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The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

Decentralized stochastic control problems with local information involve problems where multiple agents and subsystems which are coupled via dynamics and/or cost are present. Typically, however, the dynamics of such couplings is complex and…

Optimization and Control · Mathematics 2024-06-03 Zachary Selk , Serdar Yüksel

We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…

Optimization and Control · Mathematics 2024-08-27 Zhesheng Liu , Mihail Zervos

We study decentralized estimation of time-varying signals at a fusion center, when energy harvesting sensors transmit sampled data over rate-constrained links. We propose dynamic strategies to select radio parameters, sampling set, and…

Signal Processing · Electrical Eng. & Systems 2020-08-05 C. Battiloro , P. Di Lorenzo , P. Banelli , S. Barbarossa

Individualized products and shorter product life cycles have driven companies to rethink traditional mass production. New concepts like Industry 4.0 foster the advent of decentralized production control and distribution of information. A…

Multiagent Systems · Computer Science 2022-05-13 Felix Gehlhoff , Alexander Fay

Contemporary industrial parks are challenged by the growing concerns about high cost and low efficiency of energy supply. Moreover, in the case of uncertain supply/demand, how to mobilize delay-tolerant elastic loads and compensate…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Dafeng Zhu , Bo Yang , Chengbin Ma , Zhaojian Wang , Shanying Zhu , Kai Ma , Xinping Guan

The purpose of this paper is to study conflicting objectives between the grid operator and consumers in a future smart grid. Traditionally, customers in electricity grids have different demand profiles and it is generally assumed that the…

Optimization and Control · Mathematics 2012-12-11 Naveed Ul Hassan , Xiumin Wang , Shisheng Huang , Chau Yuen

Decentralized energy management is of paramount importance in smart microgrids with renewables for various reasons including environmental friendliness, reduced communication overhead, and resilience to failures. In this context, the…

Optimization and Control · Mathematics 2014-01-24 Yu Zhang , Georgios B. Giannakis

A coordinated trading process is proposed as a design for an electricity market with significant uncertainty, perhaps from renewables. In this process, groups of agents propose to the system operator (SO) a contingent buy and sell trade…

Optimization and Control · Mathematics 2017-08-28 Junjie Qin , Ram Rajagopal , Pravin Varaiya

We consider the decentralized control of radial distribution systems with controllable photovoltaic inverters and energy storage resources. For such systems, we investigate the problem of designing fully decentralized controllers that…

Optimization and Control · Mathematics 2017-05-03 Weixuan Lin , Eilyan Bitar

Operating modern power grids with stability guarantees is admittedly imperative. Classic stability methods are not well-suited for these dynamic systems as they involve centralized gathering of information and computation of the system's…

Systems and Control · Electrical Eng. & Systems 2020-03-18 Stefanos Baros , Andrey Bernstein , Nikos Hatziargyriou

In this paper, we propose to model the energy consumption of smart grid households with energy storage systems as an intertemporal trading economy. Intertemporal trade refers to transaction of goods across time when an agent, at any time,…

Other Computer Science · Computer Science 2015-06-17 Jayaprakash Rajasekharan , Visa Koivunen

This study focusses on self-balancing microgrids to smartly utilize and prevent overdrawing of available power capacity of the grid. A distributed framework for automated distribution of optimal power demand is proposed, where all building…

Systems and Control · Computer Science 2017-01-20 Meenakshi Chatterjee

In this paper, we consider the electricity cost minimization problem in a residential network where each community is equipped with a distributed power generation source and every household in the community has a set of essential and…

Optimization and Control · Mathematics 2012-12-11 Yi Liu , Naveed Ul Hassan , Shisheng Huang , Chau Yuen

This paper considers a problem where multiple users make repeated decisions based on their own observed events. The events and decisions at each time step determine the values of a utility function and a collection of penalty functions. The…

Optimization and Control · Mathematics 2013-05-13 Michael J. Neely

Frequency non-selective time-selective multiple access channels in which transmitters can freely choose their power control policy are considered. The individual objective of the transmitters is to maximize their averaged energy-efficiency.…

Computer Science and Game Theory · Computer Science 2011-07-22 François Mériaux , Maël Le Treust , Samson Lasaulce , Michel Kieffer

This paper explores an idea of demand-supply balance for smart grids in which consumers are expected to play a significant role. The main objective is to motivate the consumer, by maximizing their benefit both as a seller and a buyer, to…

Computer Science and Game Theory · Computer Science 2013-04-04 Wayes Tushar , Jian A. Zhang , David B. Smith , Sylvie Thiebaux , H. Vincent Poor

Motivated by the Internet-of-things and sensor networks for cyberphysical systems, the problem of dynamic sensor activation for the centralized tracking of an i.i.d. time-varying process is examined. The tradeoff is between energy…

Optimization and Control · Mathematics 2018-04-12 Arpan Chattopadhyay , Urbashi Mitra

We propose a decentralized game-theoretic framework for dynamic task allocation problems for multi-agent systems. In our problem formulation, the agents' utilities depend on both the rewards and the costs associated with the successful…

Multiagent Systems · Computer Science 2021-08-19 Efstathios Bakolas , Yoonjae Lee

A central challenge in using price signals to coordinate the electricity consumption of a group of users is the operator's lack of knowledge of the users due to privacy concerns. In this paper, we develop a two-time-scale incentive…

Computer Science and Game Theory · Computer Science 2024-04-01 Jiayi Li , Matthew Motoki , Baosen Zhang
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