Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Embedding Dependencies Within Distributionally Robust Optimization of
  Modern Power Systems   The increasing share of renewables in the electrical energy generation mix
comes along with an increasing uncertainty in power supply. In the recent
years, distributionally robust optimization has gained significant interest due
to its ability to make informed decisions under uncertainty, which are robust
to misrepresentations of the distributional information (e.g., from
probabilistic forecasts). This is achieved by introducing an ambiguity set that
describes the uncertainty around an empirical distribution of all uncertain
parameters. However, this set typically overlooks the inherent dependencies of
uncertainty, e.g., space-time dependencies of renewable energy sources. This
paper goes beyond the state of the art by embedding such dependencies within
the definition of the ambiguity set. In particular, we propose a metric-based
ambiguity set with an additional constraint on dependence structure, using
copula theory. We develop a conic reformulation which is kept generic such that
it can be applied to any decision-making problem under uncertainty in power
systems. As an example, we illustrate the performance of our proposed
distributionally robust model applied to an energy and reserve dispatch problem
in a power system with a high share of renewables.

30
The categories of this paper are: q-alg
3
The categories of this paper are: physics
24
The categories of this paper are: dg-ga
7
The categories of this paper are: hep-th
12
The categories of this paper are: nucl-th
28
The categories of this paper are: alg-geom
10
The categories of this paper are: q-bio
35
The categories of this paper are: mtrl-th
31
The categories of this paper are: ao-sci
33
The categories of this paper are: plasm-ph
11
The categories of this paper are: hep-lat
26
The categories of this paper are: bayes-an
34
The categories of this paper are: chem-ph
29
The categories of this paper are: funct-an
27
The categories of this paper are: comp-gas
15
The categories of this paper are: nucl-ex