Statistical Inference of Two-Stage Linear Second-Order Conic Stochastic Programs

2018 ◽  
Vol 07 (07) ◽  
pp. 876-882
Author(s):  
庆松 段
Keyword(s):  
Statistical Inference ◽  
Second Order ◽  
Two Stage ◽  
Stochastic Programs

Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse

2018 ◽  
Vol 35 (05) ◽  
pp. 1850031
Author(s):  
Qingsong Duan ◽  
Mengwei Xu ◽  
Shaoyan Guo ◽  
Liwei Zhang
Keyword(s):  
Lipschitz Continuity ◽  
Optimal Solution ◽  
Second Order ◽  
Two Stage ◽  
Quantitative Stability ◽  
Stochastic Programs ◽  
Perturbation Problem ◽  
Optimal Value ◽  
Primal And Dual Problems ◽  
Primal And Dual

In this paper, we consider quantitative stability for full random two-stage linear stochastic program with second-order conic constraints when the underlying probability distribution is subjected to perturbation. We first investigate locally Lipschitz continuity of feasible set mappings of the primal and dual problems in the sense of Hausdorff distance which derives the Lipschitz continuity of the objective function, and then establish the quantitative stability results of the optimal value function and the optimal solution mapping for the perturbation problem. Finally, the obtained results are applied to the convergence analysis of optimal values and solution sets for empirical approximations of the stochastic problems.

scholarly journals Statistical Inference for a Two-Stage Outcome-Dependent Sampling Design with a Continuous Outcome

Biometrics ◽  
2010 ◽  
Vol 67 (1) ◽  
pp. 194-202 ◽  
Author(s):  
Haibo Zhou ◽  
Rui Song ◽  
Yuanshan Wu ◽  
Jing Qin
Keyword(s):  
Statistical Inference ◽  
Sampling Design ◽  
Two Stage ◽  
Continuous Outcome

scholarly journals The Calculation of Velocity Constants for First- and Second-order Two-stage Reactions.

1950 ◽  
Vol 4 ◽  
pp. 1216-1220 ◽  
Author(s):  
Sigvard Wideqvist ◽  
Waclaw Szybalski ◽  
Niels Nielsen
Keyword(s):  
Second Order ◽  
Two Stage

Two-Stage Stochastic Programs with Recourse

2008 ◽  
pp. 3959-3961
Author(s):  
Francois Louveaux ◽  
John R. Birge
Keyword(s):  
Two Stage ◽  
Stochastic Programs

scholarly journals Two-Stage Stochastic Programming Scheduling Model for Hybrid AC/DC Distribution Network Considering Converters and Energy Storage System

2019 ◽  
Vol 10 (1) ◽  
pp. 181
Author(s):  
Peng Kang ◽  
Wei Guo ◽  
Weigang Huang ◽  
Zejing Qiu ◽  
Meng Yu ◽  
...  
Keyword(s):  
Wind Power ◽  
Reactive Power ◽  
Distribution Network ◽  
Stochastic Scheduling ◽  
Second Order ◽  
Mixed Integer ◽  
Two Stage ◽  
Dc Distribution ◽  
Scheduling Model ◽  
Second Order Cone

The development of DC distribution network technology has provided a more efficient way for renewable energy accommodation and flexible power supply. A two-stage stochastic scheduling model for the hybrid AC/DC distribution network is proposed to study the active-reactive power coordinated optimal dispatch. In this framework, the wind power scenario set is utilized to deal with its uncertainty in real time, which is integrated into the decision-making process at the first stage. The charging/discharging power of ESSs and the transferred active/reactive power by VSCs can be adjusted when wind power uncertainty is observed at the second stage. Moreover, the proposed model is transformed into a mixed integer second-order cone programming optimization problem by linearization and second-order cone relaxation techniques to solve. Finally, case studies are implemented on the modified IEEE 33-node AC/DC distribution system and the simulation results demonstrate the effectiveness of the proposed stochastic scheduling model and solving method.

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