Distributionally Robust Optimization and its Applications in Power System Energy Storage Sizing

Rui Xie received the B.E. degree in electrical engineering and the B.Sc. degree in mathematics in 2017, and the Ph.D. degree in electrical engineering in 2022 from Tsinghua University, Beijing, China. She is currently a postdoctoral fellow with the Department of Mechanical and Automation Engineering, the Chinese University of Hong Kong, Hong Kong SAR. Her current research interests include stochastic optimization problems in power systems. Wei Wei received the B.Sc. degree and Ph.D. degree both in electrical engineering from Tsinghua University, Beijing China, in 2008 and 2013, respectively. He was a Postdoc Research Associate with Tsinghua University from 2013 to 2015. As a visiting scholar, he worked with Professor Lang Tong at Cornell University, Ithaca, NY, USA from March to December in 2014, and with Professor Na Li at Harvard University, Cambridge, MA, USA from December 2014 to March 2015. He joined Tsinghua University as a faculty in July 2015. He is currently a Tenured Associate Professor with the Department of Electrical Engineering. Dr. Wei is a Fellow of the Institution of Engineering and Technology and the Operational Research Society.    

Introduction.- Preliminary.- Basic Distributionally Robust Optimization.- Moment-Based Distributionally Robust Optimization.- Divergence Distributionally Robust Optimization.- Wasserstein-Distance Distributionally Robust Optimization.