Strategic Bidding for Energy Hubs Based on Hybrid Stochastic/Distributionally Robust Optimization

Author(s):  
Shengwei Liu ◽  
Tianyang Zhao ◽  
Peng Wang
2021 ◽  
pp. 1-19
Author(s):  
ZUOXUN LI ◽  
KAI ZHANG

Abstract A stochastic model predictive control (SMPC) algorithm is developed to solve the problem of three-dimensional spacecraft rendezvous and docking with unbounded disturbance. In particular, we only assume that the mean and variance information of the disturbance is available. In other words, the probability density function of the disturbance distribution is not fully known. Obstacle avoidance is considered during the rendezvous phase. Line-of-sight cone, attitude control bandwidth, and thrust direction constraints are considered during the docking phase. A distributionally robust optimization based algorithm is then proposed by reformulating the SMPC problem into a convex optimization problem. Numerical examples show that the proposed method improves the existing model predictive control based strategy and the robust model predictive control based strategy in the presence of disturbance.


Author(s):  
Lei Xu ◽  
Tsan Sheng (Adam) Ng ◽  
Alberto Costa

In this paper, we develop a distributionally robust optimization model for the design of rail transit tactical planning strategies and disruption tolerance enhancement under downtime uncertainty. First, a novel performance function evaluating the rail transit disruption tolerance is proposed. Specifically, the performance function maximizes the worst-case expected downtime that can be tolerated by rail transit networks over a family of probability distributions of random disruption events given a threshold commuter outflow. This tolerance function is then applied to an optimization problem for the planning design of platform downtime protection and bus-bridging services given budget constraints. In particular, our implementation of platform downtime protection strategy relaxes standard assumptions of robust protection made in network fortification and interdiction literature. The resulting optimization problem can be regarded as a special variation of a two-stage distributionally robust optimization model. In order to achieve computational tractability, optimality conditions of the model are identified. This allows us to obtain a linear mixed-integer reformulation that can be solved efficiently by solvers like CPLEX. Finally, we show some insightful results based on the core part of Singapore Mass Rapid Transit Network.


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