3 papers
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
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…
math.OC2025
Scalable Multi-Level Optimization for Sequentially Cleared Energy Markets with a Case Study on Gas and Carbon Aware Unit Commitment
Yuxin Xia, Iacopo Savelli, Thomas Morstyn
This paper examines Mixed-Integer Multi-Level problems with Sequential Followers (MIMLSF), a specialized optimization model aimed at enhancing upper-level decision-making by incorp…