26 citations · 42 across the 4 of their papers we have counts for
5 papers
Risk-Based Distributionally Robust Optimal Power Flow With Dynamic Line Rating
Cheng Wang, Rui Gao, Feng Qiu +2
In this paper, we propose a risk-based data-driven approach to optimal power flow (DROPF) with dynamic line rating. The risk terms, including penalties for load shedding, wind gene…
Distributionally robust inventory control when demand is a martingale
Linwei Xin, David A. Goldberg
Demand forecasting plays an important role in many inventory control problems. To mitigate the potential harms of model misspecification, various forms of distributionally robust o…
Asymptotic optimality of Tailored Base-Surge policies in dual-sourcing inventory systems
Linwei Xin, David A. Goldberg
Dual-sourcing inventory systems, in which one supplier is faster (i.e. express) and more costly, while the other is slower (i.e. regular) and cheaper, arise naturally in many real-…
Optimality gap of constant-order policies decays exponentially in the lead time for lost sales models
Linwei Xin, David A. Goldberg
Inventory models with lost sales and large lead times have traditionally been considered intractable due to the curse of dimensionality. Recently, Goldberg and co-authors laid the…
Time (in)consistency of multistage distributionally robust inventory models with moment constraints
Linwei Xin, David A. Goldberg
Recently, there has been a growing interest in developing inventory control policies which are robust to model misspecification. One approach is to posit that nature selects a wors…