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20202023
most citedStochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming

1 citations · 2 across the 6 of their papers we have counts for

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6 papers

eess.SY2023

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…

eess.SY2021★ 1 cited

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…

stat.ME2021

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…

eess.SY2021

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…

math.OC2020

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…

math.OC2020★ 1 cited

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…