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Current contingency reserve criteria ignore the likelihood of individual contingencies and, thus, their impact on system reliability and risk. This paper develops an iterative approach, inspired by the current security-constrained unit…

Systems and Control · Electrical Eng. & Systems 2022-05-10 Robert Mieth , Yury Dvorkin , Miguel A. Ortega-Vazquez

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

We propose a multi-stage stochastic programming model for the optimal participation of energy communities in electricity markets. The multi-stage aspect captures the different times at which variable renewable generation and electricity…

Optimization and Control · Mathematics 2025-10-07 Albert Solà Vilalta , Ignasi Mañé , F. - Javier Heredia

This paper deals with the challenge of short-circuit calculation for power systems dominated by power electronics converters. A novel methodology has been presented to identify short-circuit equilibrium point of the studied system…

Systems and Control · Electrical Eng. & Systems 2022-12-20 Jie Song , Marc Cheah-Mane , Eduardo Prieto-Araujo , Oriol Gomis-Bellmunt

Currently, system operators implement demand response by dispatching controllable loads for economic reasons in day-ahead scheduling. Particularly, demand shifting from peak hours when the cost of electricity is higher to non-peak hours to…

Optimization and Control · Mathematics 2020-06-23 Arun Venkatesh Ramesh , Xingpeng Li

Power system state estimation plays a fundamental and critical role in the energy management system (EMS). To achieve a high performance and accurate system states estimation, a graph computing based distributed state estimation approach is…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-02-25 Yi Lu , Chen Yuan , Xiang Zhang , Hua Huang , Guangyi Liu , Renchang Dai , Zhiwei Wang

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

We address the problem of maintaining high voltage power transmission networks in security at all time, namely anticipating exceeding of thermal limit for eventual single line disconnection (whatever its cause may be) by running slow, but…

Machine Learning · Statistics 2018-05-04 Benjamin Donnot , Isabelle Guyon , Antoine Marot , Marc Schoenauer , Patrick Panciatici

Uncertainties have become a major concern in integrated circuit design. In order to avoid the huge number of repeated simulations in conventional Monte Carlo flows, this paper presents an intrusive spectral simulator for statistical circuit…

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

This paper introduces a new stochastic hybrid system (SHS) framework for contingency detection in modern power systems (MPS). The framework uses stochastic hybrid system representations in state space models to expand and facilitate…

Systems and Control · Electrical Eng. & Systems 2024-06-04 Shuo Yuan , Le Yi Wang , George Yin , Masoud H. Nazari

This paper introduces a novel approach to addressing uncertainty and associated risks in power system management, focusing on the discrepancies between forecasted and actual values of load demand and renewable power generation. By employing…

Optimization and Control · Mathematics 2024-08-12 Rene Carmona , Ronnie Sircar , Xinshuo Yang

This paper introduces a two-level robust approach to estimate the unknown states of a large-scale power system while the measurements and network parameters are subjected to uncertainties. The bounded data uncertainty (BDU) considered in…

Systems and Control · Electrical Eng. & Systems 2022-12-14 Shiva Moshtagh , Mehdi Rahmani

In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as…

Machine Learning · Statistics 2026-04-17 Connie Trojan , Pavel Myshkov , Paul Fearnhead , James Hensman , Tom Minka , Christopher Nemeth

Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…

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…

Systems and Control · Electrical Eng. & Systems 2020-01-09 Miguel Picallo , Florian Dörfler

This paper introduces the first quantum computing framework for Stochastic Quantum Power Flow (SQPF) analysis in power systems. The proposed method leverages quantum states to encode power flow distributions, enabling the use of Quantum…

Quantum Physics · Physics 2025-01-13 Brynjar Sævarsson , Hjörtur Jóhannsson , Spyros Chatzivasileiadis

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

Stochastic spectral methods have become a popular technique to quantify the uncertainties of nano-scale devices and circuits. They are much more efficient than Monte Carlo for certain design cases with a small number of random parameters.…

Computational Engineering, Finance, and Science · Computer Science 2016-03-22 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

When simulating a complex stochastic system, the behavior of output response depends on input parameters estimated from finite real-world data, and the finiteness of data brings input uncertainty into the system. The quantification of the…

Risk Management · Quantitative Finance 2017-12-20 Helin Zhu , Tianyi Liu , Enlu Zhou

The paper proposes a computationally efficient electricity market simulation tool (MST) suitable for future grid scenario analysis. The market model is based on a unit commitment (UC) problem and takes into account the uptake of emerging…

Optimization and Control · Mathematics 2017-06-13 Shariq Riaz , Gregor Verbic , Archie C. Chapman
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