6期

最新文章

• Preface to Special Issue on Computational Advances in Short-Term Power System Operations AI翻译
  作者：Baldick, Ross; Low, Steven; O'Neill, Richard; Ralph, Daniel; Zakeri, Golbon
  作者单位：University of Texas System; University of Texas Austin; California Institute of Technology; United States Department of Energy (DOE); Advanced Research Projects Agency-Energy (ARPA-E); University of Cambridge; University of Massachusetts System; University of Massachusetts Amherst
• Unit Commitment Problem with Energy Storage Under Correlated Renewables Uncertainty AI翻译
  作者：Cordera, Felipe; Moreno, Rodrigo; Ordonez, Fernando
  作者单位：Universidad de Chile; Massachusetts Institute of Technology (MIT)
  摘要：The extensive integration of renewable generation in electricity systems is significantly increasing the variability and correlation in power availability and the need for energy storage capacity. This increased uncertainty and storage capacity should be considered in operational decisions such as the short-term unit commitment (UC) problem. In this work, we formulate a day-ahead UC problem with energy storage, considering multistage correlated uncertainty on renewables' power availability. We...
• Recent Developments in Security-Constrained AC Optimal Power Flow: Overview of Challenge 1 in the ARPA-E Grid Optimization Competition AI翻译
  作者：Aravena, Ignacio; Molzahn, Daniel K.; Zhang, Shixuan; Petra, Cosmin G.; Curtis, Frank E.; Tu, Shenyinying; Wachter, Andreas; Wei, Ermin; Wong, Elizabeth; Gholami, Amin; Sun, Kaizhao; Sun, Xu Andy; Elbert, Stephen T.; Holzer, Jesse T.; Veeramany, Arun
  作者单位：United States Department of Energy (DOE); Lawrence Livermore National Laboratory; University System of Georgia; Georgia Institute of Technology; Lehigh University; Northwestern University; University of California System; University of California San Diego; Massachusetts Institute of Technology (MIT); United States Department of Energy (DOE); Pacific Northwest National Laboratory
  摘要：The optimal power-flow problem is central to many tasks in the design and operation of electric power grids. This problem seeks the minimum-cost operating point for an electric power grid while satisfying both engineering requirements and physical laws describing how power travels through the electric network. By additionally considering the possibility of component failures and using an accurate alternating current (AC) power-flow model of the electric network, the security-constrained AC opt...
• Data-Driven Hospital Admission Control: A Learning Approach AI翻译
  作者：Zhalechian, Mohammad; Keyvanshokooh, Esmaeil; Shi, Cong; Van Oyen, Mark P.
  作者单位：Indiana University System; Indiana University Bloomington; IU Kelley School of Business; Texas A&M University System; Texas A&M University College Station; Mays Business School; University of Miami; University of Michigan System; University of Michigan
  摘要：The choice of care unit upon admission to the hospital is a challenging task because of the wide variety of patient characteristics, uncertain needs of patients, and limited number of beds in intensive and intermediate care units. The care unit placement decisions involve capturing the trade-off between the benefit of better health outcomes versus the opportunity cost of reserving higher level of care beds for potentially more complex patients arriving in the future. By focusing on reducing th...
• Technical Note-Data-Driven Profit Estimation Error in the Newsvendor Model AI翻译
  作者：Siegel, Andrew F.; Wagner, Michael R.
  作者单位：University of Washington; University of Washington Seattle
  摘要：In this note, we identify a statistically significant error in naively estimating the expected profit in a data-driven newsvendor model, and we show how to correct the error. In particular, we analyze a newsvendor model where the continuous demand distribution is not known, and only a sample of demand data is available. In this context, an empirical demand distribution, that is induced by the sample of data, is used in place of the (unknown) true distribution. The quantity at the critical perc...
• Inventory Control and Learning for One-Warehouse Multistore System with Censored Demand AI翻译
  作者：Bekci, Recep Yusuf; Gumus, Mehmet; Miao, Sentao
  作者单位：University of Waterloo; McGill University; University of Colorado System; University of Colorado Boulder
  摘要：Motivated by our collaboration with one of the largest fast-fashion retailers in Europe, we study a two-echelon inventory control problem called the one-warehouse multistore (OWMS) problem when the demand distribution is unknown. This system has a central warehouse that receives an initial replenishment and distributes its inventory to multiple stores in each time period during a finite horizon. The goal is to minimize the total expected cost, which consists of shipment, holding, lost-sales, a...
• Portfolio Selection, Periodic Evaluations and Risk Taking AI翻译
  作者：Tse, Alex S. L.; Zheng, Harry
  作者单位：University of London; University College London; Imperial College London
  摘要：We present a continuous-time portfolio selection problem faced by an agent with S-shaped preference who maximizes the utilities derived from the portfolio's periodic performance over an infinite horizon. The periodic reward structure creates subtle incentive distortion. In some cases, local risk aversion is induced, which discourages the agent from risk taking in the extreme bad states of the world. In some other cases, eventual ruin of the portfolio is inevitable, and the agent underinvests i...
• A Surrogate-Based Asynchronous Decomposition Technique for Realistic Security-Constrained Optimal Power Flow Problems AI翻译
  作者：Petra, Cosmin G.; Aravena, Ignacio
  作者单位：United States Department of Energy (DOE); Lawrence Livermore National Laboratory
  摘要：We present a decomposition approach for obtaining good feasible solutions for the security-constrained, alternating-current, optimal power flow (SC-AC-OPF) problem at an industrial scale and under real-world time and computational limits. The approach was designed while preparing and participating in ARPA-E's Grid Optimization Competition (GOC) Challenge 1. The challenge focused on a near-real-time version of the SC-AC-OPF problem, where a base operating point is optimized, taking into account...
• Optimization Formulations for Storage Devices with Disjoint Operating Modes AI翻译
  作者：Baldick, Ross; Chen, Yonghong; Huang, Bing
  作者单位：University of Texas System; University of Texas Austin
  摘要：We consider a storage device, such as a pumped storage hydroelectric generator, that has a state of charge together with mutually exclusive and disjoint charging and generating modes. We develop valid inequalities for a storage model that uses binary variables to represent the charging and generating modes. To investigate the model, we consider two contexts, stand-alone and large-scale. The stand-alone context involves the hydroelectric generator purchasing or selling electricity based on know...
• An Alternating Direction Method of Multipliers-Based Distributed Optimization Method for Solving Security-Constrained Alternating Current Optimal Power Flow AI翻译
  作者：Gholami, Amin; Sun, Kaizhao; Zhang, Shixuan; Sun, Xu Andy
  作者单位：Brown University; Massachusetts Institute of Technology (MIT)
  摘要：In this paper, we study efficient and robust computational methods for solving the security-constrained alternating current optimal power flow (SC-ACOPF) problem, a two-stage nonlinear optimization problem with disjunctive constraints, that is central to the operation of electric power grids. The first-stage problem in SC-ACOPF determines the operation of the power grid in normal condition, whereas the second-stage problem responds to various contingencies of losing generators, transmission li...