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Chen et al., 2023 - Google Patents

Robust optimization with continuous decision-dependent uncertainty with applications to demand response management

Chen et al., 2023

Document ID
11477880865282349686
Author
Chen H
Sun X
Yang H
Publication year
Publication venue
SIAM Journal on Optimization

External Links

Snippet

We consider a robust optimization problem with continuous decision-dependent uncertainty (RO-CDDU), which has two significant features: an uncertainty set linearly dependent on continuous decision variables, and a convex piecewise-linear objective function. We prove …
Continue reading at epubs.siam.org (other versions)

Classifications

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    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
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    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
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    • G06Q10/00—Administration; Management
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    • G06Q30/00—Commerce, e.g. shopping or e-commerce
    • G06Q30/02—Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
    • G06Q30/0202—Market predictions or demand forecasting
    • G—PHYSICS
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    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
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    • G—PHYSICS
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    • G06F9/00—Arrangements for programme control, e.g. control unit
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