Stochastic robust mathematical programming model for power system optimization

Cong Liu, Changhyeok Lee, Haoyong Chen, Sanjay Mehrotra

Research output: Contribution to journalArticlepeer-review

29 Scopus citations


This letter presents a stochastic robust framework for two-stage power system optimization problems with uncertainty. The model optimizes the probabilistic expectation of different worst-case scenarios with different uncertainty sets. A case study of unit commitment shows the effectiveness of the proposed model and algorithms.

Original languageEnglish (US)
Article number7039294
Pages (from-to)821-822
Number of pages2
JournalIEEE Transactions on Power Systems
Issue number1
StatePublished - Jan 2016


  • Distributionally robust
  • Power system optimization
  • Robust optimization
  • Stochastic
  • Unit commitment

ASJC Scopus subject areas

  • Energy Engineering and Power Technology
  • Electrical and Electronic Engineering


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