Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Toward Using Surrogates to Accelerate Solution of Stochastic Electricity
  Grid Operations Problems   Stochastic unit commitment models typically handle uncertainties in forecast
demand by considering a finite number of realizations from a stochastic process
model for loads. Accurate evaluations of expectations or higher moments for the
quantities of interest require a prohibitively large number of model
evaluations. In this paper we propose an alternative approach based on using
surrogate models valid over the range of the forecast uncertainty. We consider
surrogate models based on Polynomial Chaos expansions, constructed using sparse
quadrature methods. Considering expected generation cost, we demonstrate the
approach can lead to several orders of magnitude reduction in computational
cost relative to using Monte Carlo sampling on the original model, for a given
target error threshold.

25
The categories of this paper are: patt-sol
16
The categories of this paper are: stat
22
The categories of this paper are: chao-dyn
21
The categories of this paper are: adap-org
29
The categories of this paper are: funct-an
6
The categories of this paper are: astro-ph
31
The categories of this paper are: ao-sci
36
The categories of this paper are: cmp-lg
34
The categories of this paper are: chem-ph
11
The categories of this paper are: hep-lat
19
The categories of this paper are: eess
4
The categories of this paper are: cond-mat
7
The categories of this paper are: hep-th
33
The categories of this paper are: plasm-ph
9
The categories of this paper are: nlin
27
The categories of this paper are: comp-gas