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This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…

Optimization and Control · Mathematics 2025-04-15 Tao Hao , Jiaqiang Wen , Jie Xiong

Supply chain optimization schemes have more often than not underplayed the role of inherent stochastic fluctuations in the associated variables. The present article focuses on the associated reengagement and correlated renormalization of…

Optimization and Control · Mathematics 2015-01-26 Kostas Petridis , Amit K. Chattopadhyay , Prasanta K. Dey

This paper takes a fresh look at the economic theory that is motivation for pricing models, such as critical peak pricing (CPP), or surge pricing, and the demand response models advocated by policy makers and in the power systems…

Optimization and Control · Mathematics 2021-03-30 Hala Ballouz , Joel Mathias , Sean Meyn , Robert Moye , Joseph Warrington

This paper presents a method to determine the optimal location, energy capacity, and power rating of distributed battery energy storage systems at multiple voltage levels to accomplish grid control and reserve provision. We model…

Systems and Control · Electrical Eng. & Systems 2020-04-21 Stefano Massucco , Paola Pongiglione , Federico Silvestro , Mario Paolone , Fabrizio Sossan

As the penetration of variable renewable powergeneration increases in power systems around the world, systemsecurity is challenged. Ensuring that enough reserve capacity isavailable to balance the increased forecast errors introduced bywind…

Optimization and Control · Mathematics 2019-03-13 Christian Øyn Naversen , Hossein Farahmand , Arild Helseth

We consider the problem of optimally allocating a given total storage budget in a distributed storage system. A source has a data object which it can code and store over a set of storage nodes; it is allowed to store any amount of coded…

Information Theory · Computer Science 2016-11-15 Derek Leong , Alexandros G. Dimakis , Tracey Ho

The microgrid concept offers high flexibility and resilience due to the possibility of switching between grid-connected and stand-alone operation. This renders microgrids an auspicious solution for rural areas and critical infrastructure.…

Systems and Control · Electrical Eng. & Systems 2025-01-22 E. D. Gomez Anccas , C. A. Hans , D. Schulz

We propose a generic system model for a special category of interdependent networks, demand-supply networks, in which the demand and the supply nodes are associated with heterogeneous loads and resources, respectively. Our model sheds a…

Networking and Internet Architecture · Computer Science 2019-11-11 Seyyedali Hosseinalipour , Jiayu Mao , Do Young Eun , Huaiyu Dai

Demand response (DR) is a cost-effective and environmentally friendly approach for mitigating the uncertainties in renewable energy integration by taking advantage of the flexibility of customers' demands. However, existing DR programs…

Optimization and Control · Mathematics 2017-05-11 Joshua Comden , Zhenhua Liu , Yue Zhao

Maximizing robustness and minimizing cost are common objectives in the design of infrastructure networks. However, most infrastructure networks evolve and operate in a highly decentralized fashion, which may significantly impact the…

Physics and Society · Physics 2008-05-29 Dong-Hee Kim , Adilson E. Motter

This review analysis presents a comprehensive exploration of energy flexibility in modern power systems. It examines the roles and mechanisms of flexible technologies across three main categories: generators, energy storage systems (ESS),…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Jesus Silva-Rodriguez , Tianxia Zhao , Ran Mo , Xingpeng Li

Transmission system operators employ reserves to deal with unexpected variations of demand and generation to guarantee the security of supply. The French transmission system operator RTE dynamically sizes the required margins using a…

Optimization and Control · Mathematics 2024-05-14 Jonathan Dumas

We study linear policy approximations for the risk-conscious operation of an industrial energy system with uncertain wind power, significant and variable electricity demand, and high thermal output, as found in a modern foundry. The system…

Optimization and Control · Mathematics 2025-11-24 Johannes Nicklaus , Lea Brass , Gunnar Schubert

Frictional forces are a key ingredient of any physical description of the macroscopic world, as they account for the phenomena causing transformation of mechanical energy into heat. They are ubiquitous in nature, and a wide range of…

Soft Condensed Matter · Physics 2024-07-08 Andrea Plati , Alberto Petri , Marco Baldovin

Volatility measures the amplitude of price fluctuations. Despite it is one of the most important quantities in finance, volatility is not directly observable. Here we apply a maximum likelihood method which assumes that price and volatility…

Computational Finance · Quantitative Finance 2012-09-03 Jordi Camprodon , Josep Perelló

An energy storage technology is valuable if it makes energy systems cheaper. Traditional ways to improve storage technologies are to reduce their costs; however, the cheapest energy storage is not always the most valuable in energy systems.…

Systems and Control · Electrical Eng. & Systems 2022-07-12 Maximilian Parzen , Fabian Neumann , Addrian H. Van Der Weijde , Daniel Friedrich , Aristides Kiprakis

Energy harvesting systems have shown their unique benefit of ultra-long operation time without maintenance and are expected to be more prevalent in the era of Internet of Things. However, due to the batteryless nature, they suffer…

Hardware Architecture · Computer Science 2022-02-22 Jianping Zeng , Jongouk Choi , Xinwei Fu , Ajay Paddayuru Shreepathi , Dongyoon Lee , Changwoo Min , Changhee Jung

The advent of renewable energy has huge implications for the design and control of power grids. Due to increasing supply-side uncertainty, traditional reliability constraints such as strict bounds on current, voltage and temperature in a…

Optimization and Control · Mathematics 2019-05-24 Tommaso Nesti , Jayakrishnan Nair , Bert Zwart

This paper deals with the problem of clearing sequential electricity markets under uncertainty. We consider the European approach, where reserves are traded separately from energy to meet exogenous reserve requirements. Recently pro- posed…

Optimization and Control · Mathematics 2018-10-31 Vladimir Dvorkin , Stefanos Delikaraoglou , Juan M. Morales

The integration of storage and renewable resources fundamentally alters resource-adequacy analysis. Because storage couples decisions across time, it invalidates the traditional reliability models that are based on time-independent capacity…

Optimization and Control · Mathematics 2026-03-05 Baptiste Rabecq , Andy Sun , Feng Zhao , Tongxin Zheng , Xiaochu Wang , Yufan Zhang
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