Robust optimization for home-load scheduling under price uncertainty in smart grids.
Limei GuoHsiao-Chun WuHongting ZhangTian XiaShahab MehraeenPublished in: ICNC (2015)
Keyphrases
- robust optimization
- chance constrained
- mathematical programming
- stochastic programming
- scheduling problem
- portfolio selection
- portfolio optimization
- risk measures
- robust counterpart
- decision theory
- semidefinite programming
- lot sizing
- resource allocation
- learning algorithm
- linear programming
- graphical models
- chance constraints
- artificial intelligence