Related papers: Optimal control of electricity input given an unce…
Formulating the alternating current optimal power flow (ACOPF) as a polynomial optimization problem makes it possible to solve large instances in practice and to guarantee asymptotic convergence in theory.
This paper discusses the problem of assembly line control and introduces an optimal control formulation that can be used to improve the performance of the assembly line, in terms of cycle time minimization, resources' utilization, etc. A…
To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal control problems. We consider two different interpretations…
This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…
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 is devoted to invest an optimal investment strategy for a defined-contribution (DC) pension plan under the Ornstein-Uhlenbeck (O-U) process and the loan. By considering risk-free asset, a risky asset driven by O-U process and a…
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…
To create efficient-high performing processes, one must find an optimal design with its corresponding controller that ensures optimal operation in the presence of uncertainty. When comparing different process designs, for the comparison to…
In this paper, we investigate how to achieve the unpredictability against malicious inferences for linear systems. The key idea is to add stochastic control inputs, named as unpredictable control, to make the outputs irregular. The future…
In this paper, we address the problem of coordinating a set of distributed energy resources (DERs) to regulate voltage in power distribution systems to desired levels. To this end, we formulate the voltage control problem as an optimization…
This paper presents a scalable method for improving the solutions of AC Optimal Power Flow (AC OPF) with respect to deviations in predicted power injections from wind and other uncertain generation resources. The focus of the paper is on…
The integration of renewables into electrical grids calls for the development of tailored control schemes which in turn require reliable grid models. In many cases, the grid topology is known but the actual parameters are not exactly known.…
We present a stochastic optimal control problem for a tree network. The dynamics of the network are governed by transport equations with a special emphasis on the non-linear damping function. Demand profiles at the network sinks are…
With high penetrations of renewable generation and variable loads, there is significant uncertainty associated with power flows in DC networks such that stability and operational constraint satisfaction are of concern. Most existing DC…
We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…
Physics, chemistry, biology or finance are just some examples out of the many fields where complex Ornstein-Uhlenbeck (OU) processes have various applications in statistical modelling. They play role e.g. in the description of the motion of…
We present an online stochastic model predictive control framework for demand charge management for a grid-connected consumer with attached electrical energy storage. The consumer we consider must satisfy an inflexible but stochastic…
We study optimal liquidation strategies under partial information for a single asset within a finite time horizon. We propose a model tailored for high-frequency trading, capturing price formation driven solely by order flow through…
We consider the problem of determining the optimal aggregate power consumption of a population of thermostatically controlled loads. This is motivated by the problem of synthesizing the demand response for a load serving entity (LSE)…
A re-entrant manufacturing system producing a large number of items and involving many steps can be approximately modeled by a hyperbolic partial differential equation (PDE) according to mass conservation law with respect to a continuous…