预测在不确定性规划中的价值：扩展版
Value of forecasts in planning under uncertainty: Extended version
摘要：
在不确定性日益增加的环境中，例如基于可再生能源的智能电网应用，规划可以受益于对不确定性的预测，并系统地评估预测信息的效用。我们认为这些问题的规划框架中，预测被解释为约束的可能概率分布的不确定数量的利益可能有。规划的目标是稳健地最大化给定的效用函数的期望值，结合与预测一致的最坏情况分布。在温和的技术假设下，我们证明了该问题可以转化为凸优化。我们利用这种重新制定，以评估如何信息的预测是在确定最佳的规划决策，以及指导如何预测可以适当地改进，以获得更高的实用价值。电力市场中风能交易的数值例子说明了我们的结果。
英文摘要：
In environments with increasing uncertainty, such as smart grid applications based on renewable energy, planning can benefit from incorporating forecasts about the uncertainty and from systematically evaluating the utility of the forecast information. We consider these issues in a planning framework in which forecasts are interpreted as constraints on the possible probability distributions that the uncertain quantity of interest may have. The planning goal is to robustly maximize the expected value of a given utility function, integrated with respect to the worst-case distribution consistent with the forecasts. Under mild technical assumptions we show that the problem can be reformulated into convex optimization. We exploit this reformulation to evaluate how informative the forecasts are in determining the optimal planning decision, as well as to guide how forecasts can be appropriately refined to obtain higher utility values. A numerical example of wind energy trading in electricity markets illustrates our results.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
