Seminario Datalab
Real-time Pricing Strategy Based on Robust Optimization for Smart Grid
Ponente: Yang Yang (University of Shanghai for Science and Technology, PRC)Fecha: martes 18 de noviembre de 2025 - 12:30-13:00Lugar: Aula Gris 1, ICMAT
Resumen:
Robust optimization, as an effective approach for addressing uncertainty, overcomes the constraint of precise information on the probability distribution of uncertain variables. This talk provides a robust optimization-based real-time pricing strategy designed for smart grid. We first introduce the background of robust optimization and the dual uncertainties in the smart grid. We then summarize our main contributions: (1) a social welfare maximization model for real-time pricing based on robust optimization; (2) the model reformulation process that ensures computational tractability; and (3) the analysis of the numerical experiments which emphasize the importance of robust adjustment coefficient.
