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Optimal reactive power dispatch using stochastic chance-constrained programming
(2012-11-27)
Deterministic Optimal Reactive Power Dispatch problem has been extensively studied, such that the demand power and the availability of shunt reactive power compensators are known and fixed. Give this background, a two-stage ...
Optimal reactive power dispatch using stochastic chance-constrained programming
(2012-11-27)
Deterministic Optimal Reactive Power Dispatch problem has been extensively studied, such that the demand power and the availability of shunt reactive power compensators are known and fixed. Give this background, a two-stage ...
Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures
(EMAp - Escola de Matemática Aplicada, 2016)
We consider risk-averse convex stochastic programs expressed in terms of extended polyhedral risk measures. We derive computable con dence intervals on the optimal value of such stochastic programs using the Robust Stochastic ...
Non-asymptotic confidence bounds for the optimal value of a stochastic program
(EMAp - Escola de Matemática Aplicada, 2016)
We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies upper ...
Optimal Reactive Power Planning Using Two-Stage Stochastic Chance-Constrained Programming
(Ieee, 2013-01-01)
In this paper, the optimal reactive power planning considering uncertainty is presented. The classical deterministic mixed-integer nonlinear model is expanded into two-stage stochastic model with chance-constraint. This ...
Optimal reactive power planning using two-stage stochastic chance-constrained programming
(2013-12-27)
In this paper, the optimal reactive power planning considering uncertainty is presented. The classical deterministic mixed-integer nonlinear model is expanded into two-stage stochastic model with chance-constraint. This ...