16 citations · 34 across the 4 of their papers we have counts for
4 papers
Co-optimisation and Settlement of Power-Gas Coupled System in Day-ahead Market under Multiple Uncertainties
Xiaodong Zheng, Yan Xu, Zhengmao Li +1
The interdependency of power systems and natural gas systems is being reinforced by the emerging power-to-gas facilities (PtGs), and the existing gas-fired generators. To jointly i…
A Mixed-Integer SDP Solution Approach to Distributionally Robust Unit Commitment with Second Order Moment Constraints
Xiaodong Zheng, Haoyong Chen, Yan Xu +3
A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization appr…
A Global Solution Method for Decentralized Multi-Area SCUC and Savings Allocation Based on MILP Value Functions
Xiaodong Zheng, Haoyong Chen, Yan Xu +2
To address the issue that Lagrangian dual function based algorithms cannot guarantee convergence and global optimality for decentralized multi-area security constrained unit commit…
An optimal transport problem with backward martingale constraints motivated by insider trading
Dmitry Kramkov, Yan Xu
We study a single-period optimal transport problem on with a covariance-type cost function and a backward martingale constraint. We sho…