For Wasserstein joint chance constraints with AGC-coupled uncertainty, FICA provably reproduces the CVaR feasible region while pruning most sample constraints, yielding large speedups.
Scenario-based economic dispatch with uncertain demand response,
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FICA: Faster Inner Convex Approximation of Chance Constrained Grid Dispatch with Decision-Coupled Uncertainty
For Wasserstein joint chance constraints with AGC-coupled uncertainty, FICA provably reproduces the CVaR feasible region while pruning most sample constraints, yielding large speedups.