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Short-term forecasts of energy consumption are invaluable for the operation of energy systems, including low voltage electricity networks. However, network loads are challenging to predict when highly desegregated to small numbers of…

Applications · Statistics 2023-01-10 Ciaran Gilbert , Jethro Browell , Bruce Stephen

We develop a generalized inverse optimization framework for fitting the cost vector of a single linear optimization problem given multiple observed decisions. This setting is motivated by ensemble learning, where building consensus from…

Optimization and Control · Mathematics 2020-06-08 Aaron Babier , Timothy C. Y. Chan , Taewoo Lee , Rafid Mahmood , Daria Terekhov

This paper details an investigation into the computational performance of algorithms used for solving a convex formulation of the optimization problem associated with model predictive control for energy management in hybrid electric…

Optimization and Control · Mathematics 2019-09-04 Sebastian East , Mark Cannon

Inverse problems involve making inference about unknown parameters of a physical process using observational data. This paper investigates an important class of inverse problems -- the estimation of the initial condition of a…

Methodology · Statistics 2023-02-09 Xiao Liu , Kyongmin Yeo

In a clustered observational study, a treatment is assigned to groups and all units within the group are exposed to the treatment. We develop a new method for statistical adjustment in clustered observational studies using approximate…

Methodology · Statistics 2023-03-06 Luke Keele , Eli Ben-Michael , Lindsay Page

We propose an enhancement to wholesale electricity markets whereby the exposure of consumers to increasingly large and volatile consumer payments arising as a byproduct of volatile real-time net loads -- i.e., loads minus renewable outputs…

Optimization and Control · Mathematics 2024-08-13 Daniel Bienstock , Yury Dvorkin , Cheng Guo , Robert Mieth , Jiayi Wang

The problem of demand inversion - a crucial step in the estimation of random utility discrete-choice models - is equivalent to the determination of stable outcomes in two-sided matching models. This equivalence applies to random utility…

Econometrics · Economics 2021-11-30 Odran Bonnet , Alfred Galichon , Yu-Wei Hsieh , Keith O'Hara , Matt Shum

Residential users in demand response programs must balance electricity costs and user dissatisfaction under real-time pricing. This study proposes a multiobjective model predictive control approach for home energy management systems with…

Systems and Control · Electrical Eng. & Systems 2026-01-14 Guan-Ting Lin , Wei-Yu Chiu , Chien-Feng Wu , Asef Nazari , Dhananjay Thiruvady

The system operator's scheduling problem in electricity markets, called unit commitment, is a non-convex mixed-integer program. The optimal value function is non-convex, preventing the application of traditional marginal pricing theory to…

General Economics · Economics 2024-10-03 Conleigh Byers , Brent Eldridge

Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…

Optimization and Control · Mathematics 2025-07-29 Meiling Yu , Lechen Feng , Lei Jiang , Yuan-Hua Ni

This paper examines the problem of state estimation in power distribution systems under low-observability conditions. The recently proposed constrained matrix completion method which combines the standard matrix completion method and power…

Optimization and Control · Mathematics 2020-06-09 Yajing Liu , April Sagan , Andrey Bernstein , Rui Yang , Xinyang Zhou , Yingchen Zhang

This paper proposes a Real-Time Market (RTM) platform for an aggregator and its corresponding prosumers to participate in the electricity wholesale market. The proposed energy market platform is modeled as a bilevel optimization problem…

Optimization and Control · Mathematics 2022-09-13 Koorosh Shomalzadeh , Jacquelien M. A. Scherpen , M. Kanat Camlibel

We consider an expected utility maximization problem where the utility function is not necessarily concave and the time horizon is uncertain. We establish a necessary and sufficient condition for the optimality for general non-concave…

Portfolio Management · Quantitative Finance 2021-10-14 Christian Dehm , Thai Nguyen , Mitja Stadje

We propose a simple empirical scaling law that describes load forecasting accuracy at different levels of aggregation. The model is justified based on a simple decomposition of individual consumption patterns. We show that for different…

Applications · Statistics 2017-09-01 Raffi Sevlian , Ram Rajagopal

The prediction of electrical power in combined cycle power plants is a key challenge in the electrical power and energy systems field. This power output can vary depending on environmental variables, such as temperature, pressure, and…

Signal Processing · Electrical Eng. & Systems 2019-08-06 Jesus L. Lobo , Igor Ballesteros , Izaskun Oregi , Javier Del Ser

This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…

Optimization and Control · Mathematics 2011-09-14 Q. Tran Dinh , C. Savorgnan , M. Diehl

Demand response for residential users is essential to the realization of modern smart grids. This paper proposes a multiobjective approach to designing a demand response program that considers the energy costs of residential users and the…

Systems and Control · Electrical Eng. & Systems 2026-01-15 Wei-Yu Chiu , Jui-Ting Hsieh , Chia-Ming Chen

This study proposes introducing convex optimization to find initial perturbations of atmospheric states to realize specified changes in subsequent weather. In the proposed method, we formulate and solve an inverse problem to find effective…

Atmospheric and Oceanic Physics · Physics 2026-01-13 Toshiyuki Ohtsuka , Atsushi Okazaki , Masaki Ogura , Shunji Kotsuki

In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However…

Optimization and Control · Mathematics 2012-10-30 Venkat Chandrasekaran , Benjamin Recht , Pablo A. Parrilo , Alan S. Willsky

Demand-side management presents significant benefits in reducing the energy load in smart grids by balancing consumption demands or including energy generation and/or storage devices in the user's side. These techniques coordinate the…

Optimization and Control · Mathematics 2016-05-06 Javier Zazo , Santiago Zazo , Sergio Valcarcel Macua