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The rapid expansion of wind and solar energy leads to an increasing volatility in the electricity generation. Previous studies have shown that storage devices provide an opportunity to balance fluctuations in the power grid. An economical…

Optimization and Control · Mathematics 2017-11-06 Lars Siemer , Wided Medjroubi

With increasing installation of wind and solar generation, conventional synchronous generators in power systems are gradually displaced resulting in a significant reduction in system inertia. Maintaining system frequency within acceptable…

Systems and Control · Electrical Eng. & Systems 2022-05-31 Mingjian Tuo , Xingpeng Li

In stochastic optimisation, the large number of scenarios required to faithfully represent the underlying uncertainty is often a barrier to finding efficient numerical solutions. This motivates the scenario reduction problem: by find a…

Optimization and Control · Mathematics 2021-06-23 Julien Keutchayan , Janosch Ortmann , Walter Rei

This paper proposes a novel methodology for probabilistic dynamic security assessment and enhancement of power systems that considers load and generation variability, N-2 contingencies, and uncertain cascade propagation caused by uncertain…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Frédéric Sabot , Pierre-Etienne Labeau , Pierre Henneaux

As net-load becomes less predictable there is a lot of pressure in changing decision models for power markets such that they account explicitly for future scenarios in making commitment decisions. This paper proposes to make commitment…

Optimization and Control · Mathematics 2016-12-21 Bita Analui , Anna Scaglione

We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…

Optimization and Control · Mathematics 2024-02-06 Alessandro Balata , Michael Ludkovski , Aditya Maheshwari , Jan Palczewski

With rapid integration of power sources with uncertainty, robustness must be carefully considered in the transmission constrained unit commitment (TCUC) problem. The overall computational complexity of the robust TCUC methods is closely…

Optimization and Control · Mathematics 2018-10-16 Xuan Li , Qiaozhu Zhai , Xiaohong Guan

Two-stage robust unit commitment (RUC) models have been widely used for day-ahead energy and reserve scheduling under high renewable integration. The current state of the art relies on budget-constrained polyhedral uncertainty sets to…

Optimization and Control · Mathematics 2019-05-14 Alexandre Velloso , Alexandre Street , David Pozo , José M. Arroyo , Noemi G. Cobos

To take unit commitment (UC) decisions under uncertain net load, most studies utilize a stochastic UC (SUC) model that adopts a one-size-fits-all representation of uncertainty. Disregarding contextual information such as weather forecasts…

Optimization and Control · Mathematics 2022-12-01 Ogun Yurdakul , Feng Qiu , Sahin Albayrak

Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Tianyang Yi , D. Adrian Maldonado , Anirudh Subramanyam

Real-time dispatch practices for operating the electric grid in an economic and reliable manner are evolving to accommodate higher levels of renewable energy generation. In particular, stochastic optimization is receiving increased…

Optimization and Control · Mathematics 2018-06-28 Ryan N. King , Matthew Reynolds , Devon Sigler , Wesley Jones

Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of…

Optimization and Control · Mathematics 2020-07-09 Yiwei Qiu , Jin Lin , Xiaoshuang Chen , Feng Liu , Yonghua Song

This brief paper proposes an uncertainty quantification method for the periodic steady-state (PSS) analysis with both Gaussian and non-Gaussian variations. Our stochastic testing formulation for the PSS problem provides superior efficiency…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Tarek A. El-Moselhy , Paolo Maffezzoni , Ibrahim , M. Elfadel , Luca Daniel

Nonlinear non-Gaussian state-space models are ubiquitous in statistics, econometrics, information engineering and signal processing. Particle methods, also known as Sequential Monte Carlo (SMC) methods, provide reliable numerical…

Computation · Statistics 2015-09-11 Nikolas Kantas , Arnaud Doucet , Sumeetpal S. Singh , Jan Maciejowski , Nicolas Chopin

This paper presents an online energy management system for an energy hub where electric vehicles are charged combining on-site photovoltaic generation and battery energy storage with the power grid, with the objective to decide on the…

Systems and Control · Electrical Eng. & Systems 2025-09-01 Diego Fernández-Zapico , Theo Hofman , Mauro Salazar

Motion planning for autonomous driving must account for multi-modal uncertainty in both the intentions and trajectories of surrounding vehicles. Handling uncertainty in a worst-case manner guarantees robustness but often leads to excessive…

Robotics · Computer Science 2026-05-22 Zekun Xing , Ramkrishna Chaudhari , Marion Leibold , Dirk Wollherr , Martin Buss

This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…

Optimization and Control · Mathematics 2019-11-26 Kazuhide Okamoto , Panagiotis Tsiotras

Wind power is playing an increasingly important role in electricity markets. However, it's inherent variability and uncertainty cause operational challenges and costs as more operating reserves are needed to maintain system reliability.…

Optimization and Control · Mathematics 2016-03-01 Yishen Wang , Zhi Zhou , Cong Liu , Audun Botterud

Security Constraint Unit commitment (SCUC) is one of the significant challenges in operation of power grids which tries to regulate the status of the generation units (ON or OFF) and providing an efficient power dispatch within the grid.…

Neural and Evolutionary Computing · Computer Science 2018-06-22 Ali Yazdandoost , Peyman Khazaei , Rahim Kamali , Salar Saadatian

A fast and scalable iterative methodology for solving the security-constrained optimal power flow (SCOPF) problem is proposed using problem decomposition and the inverse matrix modification lemma. The SCOPF formulation tackles system…

Optimization and Control · Mathematics 2024-07-22 Matias Vistnes , Vijay Venu Vadlamudi , Oddbjørn Gjerde