English
Related papers

Related papers: Stochastic Interchange Scheduling in the Real-Time…

200 papers

This paper addresses the two-stocking locations single item non-stationary stochastic lot-sizing problem. The inventory level at each location is reviewed periodically. Items can be reordered and received from a common central warehouse and…

Optimization and Control · Mathematics 2022-03-31 Xiyuan Ma , Roberto Rossi , Thomas Archibald

Ridesharing markets are complex: drivers are strategic, rider demand and driver availability are stochastic, and complex city-scale phenomena like weather induce large scale correlation across space and time. At the same time, past work has…

Optimization and Control · Mathematics 2022-05-20 J. Massey Cashore , Peter I. Frazier , Eva Tardos

In the electric system, extreme weather events can cause trips or physical damage to transmission lines, leading to large-scale load shedding. To mitigate power shedding, we propose a framework that pre-positions the commitment of…

Optimization and Control · Mathematics 2026-04-07 Yongzheng Dai , Antonio J. Conejo , Feng Qiu

The railway timetables are designed in an optimal manner to maximize the capacity usage of the infrastructure concerning different objectives besides avoiding conflicts. The real-time railway traffic management problem occurs when the…

Optimization and Control · Mathematics 2024-10-28 László Lindenmaier , István Ferenc Lövétei , Szilárd Aradi

This paper presents a medium-term self-scheduling optimization of pumped hydro storage power plants with detailed consideration of short-term flexibility. A decomposition of the problem into inter- and intrastage subproblems, where the…

Optimization and Control · Mathematics 2014-03-20 Hubert Abgottspon , Göran Andersson

Energy storage is expected to play an increasingly important role in mitigating variations that come along with the growing penetration of renewable energy. In this paper, we study the optimal bidding of an energy storage unit in a…

Optimization and Control · Mathematics 2021-09-29 Yue Chen , Wei Wei , Tongxin Li , Yunhe Hou , Feng Liu , João P. S. Catalão

Modern market management systems continue to evolve due to the intentions to improve system security and reliability. This evolvement has been leading to a transition of market auction models from a deterministic structure with…

Systems and Control · Electrical Eng. & Systems 2021-02-22 Mohammad Ghaljehei , Mojdeh Khorsand

This paper studies the scheduling of a large population of non-preemptive flexible electric loads, each of which has a flexible starting time but once started will follow a fixed load shape until completion. We first formulate the…

Optimization and Control · Mathematics 2025-03-10 Mehdi Davoudi , Mingyu Chen , Junjie Qin

High penetration of renewable energy source makes microgrid (MGs) be environment friendly. However, the stochastic input from renewable energy resource brings difficulty in balancing the energy supply and demand. Purchasing extra energy…

Systems and Control · Computer Science 2017-03-21 Zhenyu Qiao , Bo Yang , Qimin Xu , Fei Xiong , Cailian Chen , Xinping Guan , Bei Chen

This study presents optimization problems to jointly determine long-term network design, mid-term fleet sizing strategy, and short-term routing and ridesharing matching in shared autonomous vehicle (SAV) systems with pre-booked and…

Optimization and Control · Mathematics 2024-09-19 Riki Kawase

Currently, the utilization rate of public plug-in electric vehicle (PEV) charging stations is only 15%. During the other 85% of the time, the chargers are either idle or occupied by a fully charged PEV. Strategically switching a fully…

Optimization and Control · Mathematics 2019-01-23 Teng Zeng , Hongcai Zhang , Scott Moura

The modelling of modern power markets requires the representation of the following main features: (i) a stochastic dynamic decision process, with uncertainties related to renewable production and fuel costs, among others; and (ii) a…

Optimization and Control · Mathematics 2019-10-10 Joaquim Dias Garcia , Raphael Chabar

We formulate an optimal scheduling problem for battery swapping that assigns to each electric vehicle (EV) a best station to swap its depleted battery based on its current location and state of charge. The schedule aims to minimize total…

Optimization and Control · Mathematics 2016-11-24 Pengcheng You , Steven H. Low , Wayes Tushar , Guangchao Geng , Chau Yuen , Zaiyue Yang , Youxian Sun

This paper investigates inland port infrastructure investment planning under uncertain commodity demand conditions. A two-stage stochastic optimization is developed to model the impact of demand uncertainty on infrastructure planning and…

Optimization and Control · Mathematics 2022-08-12 Sanjeev Bhurtyal , Sarah Hernandez , Sandra Eksioglu , Manzi Yves

The accurate prediction of short-term electricity prices is vital for effective trading strategies, power plant scheduling, profit maximisation and efficient system operation. However, uncertainties in supply and demand make such…

Econometrics · Economics 2023-04-20 Mira Watermeyer , Thomas Möbius , Oliver Grothe , Felix Müsgens

We consider a multi-stage stochastic lot-sizing problem with service level constraints and supplier-driven product substitution. A firm has multiple products and it has the option to meet demand from substitutable products at a cost.…

Optimization and Control · Mathematics 2023-01-03 Narges Sereshti , Merve Bodur , James R. Luedtke

The supply of electrical energy is being increasingly sourced from renewable generation resources. The variability and uncertainty of renewable generation, compared to a dispatch-able plant, is a significant dissimilarity of concern to the…

Optimization and Control · Mathematics 2017-11-16 Farhad Samadi Gazijahani , Javad Salehi

Maintenance planning plays a key role in power system operations under uncertainty by helping system operators ensure a reliable and secure power grid. This paper studies a short-term condition-based integrated maintenance planning with…

Optimization and Control · Mathematics 2022-01-13 Bahar Cennet Okumusoglu , Beste Basciftci , Burak Kocuk

Stochastic resetting is a driving mechanism that is known to minimize the first passage time to reach a target, at the cost of energy expenditure. The choice of the physical implementation of each resetting event determines the tradeoff…

Statistical Mechanics · Physics 2025-07-29 Rémi Goerlich , Kristian Stølevik Olsen , Hartmut Löwen , Yael Roichman

Due to the limited predictability of wind power and other stochastic generation, trading this energy in competitive electricity markets is challenging. This paper derives revenue-maximising and risk-constrained strategies for stochastic…

General Finance · Quantitative Finance 2018-05-31 Jethro Browell