Related papers: Combined Stochastic Optimization of Frequency Cont…
This paper considers the control of uncertain systems that are operated under limited resource factors, such as battery life or hardware longevity. We consider here resource-aware self-triggered control techniques that schedule system…
We consider the problem of distributed secondary frequency regulation in power networks such that stability and an optimal power allocation are attained. This is a problem that has been widely studied in the literature, and two main control…
Robots have a finite supply of resources such as fuel, battery charge, and storage space. The aim of the Stochastic Collection and Replenishment (SCAR) scenario is to use dedicated agents to refuel, recharge, or otherwise replenish robots…
Enabling fast charging for lithium ion batteries is critical to accelerating the green energy transition. As such, there has been significant interest in tailored fast-charging protocols computed from the solutions of constrained optimal…
This paper focuses on stochastic optimal control problems with constraints in law, which are rewritten as optimization (minimization) of probability measures problem on the canonical space. We introduce a penalized version of this type of…
This paper presents a framework for optimizing the power allocation between a battery and supercapacitor in an electric vehicle energy storage system. A convex optimal control formulation is proposed that minimizes total energy consumption…
In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…
We develop a Monte-Carlo based numerical method for solving discrete-time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory…
This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…
This paper deals with distributed control of microgrids composed of storages, generators, renewable energy sources, critical and controllable loads. We consider a stochastic formulation of the optimal control problem associated to the…
After over a century of internal combustion engines ruling the transport sector, electric vehicles appear to be on the verge of gaining traction due to a slew of advantages, including lower operating costs and lower CO2 emissions. By using…
This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where…
While many techniques have been developed for chance constrained stochastic optimal control with Gaussian disturbance processes, far less is known about computationally efficient methods to handle non-Gaussian processes. In this paper, we…
We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…
Battery Energy Storage Systems (BESS) can mitigate effects of intermittent energy production from renewable energy sources and play a critical role in peak shaving and demand charge management. To optimally size the BESS from an economic…
Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…
We show how a stochastic version of the Lagrange multiplier method can be combined with the stochastic maximum principle for jump diffusions to solve certain constrained stochastic optimal control problems. Two different terminal…
In this paper, we investigate the problem of routing, rebalancing, and charging for electric autonomous mobility-on-demand systems concerning traffic congestion. We analyze the problem at the macroscopical level and use a volume-delay…
With the increasing integration of power plants into the frequency-regulation markets, the importance of optimal trading has grown substantially. This paper conducts an in-depth analysis of their optimal trading behavior in sequential…
We study the continuity properties of optimal solutions to stochastic control problems with respect to initial probability measures and applications of these to the robustness of optimal control policies applied to systems with incomplete…