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Information-Gap Decision Theory: Principles and Fundamentals

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Robust Optimal Planning and Operation of Electrical Energy Systems

Abstract

Solving optimization problems with multiple uncertainties has always been a challenging task in different scopes of science. While different approaches have been developed to take advantage of the stochastic space of the problem, these methods are intensively dependent of the probabilistic information of various variables which are not always available. Relying on the severity of the failure, information-gap decision theory (IGDT) is a robust optimization approach which is entirely autonomous from probabilistic information. In this model, a forecasted amount is presumed for each uncertain variable, and the sensitivity of objective functions is analyzed according to the deviation of each of these uncertain parameters from their forecasted value. In this method, two main types of uncertainty set models including energy-bound model and envelope-bound model are handled. In this chapter, these principles and fundamentals of IGDT are described.

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Author information

Authors and Affiliations

  1. Electrical Engineering Department, University of Kurdistan, Sanandaj, Iran

    Navid Rezaei

  2. School of Electrical Engineering and Telecommunication, University of New South Wales, Sydney, NSW, Australia

    Abdollah Ahmadi

  3. Department of Electrical, Electronic, and Information Engineering, University of Bologna, Bologna, Italy

    Ali Esmaeel Nezhad

  4. Electrical Engineering Department, Iran University of Science and Technology, Tehran, Iran

    Amirhossein Khazali

Authors
  1. Navid Rezaei
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  2. Abdollah Ahmadi
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  3. Ali Esmaeel Nezhad
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  4. Amirhossein Khazali
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Corresponding author

Correspondence to Abdollah Ahmadi .

Editor information

Editors and Affiliations

  1. Faculty of Electrical and Computer Engineering, University of Tabriz, Tabriz, Iran

    Behnam Mohammadi-ivatloo

  2. Faculty of Electrical and Computer Engineering, University of Tabriz, Tabriz, Iran

    Morteza Nazari-Heris

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Rezaei, N., Ahmadi, A., Nezhad, A.E., Khazali, A. (2019). Information-Gap Decision Theory: Principles and Fundamentals. In: Mohammadi-ivatloo, B., Nazari-Heris, M. (eds) Robust Optimal Planning and Operation of Electrical Energy Systems. Springer, Cham. https://doi.org/10.1007/978-3-030-04296-7_2

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  • DOI: https://doi.org/10.1007/978-3-030-04296-7_2

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-04295-0

  • Online ISBN: 978-3-030-04296-7

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