multistage robust optimization

A Robust Optimization Approach to Network Control Using Local Information Exchange

  • Georgios Darivianakis
  • Angelos Georghiou
  • Soroosh Shafieezadeh-Abadeh
  • John Lygeros
    • Categories Robust Optimization Tags

    Designing policies for a network of agents is typically done by formulating an optimization problem where each agent has access to state measurements of all the other agents in the network. Such policy designs with centralized information exchange results in optimization problems that are typically hard to solve, require to establish substantial communication links, and … Read more

    Multistage Adaptive Robust Optimization for the Unit Commitment Problem

  • Eugene Litvinov
  • Alvaro Lorca
  • Xu Andy Sun
  • Tongxin Zheng
    • Categories Applications - OR and Management Sciences, Robust Optimization Tags , , ,

    The growing uncertainty associated with the increasing penetration of wind and solar power generation has presented new challenges to the operation of large-scale electric power systems. Motivated by these challenges, we present a multistage adaptive robust optimization model for the most critical daily operational problem of power systems, namely the unit commitment (UC) problem, in … Read more