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Paper · arXiv

Decision-Focused Scenario Generation and Selection for Efficient and Robust Grid Dispatch

The increasing uncertainty from flexible demand and renewable generation has made distributionally robust optimization (DRO) an important tool for robust power system dispatch. DRO relies on forecast scenarios to construct ambiguity sets, but conventional scenario generation pipelines are often trained in an accuracy-oriented manner and may neglect spatial correlations among uncertainties. This mismatch can produce ambiguity sets that are statistically plausible but suboptimal for downstream operation. This work proposes a decision-focused generative framework for correlated scenario generation in DRO-based dispatch. Instead of training generative models solely to fit the historical uncer...

AuthorsYangze Zhou, Yihong Zhou, Thomas Morstyn et al.
Primary categorycs.LG
Published7 July 2026
Last updated at source7 July 2026
cs.LGcs.AI
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