1 citations · 2 across the 6 of their papers we have counts for
6 papers
New Formulations and Pricing Mechanisms for Stochastic Electricity Market Clearing Problem
Sakitha Ariyarathne, Harsha Gangammanavar
We present new formulations of the stochastic electricity market clearing problem based on the principles of stochastic programming. Previous analyses have established that the can…
Towards a Sustainable Power Grid: Stochastic Hierarchical Planning for High Renewable Integration
Semih Atakan, Harsha Gangammanavar, Suvrajeet Sen
Driven by ambitious renewable portfolio standards, large-scale inclusion of variable energy resources (such as wind and solar) are expected to introduce unprecedented levels of unc…
Change Point Detection in Nonstationary Sub-Hourly Wind Time Series
Sakitha Ariyarathne, Harsha Gangammanavar, Raanju R. Sundararajan
In this paper, we present a change point detection method for detecting change points in multivariate nonstationary wind speed time series. The change point method identifies chang…
A Cardinality Minimization Approach to Security-Constrained Economic Dispatch
David Troxell, Miju Ahn, Harsha Gangammanavar
We present a threshold-based cardinality minimization formulation to model the security-constrained economic dispatch problem. The model aims to minimize the operating cost of the…
Stochastic Decomposition Method for Two-Stage Distributionally Robust Optimization
Harsha Gangammanavar, Manish Bansal
In this paper, we present a sequential sampling-based algorithm for the two-stage distributionally robust linear programming (2-DRLP) models. The 2-DRLP models are defined over a g…
Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming
Harsha Gangammanavar, Suvrajeet Sen
Multistage stochastic programming deals with operational and planning problems that involve a sequence of decisions over time while responding to realizations that are uncertain. A…