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Due to the new carbon neutral policies, many district heating operators start operating their combined heat and power (CHP) plants using different types of biomass instead of fossil fuel. The contracts with the biomass suppliers are…
Optimal scheduling of batteries has significant potential to reduce electricity costs and to enhance grid resilience. However, effective battery scheduling must account for both physical constraints as well as uncertainties in consumption…
Recent studies show that the fast growing expansion of wind power generation may lead to extremely high levels of price volatility in wholesale electricity markets. Storage technologies, regardless of their specific forms e.g. pump-storage…
This paper reviews compact continuous-time formulations for the multi-mode resource-constrained project scheduling problem. Specifically, we first point out a serious flaw in an existing start-end-event-based formulation owing to…
We propose stochastic optimization methodologies for a staffing and capacity planning problem arising from home care practice. Specifically, we consider the perspective of a home care agency that must decide the number of caregivers to hire…
This paper presents a mixed-integer linear programming formulation for the multi-mode resource-constrained project scheduling problem with uncertain activity durations. We consider a two-stage robust optimisation approach and find solutions…
This paper considers a stochastic production planning problem with regime switching. There are two regimes corresponding to different economic cycles. A factory is planning its production so as to minimize production costs. We analyze this…
The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and stochastic optimization have been used to make commitment and…
Security-Constrained Unit Commitment (SCUC) is one of the most significant problems in secure and optimal operation of modern electricity markets. New sources of uncertainties such as wind speed volatility and price-sensitive loads impose…
Optimal management of thermal and energy grids with fluctuating demand and prices requires to orchestrate the generation units (GU) among all their operating modes. A hierarchical approach is proposed to control coupled energy nonlinear…
This paper introduces a node formulation for multistage stochastic programs with endogenous (i.e., decision-dependent) uncertainty. Problems with such structure arise when the choices of the decision maker determine a change in the…
A hierarchical architecture for the optimal management of an ensemble of steam generators is presented. The subsystems are coordinated by a multilayer scheme for jointly sustaining a common load. The high level optimizes the load allocation…
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…
This paper proposes a strategy to size a grid-connected photovoltaic plant coupled with a battery energy storage device within the \textit{capacity firming} specifications of the French Energy Regulatory Commission. In this context, the…
To enhance the reliability of Integrated Energy Systems (IESs) and address the research gap in reliability-based planning methods, this paper proposes a two-stage robust planning model specifically for park-level IESs. The proposed planning…
Generating representative scenarios for power system planning in which the stochasticity of renewable generation and cross-correlations between renewables and load are fully captured, is a challenging problem. Traditional methods for…
This paper presents an analytical method for calculating the operational value of an energy storage device under multi-stage price uncertainties. Our solution calculates the storage value function from price distribution functions directly…
We consider a two-stage robust facility location problem on a metric under an uncertain demand. The decision-maker needs to decide on the (integral) units of supply for each facility in the first stage to satisfy an uncertain second-stage…
The two-stage stochastic unit commitment problem has become an important tool to support decision-making under uncertainty in power systems. Representing the uncertainty by a large number of scenarios guarantees accurate results but…
We develop multi-stage linear decision rules (LDRs) for dynamic power system generation and energy storage investment planning under uncertainty and propose their chance-constrained optimization with performance guarantees. First, the…