A robust optimization approach to energy and reserve dispatch in electricity markets

MATPOWER: Steady-State Operations, Planning, and Analysis Tools for Power Systems Research and Education

Ray D. Zimmerman, C. Murillo-Sanchez, Robert John Thomas · IEEE Transactions on Power Systems · 2010 · 6.7K citations

Engineering, Electrical Engineering, Systems Engineering +16

Optimization of conditional value-at-risk

R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations

Business, Finance, Risk Management +17

The IEEE Reliability Test System-1996. A report prepared by the Reliability Test System Task Force of the Application of Probability Methods Subcommittee

C. Grigg, P. Wong, P. F. Albrecht et al. · IEEE Transactions on Power Systems · 1999 · 3.1K citations

Engineering, Electrical Engineering, Systems Engineering +15

Theory and Applications of Robust Optimization

David B. Brown, Constantine Caramanis, Dimitris Bertsimas · DSpace@MIT (Massachusetts Institute of Technology) · 2010 · 2.5K citations · Full text

Natural Sciences, Finance, Mathematics +12

Solving two-stage robust optimization problems using a column-and-constraint generation method

Bo Zeng, Long Zhao · Operations Research Letters · 2013 · 1.7K citations

Natural Sciences, Operations Management, Optimization +11