Recourse-Cost Constrained Robust Optimization for Microgrid Dispatch With Correlated Uncertainties.
Haifeng QiuHuan LongWei GuGuangsheng PanPublished in: IEEE Trans. Ind. Electron. (2021)
Keyphrases
- robust optimization
- stochastic programming
- stochastic optimization
- chance constrained
- mathematical programming
- portfolio optimization
- inventory management
- lot sizing
- risk measures
- multistage
- total cost
- learning algorithm
- semidefinite programming
- linear program
- linear programming
- graphical models
- decision making
- feature selection