The concepts of risk aversion, chance-constrained optimization, and robust optimization
have developed significantly over the last decade. The statistical learning community has …

Maintenance is playing an important role in integrity management of marine assets such as
ship structures, offshore renewable energy platforms and subsea oil and gas facilities. The …

In this paper, we study the link between a Chance-Constrained optimization Problem (CCP)
and its sample counterpart (SP). SP has a finite number, say N, of sampled constraints …

The scenario approach is a general methodology for data-driven optimization that has
attracted a great deal of attention in the past few years. It prescribes that one collects a …

Many optimization problems are naturally delivered in an uncertain framework, and one
would like to exercise prudence against the uncertainty elements present in the problem. In …

We consider convex optimization problems with uncertain, probabilistically described,
constraints. In this context, scenario optimization is a well recognized methodology where a …

This paper surveys the most recent advances in the context of decision making under
uncertainty, with an emphasis on the modeling of risk-averse preferences using the …

Battery-Based Energy Storage Transportation (BEST) is a potential solution for optimizing
the power system operations with a high penetration of wind energy. In this paper, we …

Abstract The Unit Commitment problem in energy management aims at finding the optimal
production schedule of a set of generation units, while meeting various system-wide …

Abstract The Unit Commitment problem in energy management aims at finding the optimal
productions schedule of a set of generation units while meeting various system-wide …