Risk-Constrained Scheduling of Energy Hubs: A Stochastic $p$-Robust Optimization Approach.
Afshin Najafi-GhalelouMohsen KhorasanyReza RazzaghiPublished in: IEEE Syst. J. (2022)
Keyphrases
- chance constraints
- robust optimization
- chance constrained
- risk measures
- stochastic programming
- stochastic optimization
- portfolio optimization
- mathematical programming
- scheduling problem
- portfolio selection
- risk averse
- semidefinite programming
- lot sizing
- resource allocation
- artificial intelligence
- computationally tractable
- reinforcement learning