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math.OC2026
Strengthened and Faster Linear Approximation to Joint Chance Constraints with Wasserstein Ambiguity
Yihong Zhou, Yuxin Xia, Hanbin Yang +1
Many real-world decision-making problems have uncertain parameters in constraints. Wasserstein distributionally robust joint chance constraints (WDRJCC) offer a promising solution…
math.OC2025
FICA: Faster Inner Convex Approximation of Chance Constrained Grid Dispatch with Decision-Coupled Uncertainty
Yihong Zhou, Hanbin Yang, Thomas Morstyn
This paper proposes a Faster Inner Convex Approximation (FICA) method for solving power system dispatch problems with Wasserstein distributionally robust joint chance constraints (…
math.OC2025
Bilevel Transmission Expansion Planning with Joint Chance-Constrained Dispatch
Yuxin Xia, Yihong Zhou, Iacopo Savelli +1
In transmission expansion planning (TEP), network planners make long-term investment decisions while anticipating market clearing outcomes that are increasingly affected by renewab…