Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: An exact and physically-bounded formulation

Adriano Arrigo, Christos Ordoudis, Jalal Kazempour, Zacharie De Grève, Jean-François Toubeau, François Vallée. Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: An exact and physically-bounded formulation. European Journal of Operational Research, 296(1):304-322, 2022. [doi]

@article{ArrigoOKGTV22,
  title = {Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: An exact and physically-bounded formulation},
  author = {Adriano Arrigo and Christos Ordoudis and Jalal Kazempour and Zacharie De Grève and Jean-François Toubeau and François Vallée},
  year = {2022},
  doi = {10.1016/j.ejor.2021.04.015},
  url = {https://doi.org/10.1016/j.ejor.2021.04.015},
  researchr = {https://researchr.org/publication/ArrigoOKGTV22},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {296},
  number = {1},
  pages = {304-322},
}