References:
[1] Conejo, A.J., Nogales, F.J. and Arroyo, J.M. “Price-taker bidding strategy under price uncertainty”, IEEE Transactions on Power Systems, 17(4), pp.1081-1088(2002).
[2] Baringo, A., Baringo, L. and Arroyo, J.M. “Self scheduling of a virtual power plant in energy and reserve electricity markets: A stochastic adaptive robust optimization approach”, In 2018 Power Systems Computation Conference (PSCC) (pp. 1-7). IEEE( June 2018).
[3] Darvishi, S., Sheisi, G. and Aghaei, J. “Bidding strategy of hybrid power plant in day-ahead market as price maker through robust optimization”, International Transactions on Electrical Energy Systems, 30(7), p.e12426(2020).
[4] Baringo, A., Baringo, L. and Arroyo, J.M. “Day-ahead self-scheduling of a virtual power plant in energy and reserve electricity markets under uncertainty”, IEEE Transactions on Power Systems, 34(3), pp.1881-1894(2018).
[5] Hasanzad, F. and Rastegar, H. “Robust Security Constrained Unit Commitment under Uncertain Wind Power Generation”, In 2020 10th Smart Grid Conference (SGC) (pp. 1-6). IEEE(December 2020).
[6] Khaloie, H. and Anvari-Moghaddam, A. “Robust optimization approach for generation scheduling of a hybrid thermal-energy storage system”, In 2020 IEEE 29th International Symposium on Industrial Electronics (ISIE) (pp. 971-976). IEEE(June 2020).
[7] Abdalla, O.H., Adma, M.A.A. and Ahmed, A.S. “Generation expansion planning under correlated uncertainty of mass penetration renewable energy sources”, IET Energy Systems Integration, 2(3), pp.273-281(2020).
[8] Zhang, J., Gu, B., Meng, H., Fu, C. and Zhu, X. “Robust Optimal Dispatch of Power Systems with Wind Farm”, Journal of Power Technologies, 100(2), pp.92-101(2020).
[9] Gu, Z., Qi, H., Liu, Z. and Zhang, R. “Robust Optimization Model of Island Energy System Based on Uncertainty of Wind and Photovoltaic”, In International Conference on Application of Intelligent Systems in Multi-modal Information Analytics (pp. 171-179). Springer, Cham(March 2020).
[10] Dai, X., Li, Y., Zhang, K. and Feng, W. “A robust offering strategy for wind producers considering uncertainties of demand response and wind power”. Applied Energy, 279, p.115742(2020).
[11] Han, X., Kardakos, E.G. and Hug, G. “A distributionally robust bidding strategy for a wind power plant”, Electric Power Systems Research, 177, p.105986(2019).
[12] Jalilvand-Nejad, A., Shafaei, R. and Shahriari, H. “A Genco self-scheduling problem with correlated prices using a new robust optimization approach”, International Journal of Production Research, 55(11), pp.3249-3265(2017).
[13] Daneshvari, H. and Shafaei, R. “A new correlated polyhedral uncertainty set for robust optimization”, Computers & Industrial Engineering, 157, p.107346(2021).
[14] Jalilvand-Nejad, A., Shafaei, R. and Shahriari, H. “Robust optimization under correlated polyhedral uncertainty set”, Computers & Industrial Engineering, 92, pp.82-94(2016).
[15] Soltani, R., Sadjadi, S.J. and Tavakkoli-Moghaddam, R. “Robust cold standby redundancy allocation for nonrepairable series–parallel systems through Min-Max regret formulation and Benders’ decomposition method”, Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 228(3), pp.254-264(2014).
[16] Baringo, L. and Conejo, A.J. “Offering strategy via robust optimization”, IEEE Transactions on Power Systems, 26(3), pp.1418-1425(2010).
[17] Lu, C.C., Ying, K.C. and Lin, S.W. “Robust single machine scheduling for minimizing total flow time in the presence of uncertain processing times”, Computers & Industrial Engineering, 74, pp.102-110(2014).
