robust discrete optimization and its applications
- Robust solutions of linear programming problems contaminated with uncertain data
- Uncertain convex programs: randomized solutions and confidence levels
- Varying confidence levels for CVaR risk measures and minimax limits
- Lifting projections of convex polyhedra
- Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints
- Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach
- Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
- Distributionally Robust Optimization and Its Tractable Approximations
- Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
- Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
- The Price of Robustness
- Lectures on Stochastic Programming
- Quantitative Stability Analysis of Stochastic Generalized Equations
- Robust Markov Decision Processes
- A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
This page was built for publication: Robust unit commitment with \(n-1\) security criteria
