This book covers robust optimization theory and applications in the electricity sector. The advantage of robust optimization with respect to other methodologies for decision making under uncertainty are first discussed. Then, the robust optimization theory is covered in a friendly and tutorial manner. Finally, a number of insightful short- and long-term applications pertaining to the electricity sector are considered.Specifically, the book includes: robust set characterization, robust optimization, adaptive robust optimization, hybrid robust-stochastic optimization, applications to short- and...
This book covers robust optimization theory and applications in the electricity sector. The advantage of robust optimization with respect to other met...
