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math.OC2025
Multi-timescale Stochastic Programming with Applications in Power Systems
Yihang Zhang, Suvrajeet Sen
This paper introduces a multi-timescale stochastic programming framework designed to address decision-making challenges in power systems, particularly those with high renewable ene…
math.OC2024★ 3 cited
An Adaptive Sampling-based Progressive Hedging Algorithm for Stochastic Programming
Di Zhang, Yihang Zhang, Suvrajeet Sen
The progressive hedging algorithm (PHA) is a cornerstone among algorithms for large-scale stochastic programming problems. However, its traditional implementation is hindered by so…