Han, Shuo and Topcu, Ufuk and Tao, Molei and Owhadi, Houman and Murray, Richard M. (2012) Convex optimal uncertainty quantification: Algorithms and a case study in energy storage placement for power grids study. California Institute of Technology , Pasadena, CA. (Submitted) http://resolver.caltech.edu/CaltechCDSTR:2012.002
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How does one evaluate the performance of a stochastic system in the absence of a perfect model (i.e. probability distribution)? We address this question under the framework of optimal uncertainty quantification (OUQ), which is an information-based approach for worst-case analysis of stochastic systems. We are able to generalize previous results and show that the OUQ problem can be solved using convex optimization when the function under evaluation can be expressed in a polytopic canonical form (PCF). We also propose iterative methods for scaling the convex formulation to larger systems. As an application, we study the problem of storage placement in power grids with renewable generation. Numerical simulation results for simple artificial examples as well as an example using the IEEE 14-bus test case with real wind generation data are presented to demonstrate the usage of OUQ analysis.
|Item Type:||Report or Paper (Technical Report)|
|Additional Information:||This work is supported by the National Science Foundation (NSF) grant CNS-0931746.|
|Group:||Control and Dynamical Systems Technical Reports|
|Usage Policy:||No commercial reproduction, distribution, display or performance rights in this work are provided.|
|Deposited By:||Shuo Han|
|Deposited On:||24 Sep 2012 19:24|
|Last Modified:||26 Dec 2012 16:14|
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