Related papers: Distributed Scenario-Based Optimization for Asset …
This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…
This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…
In this paper we set up an optimal control framework for a hybrid stochastic system with dual or multiple Markov switching diffusion processes, while Markov chains governing these switching diffusions are not identical as assumed by the…
Increased penetration of Distributed Energy Resources (DER) and Renewable Energy Systems (RES) transforming the conventional distribution grid into a transactive framework supervised by a distribution system operator (DSO). Although the…
In this paper, a stochastic approximation (SA) based distributed algorithm is proposed to solve the resource allocation (RA) with uncertainties. In this problem, a group of agents cooperatively optimize a separable optimization problem with…
Many optimization problems incorporate uncertainty affecting their parameters and thus their objective functions and constraints. As an example, in chance-constrained optimization the constraints need to be satisfied with a certain…
The scenario-based optimization approach (`scenario approach') provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under a finite number of sampled…
In this paper we consider distributed allocation problems with memory constraint limits. Firstly, we propose a tractable relaxation to the problem of optimal symmetric allocations from [1]. The approximated problem is based on the Q-error…
Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…
This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…
In this paper, we investigate the distributed optimal control problem for a kind of nonlinear multi-agent systems. In particular,both the state and the system dynamic structures of each agent are private and can only be shared among…
This paper presents a simulation approach to enhance the performance of heuristics for multi-project scheduling. Unlike other heuristics available in the literature that use only one priority criterion for resource allocation, this paper…
We consider a resource management problem in a multi-cell downlink OFDMA network, whereby the goal is to find the optimal per base station resource allocation and user-base station assignment. The users are assumed to be strategic/selfish…
Allocating scarce resources among agents to maximize global utility is, in general, computationally challenging. We focus on problems where resources enable agents to execute actions in stochastic environments, modeled as Markov decision…
The arrival of small-scale distributed energy generation in the future smart grid has led to the emergence of so-called prosumers, who can both consume as well as produce energy. By using local generation from renewable energy resources,…
Climate change has led to an increase in the frequency and severity of extreme weather events, posing significant challenges for power distribution systems. In response, this work presents a planning approach in order to enhance the…
We develop a non-parametric, data-driven, tractable approach for solving multistage stochastic optimization problems in which decisions do not affect the uncertainty. The proposed framework represents the decision variables as elements of a…
In this paper, we propose a stochastic scheduling strategy for estimating the states of N discrete-time linear time invariant (DTLTI) dynamic systems, where only one system can be observed by the sensor at each time instant due to practical…
To mitigate global climate change, distributed energy resources (DERs), such as distributed generators, flexible loads, and energy storage systems (ESSs), have witnessed rapid growth in power distribution systems. When properly managed,…
Motivated by the cost savings that can be obtained by sharing resources in a network context, we consider a stylized, yet representative model, for the coordination of maintenance and service logistics for a geographic network of assets.…