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Two-Stage Robust Optimization Under Decision Dependent Uncertainty

Yunfan Zhang Feng Liu Yifan Su Yue Chen Zhaojian Wang Jo?o P.S.Catal?o

自动化学报（英文版）2022，Vol.9Issue(7)：1295-1306,12.

自动化学报（英文版）2022，Vol.9Issue(7)：1295-1306,12.DOI:10.1109/JAS.2022.105512

Two-Stage Robust Optimization Under Decision Dependent Uncertainty

Yunfan Zhang ¹Feng Liu ¹Yifan Su ¹Yue Chen ²Zhaojian Wang ³Jo?o P.S.Catal?o⁴

作者信息

1. State Key Laboratory of Power System and Generation Equipment,the Department of Electrical Engineering,Tsinghua University,Beijing 100084,China
2. Department of Mechanical and Automation Engineering,the Chinese University of Hong Kong,Hong Kong SAR,China
3. Ministry of Education Key Laboratory of System Control and Information Processing,the Department of Automation,Shanghai Jiao Tong University
4. Shanghai Engineering Research Center of Intelligent Control and Management,Shanghai 200240,China
折叠

摘要

关键词

Benders decomposition/decision-dependent uncer-tainty/endogenous uncertainty/robust optimization (RO)

Key words

Benders decomposition/decision-dependent uncer-tainty/endogenous uncertainty/robust optimization (RO)

引用本文复制引用

Yunfan Zhang,Feng Liu,Yifan Su,Yue Chen,Zhaojian Wang,Jo?o P.S.Catal?o..Two-Stage Robust Optimization Under Decision Dependent Uncertainty[J].自动化学报（英文版）,2022,9(7):1295-1306,12.

基金项目

This work was supported by the Joint Research Fund in Smart Grid under cooperative agreement between the National Natural Science Foundation of China(NSFC)and State Grid Corporation of China(U1966601). （NSFC）

自动化学报（英文版）

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ISSN：2329-9266

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