in this paper, a stochastic two-stage model is offered for optimization of the day-ahead scheduling of the microgrid. system uncertainties including dispatchable distributed generation and energy storage contingencies are considered in the stochastic model. for handling uncertainties, monte carlo simulation is employed for generation several scenarios and then a reduction method is used to d...

In “Two-Stage Sample Robust Optimization,” Bertsimas, Shtern, and Sturt investigate a simple approximation scheme, based on overlapping linear decision rules, for solving data-driven two-stage distributionally robust optimization problems with the type-infinity Wasserstein ambiguity set. Their main result establishes that this scheme is asymptotically optimal stochastic problems; is, under mild...