Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On Affine Policies for Wasserstein Distributionally Robust Unit
  Commitment   This paper proposes a unit commitment (UC) model based on data-driven
Wasserstein distributionally robust optimization (WDRO) for power systems under
uncertainty of renewable generation as well as its tractable exact
reformulation. The proposed model is formulated as a WDRO problem relying on an
affine policy, which nests an infinite-dimensional worst-case expectation
problem and satisfies the non-anticipativity constraint. To reduce
conservativeness, we develop a novel technique that defines a subset of the
uncertainty set with a probabilistic guarantee. Subsequently, the proposed
model is recast as a semi-infinite programming problem that can be efficiently
solved using existing algorithms. Notably, the scale of this reformulation is
invariant with the sample size. As a result, a number of samples are easily
incorporated without using sophisticated decomposition algorithms. Numerical
simulations on 6- and 24-bus test systems demonstrate the economic and
computational efficiency of the proposed model.

17
The categories of this paper are: q-fin
16
The categories of this paper are: stat
13
The categories of this paper are: quant-ph
30
The categories of this paper are: q-alg
25
The categories of this paper are: patt-sol
10
The categories of this paper are: q-bio
34
The categories of this paper are: chem-ph
27
The categories of this paper are: comp-gas
35
The categories of this paper are: mtrl-th
12
The categories of this paper are: nucl-th
26
The categories of this paper are: bayes-an
4
The categories of this paper are: cond-mat
28
The categories of this paper are: alg-geom
8
The categories of this paper are: hep-ex
7
The categories of this paper are: hep-th
33
The categories of this paper are: plasm-ph