[18] Mönch, L., Uzsoy, R. and Fowler, J.W. “A survey of semiconductor supply chain models part I: semiconductor supply chains, strategic network design, and supply chain simulation”. International Journal of Production Research, 56(13), pp.4524-4545(2018).
[19] Yang, S.J.S. and Hsieh, K.Y. “Supply chain investment and de-escalation of capacity competition”, International Journal of Production Research, 59(3), pp.942-958(2021).
[20] Yu, G., Li, F. and Yang, Y. “Robust supply chain networks design and ambiguous risk preferences”, International Journal of Production Research, 55(4), pp.1168-1182(2017).
[21] Soyster, A.L. “Convex programming with set-inclusive constraints and applications to inexact linear programming”, Operations research, 21(5), pp.1154-1157(1973).
[22] Ben-Tal, A. and Nemirovski, A. “Robust convex optimization”, Mathematics of operations research", 23(4), pp.769-805(1998).
[23] Ben-Tal, A. and Nemirovski, A. “Robust solutions of linear programming problems contaminated with uncertain data”, Mathematical programming, 88(3), pp.411-424(2000).
[24] El Ghaoui, L. and Lebret, H. “Robust solutions to least-squares problems with uncertain data”, SIAM Journal on matrix analysis and applications, 18(4), pp.1035-1064(1997).
[25] El Ghaoui, L., Oustry, F. and Lebret, H. “Robust solutions to uncertain semidefinite programs”, SIAM Journal on Optimization, 9(1), pp.33-52(1998).
[26] Bertsimas, D. and Sim, M. “The price of robustness”, Operations research, 52(1), pp.35-53(2004).
[27] Jabr, R.A. “Worst-case robust profit in generation self-scheduling”, IEEE Transactions on Power Systems, 24(1), pp.492-493(2009).
[28] Jabr, R.A. “Self-scheduling under ellipsoidal price uncertainty: conic-optimisation approach”, IET generation, transmission & distribution, 1(1), pp.23-29(2007).
[29] Landry, J.C. “A Robust Optimization Approach to the Self-scheduling Problem Using Semidefinite Programming” (Master's thesis, University of Waterloo),2010.
[30] Bai, M. and Yang, Z.. “Distributionally robust self-scheduling optimization with CO2 emissions constraints under uncertainty of prices”, Journal of Applied Mathematics, (2014).
[31] Luo, X., Chung, C.Y., Yang, H. and Tong, X. “Robust optimization-based generation self-scheduling under uncertain price”, Mathematical Problems in Engineering, (2011).
[32] Thatte, A.A., Viassolo, D.E. and Xie, L. “Robust bidding strategy for wind power plants and energy storage in electricity markets”, In 2012 IEEE Power and Energy Society General Meeting (pp. 1-7). IEEE(2012, July).
[33] Thatte, A.A., Xie, L., Viassolo, D.E. and Singh, S. “Risk measure based robust bidding strategy for arbitrage using a wind farm and energy storage”, IEEE Transactions on Smart Grid, 4(4), pp.2191-2199(2013).
[34] Soroudi, A. “Robust optimization based self scheduling of hydro-thermal Genco in smart grids”, Energy, 61, pp.262-271(2013).
[35] Lima, R.M., Novais, A.Q. and Conejo, A.J. “Weekly self-scheduling, forward contracting, and pool involvement for an electricity producer”, An adaptive robust optimization approach. European Journal of Operational Research, 240(2), pp.457-475(2015).
[36] Pachamanova, D.A. “A robust optimization approach to finance”, (Doctoral dissertation, Massachusetts Institute of Technology), (2002).
[37] Rashidizadeh-Kermani, H., Vahedipour-Dahraie, M., Shafie-khah, M. and Catalão, J.P. “A bi-level risk-constrained offering strategy of a wind power producer considering demand side resources”, International Journal of Electrical Power & Energy Systems, 104, pp.562-574(2019).
)