scholarly journals Energy and reserve dispatch with distributionally robust joint chance constraints

2021 ◽  
Vol 49 (3) ◽  
pp. 291-299 ◽  
Author(s):  
Christos Ordoudis ◽  
Viet Anh Nguyen ◽  
Daniel Kuhn ◽  
Pierre Pinson
Keyword(s):  
Chance Constraints ◽  
Distributionally Robust

scholarly journals Distributionally robust joint chance constraints with second-order moment information

2011 ◽  
Vol 137 (1-2) ◽  
pp. 167-198 ◽  
Author(s):  
Steve Zymler ◽  
Daniel Kuhn ◽  
Berç Rustem
Keyword(s):  
Chance Constraints ◽  
Second Order ◽  
Order Moment ◽  
Distributionally Robust

scholarly journals Distributionally Robust Joint Chance Constrained Problem under Moment Uncertainty

2014 ◽  
Vol 2014 ◽  
pp. 1-8
Author(s):  
Ke-wei Ding
Keyword(s):  
Semidefinite Programming ◽  
Chance Constraints ◽  
Second Order ◽  
Quadratic Approximation ◽  
Convex Approximation ◽  
Worst Case ◽  
Constrained Problem ◽  
Distributionally Robust

We discuss and develop the convex approximation for robust joint chance constraints under uncertainty of first- and second-order moments. Robust chance constraints are approximated by Worst-Case CVaR constraints which can be reformulated by a semidefinite programming. Then the chance constrained problem can be presented as semidefinite programming. We also find that the approximation for robust joint chance constraints has an equivalent individual quadratic approximation form.

scholarly journals Stochastic MPC with Distributionally Robust Chance Constraints

2020 ◽  
Vol 53 (2) ◽  
pp. 7136-7141
Author(s):  
Christoph Mark ◽  
Steven Liu
Keyword(s):  
Chance Constraints ◽  
Distributionally Robust

scholarly journals Games with distributionally robust joint chance constraints

2021 ◽  
Author(s):  
Shen Peng ◽  
Abdel Lisser ◽  
Vikas Vikram Singh ◽  
Nalin Gupta ◽  
Eshan Balachandar
Keyword(s):  
Chance Constraints ◽  
Distributionally Robust
Sign in / Sign up

Export Citation Format

Share Document