Director of Research (if dissertation) or Advisor (if thesis)
Bose, Subhonmesh
Doctoral Committee Chair(s)
Bose, Subhonmesh
Committee Member(s)
Basar, Tamer
Srikant, Rayadurgam
Dominguez-Garcia, Alejandro D
Tong, Lang
Department of Study
Electrical & Computer Eng
Discipline
Electrical & Computer Engr
Degree Granting Institution
University of Illinois at Urbana-Champaign
Degree Name
Ph.D.
Degree Level
Dissertation
Keyword(s)
Risk-sensitive Optimization
Conditional Value At Risk
Power Systems
Electricity Markets
Language
eng
Abstract
In this thesis, we study methods of incorporating uncertainty, whether it be discrete component failures or continuous variability in renewable energy, explicitly in decision-making for power systems operations and planning. We model this uncertainty in a risk-sensitive fashion using the conditional value at risk measure, presenting formulations to capture these uncertainties, as well as market design around them. We then study algorithms to solve such problems, in a more general form, exploring decomposition-based approaches such as critical region exploration and Benders' decomposition to handle discrete uncertainty, and a stochastic approximation approach to handle continuous uncertainty.
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