In this paper, we survey the primary research on the theory and applications of
distributionally robust optimization (DRO). We start with reviewing the modeling power and …

Chance-constrained programming (CCP) is one of the most difficult classes of optimization
problems that has attracted the attention of researchers since the 1950s. In this survey, we …

Aggregations of electric loads can provide reserves to power systems, but their available
reserve capacities are time-varying and not perfectly known when the system operator …

We study multistage distributionally robust mixed-integer programs under endogenous
uncertainty, where the probability distribution of stage-wise uncertainty depends on the …

With growing penetrations of wind power in electricity systems, the coordinated dispatch of
integrated electricity and natural gas systems is becoming a popular research topic …

This article addresses a centralized generation expansion planning problem, accounting for
both long-and short-term uncertainties. The long-term uncertainty (demand growth) is …

Our work aims to investigate methods for solving the mixed-model assembly line balancing
problem (MALBP) under uncertainty with the objective of minimizing the number of …

A distributionally robust joint chance constraint involves a set of uncertain linear inequalities
which can be violated up to a given probability threshold ϵ ϵ, over a given family of …

Optimization problems face random constraint violations when uncertainty arises in
constraint parameters. Effective ways of controlling such violations include risk constraints …

We consider chance-constrained binary programs, where each row of the inequalities that
involve uncertainty needs to be satisfied probabilistically. Only the information of the mean …