73 citations · 218 across the 15 of their papers we have counts for
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stat.ME2015★ 31 cited
Multivariate Chebyshev Inequality with Estimated Mean and Variance
Bartolomeo Stellato, Bart Van Parys, Paul J. Goulart
A variant of the well-known Chebyshev inequality for scalar random variables can be formulated in the case where the mean and variance are estimated from samples. In this paper we…
math.OC2015★ 73 cited
Security Constrained Optimal Power Flow with Distributionally Robust Chance Constraints
Line Roald, Frauke Oldewurtel, Bart Van Parys +1
The growing amount of fluctuating renewable infeeds and market liberalization increases uncertainty in power system operation. To capture the influence of fluctuations in operation…