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The increased market penetration of renewable energy sources and the rapid development of electric battery storage technologies yield a potential for reducing electricity price volatility while maintaining stability of the power grid. This…

Optimization and Control · Mathematics 2017-06-13 Juri Hinz , Jeremy Yee

This paper studies the efficiency of battery storage operations in electricity markets by comparing the social welfare gain achieved by a central planner to that of a decentralized profit-maximizing operator. The problem is formulated in a…

Computer Science and Game Theory · Computer Science 2026-02-24 Zhile Jiang , Xinhao Nie , Stratis Skoulakis

In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…

Optimization and Control · Mathematics 2019-05-02 Liangquan Zhang , Xun Li

Electricity prices and the end user net load vary with time. Electricity consumers equipped with energy storage devices can perform energy arbitrage, i.e., buy when energy is cheap or when there is a deficit of energy, and sell it when it…

Systems and Control · Electrical Eng. & Systems 2020-02-06 Md Umar Hashmi , Arpan Mukhopadhyay , Ana Bušić , Jocelyne Elias

Electricity storage is used for intertemporal price arbitrage and for ancillary services that balance unforeseen supply and demand fluctuations via frequency regulation. We present an optimization model that computes bids for both arbitrage…

Optimization and Control · Mathematics 2026-05-12 Dirk Lauinger , Luc Coté , Andy Sun

Motivated by the inadequacy of the existing control strategies for power systems affected by time-varying uncontrolled power injections such as loads and the increasingly widespread renewable energy sources, this paper proposes two control…

Systems and Control · Electrical Eng. & Systems 2020-10-27 Amirreza Silani , Michele Cucuzzella , Jacquelien M. A. Scherpen , Mohammad Javad Yazdanpanah

The increasing amount of controllable generation and consumption in distribution grids poses a severe challenge in keeping voltage values within admissible ranges. Existing approaches have considered different optimal power flow…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Miguel Picallo , Adolfo Anta , Bart De Schutter

In many power grids, a large portion of the energy costs for commercial and industrial consumers are set with reference to the coincident peak load, the demand during the maximum system-wide peak, and their own maximum peak load, the…

Optimization and Control · Mathematics 2024-09-09 Rene Carmona , Xinshuo Yang , Siddharth Bhela , Claire Zeng

We present a novel technique to solve the problem of managing optimally a pumped hydroelectric storage system. This technique relies on representing the system as a stochastic optimal control problem with state constraints, these latter…

Optimization and Control · Mathematics 2019-09-17 Athena Picarelli , Tiziano Vargiolu

We study a cloud storage operator who provides shared storage service for electricity end-users using the residual part of a multi-service grid-scale battery primarily used for high priority grid services. We design an optimal product…

Signal Processing · Electrical Eng. & Systems 2021-08-16 Mohammad Rasouli , Tao Sun , Camille Pache , Patrick Panciatici , Jean Maeght , Ramesh Johari , Ram Rajagopal

In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space of probability measures. We then introduce a penalized…

Optimization and Control · Mathematics 2025-08-05 Thibaut Bourdais , Nadia Oudjane , Francesco Russo

Addressing the uncertainty introduced by increasing renewable integration is crucial for secure power system operation, yet capturing it while preserving the full nonlinear physics of the grid remains a significant challenge. This paper…

Systems and Control · Electrical Eng. & Systems 2025-10-06 Ghulam Mohy-ud-din , Yunqi Wang , Rahmat Heidari , Frederik Geth

With the increasing penetration of renewable energy resources, power systems face new challenges in balancing power supply and demand and maintaining the nominal frequency. This paper studies load control to handle these challenges. In…

Optimization and Control · Mathematics 2020-04-17 Xin Chen , Changhong Zhao , Na Li

We consider a microgrid with random load realization, stochastic renewable energy production, and an energy storage unit. The grid controller provides the total net load trajectory that the microgrid should present to the main grid and the…

Optimization and Control · Mathematics 2016-11-29 Ashkan Zeinalzadeh , Vijay Gupta

Model predictive control (MPC) is a powerful tool for controlling complex nonlinear systems under constraints, but often struggles with model uncertainties and the design of suitable cost functions. To address these challenges, we discuss…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Sebastian Hirt , Andreas Höhl , Johannes Pohlodek , Joachim Schaeffer , Maik Pfefferkorn , Richard D. Braatz , Rolf Findeisen

We investigate the discrete-time stochastic linear quadratic control problem for a population of cooperative agents under the hard equality constraint on total control inputs, motivated by demand response in renewable energy systems. We…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Leo Seugnet , Shuang Gao

We study the problem of decentralized secondary frequency regulation in power networks where ancillary services are provided via on-off load-side participation. We initially consider on-off loads that switch when prescribed frequency…

Optimization and Control · Mathematics 2019-09-17 Andreas Kasis , Nima Monshizadeh , Ioannis Lestas

Pulse charging can be used to boost up charging speed for lithium-ion batteries and delay battery capacity fading by periodically pausing the current during charging. However, this technique introduces intermittence for current and may thus…

Systems and Control · Electrical Eng. & Systems 2026-04-01 Yu Liu

Joint optimization of scheduling and estimation policies is considered for a system with two sensors and two non-collocated estimators. Each sensor produces an independent and identically distributed sequence of random variables, and each…

Systems and Control · Electrical Eng. & Systems 2019-08-19 Marcos M. Vasconcelos , Mukul Gagrani , Ashutosh Nayyar , Urbashi Mitra

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters
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