• A novel chance-constrained OPF model that accounts for contextual information The dependence between the wind power forecast and its error is exploited robust to ambiguity in conditional distribution Compared others, our method produces reliable solutions are cheaper In this paper, we develop a distributionally formulation of Optimal Power Flow problem (OPF) whereby system operator can levera...

These lecture notes provide an overview of recent research on the modeling and control smart grids using distributed algorithms. In particular, energy-based general AC power networks framework port-Hamiltonian systems theory is presented, relevance such a formulation for stability analysis design discussed. Low-level aspects (at physical layer) DC microgrids are also considered, achieving objec...

Based on a robustness concept adapted from mathematical statistics, we investigate robust optimal investment strategies for worst-case crash scenarios when the maximum crash height is not known a priori. We specify an efficiency criterion in terms of the certainty equivalents of optimal terminal wealth and explicitly solve the investor’s portfolio problem for crra risk preferences. We also stud...

A single unit of a good is to be sold by auction to one of two buyers. The good has either a high value or a low value, with known prior probabilities. The designer of the auction knows the prior over values but is uncertain about the correct model of the buyers’ beliefs. The designer evaluates a given auction design by the lowest expected revenue that would be generated across all models of bu...

The performance degradation in traditional adaptive beamformers can be attributed to the imprecise knowledge of the array steering vector and inaccurate estimation of the covariance matrix. The inaccurate estimation of the covariance matrix is due to the limited data samples and presence of desired signal components in the training data, especially when the desired signal is the dominant signal...