3 papers
math.OC2025
Penalty-Free SDDP: Feasibility Cuts for Robust Multi-Stage Stochastic Optimization in Energy Planning
Guilherme Freitas, Luiz Carlos da Costa Junior, Tiago Andrade +1
Multi-stage decision problems under uncertainty can be efficiently solved with the Stochastic Dual Dynamic Programming (SDDP) algorithm. However, traditional implementations requir…
eess.SY2025
A Causation-Based Framework for Pricing and Cost Allocation of Energy, Reserves, and Transmission in Modern Power Systems
Luiza Ribeiro, Alexandre Street, Jose Manuel Arroyo +1
The increasing vulnerability of power systems has heightened the need for operating reserves to manage contingencies such as generator outages, line failures, and sudden load varia…
cs.LG2025
Efficiently Training Deep-Learning Parametric Policies using Lagrangian Duality
Andrew Rosemberg, Alexandre Street, Davi M. Valladão +1
Constrained Markov Decision Processes (CMDPs) are critical in many high-stakes applications, where decisions must optimize cumulative rewards while strictly adhering to complex non…