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math.OC2025
Robust Continuous-Time Generation Scheduling under Power Demand Uncertainty: An Affine Decision Rule Approach
Youngchae Cho, Insoon Yang, Takayuki Ishizaki
Most existing generation scheduling models for power systems under demand uncertainty rely on energy-based formulations with a finite number of time periods, which may fail to ensu…
math.OC2024
Generalized Continuous-Time Models for Nesterov's Accelerated Gradient Methods
Chanwoong Park, Youngchae Cho, Insoon Yang
Recent research has indicated a substantial rise in interest in understanding Nesterov's accelerated gradient methods via their continuous-time models. However, most existing studi…
math.OC2022
Using affine policies to reformulate two-stage Wasserstein distributionally robust linear programs to be independent of sample size
Youngchae Cho, Insoon Yang
Intensively studied in theory as a promising data-driven tool for decision-making under ambiguity, two-stage distributionally robust optimization (DRO) problems over Wasserstein ba…