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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…
eess.SY2022
On Affine Policies for Wasserstein Distributionally Robust Unit Commitment
Youngchae Cho, Insoon Yang
This paper proposes a unit commitment (UC) model based on data-driven Wasserstein distributionally robust optimization (WDRO) for power systems under uncertainty of renewable gener…