Related papers: Optimal control of electricity input given an unce…
High penetration of renewable energy sources and the increasing share of stochastic loads require the explicit representation of uncertainty in tools such as the optimal power flow (OPF). Current approaches follow either a linearized…
Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control…
For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach…
This paper deals with a class of optimal control problems which arises in advertising models with Volterra Ornstein-Uhlenbeck process representing the product goodwill. Such choice of the model can be regarded as a stochastic modification…
Solving the optimal power flow problem is one of the main objectives in electrical power systems analysis and design. The modern optimization algorithms such as the evolutionary algorithms are also adopted to solve this problem, especially…
In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…
In this paper, we develop a distributionally robust chance-constrained formulation of the Optimal Power Flow problem (OPF) whereby the system operator can leverage contextual information. For this purpose, we exploit an ambiguity set based…
This paper presents a parametric quadratic approximation of the AC optimal power flow (AC-OPF) problem for time-sensitive and market-based applications. The parametric approximation preserves the physics-based but simple representation…
The evolution of smart microgrid and its demand-response characteristics not only will change the paradigms of the century-old electric grid but also will shape the electricity market. In this new market scenario, once always energy…
Optimal power flow (OPF) is a critical optimization problem for power systems to operate at points where cost or other operational objectives are optimized. Due to the non-convexity of the set of feasible OPF operating points, it is…
A particle filter is introduced to numerically approximate a solution of the global optimization problem. The theoretical significance of this work comes from its variational aspects: (i) the proposed particle filter is a controlled…
In this paper, we investigate the problems of sum power minimization and sum rate maximization for multi-cell networks with non-orthogonal multiple access. Considering the sum power minimization, we obtain closed-form solutions to the…
We study the optimal control of district heating networks using a reduced order model based on a system theoretic description close to the underlying Euler equations. In the presented scenarios, the central task is to limit the maximal…
Energy infrastructure planning under uncertainty has become increasingly complex as electrification, interdependence between energy carriers, decarbonization, and extreme weather events reshape long-term investment decisions. This paper…
This work is focused on optimal control of mechanical compression refrigeration systems. A reduced-order state-space model based on the moving boundary approach is proposed for the canonical cycle, which eases the controller design. The…
New generation electricity network called Smart Grid is a recently conceived vision for a cleaner, more efficient and cheaper electricity system. One of the major challenges of electricity network is that generation and consumption should…
Most of the early input-queued switch research focused on establishing throughput optimality of the max-weight scheduling policy, with some recent research showing that max-weight scheduling is optimal with respect to total expected delay…
Minimizing the peak power consumption and matching demand to supply, under fixed threshold polices, are two key requirements for the success of the future electricity market. In this work, we consider dynamic pricing methods to minimize the…
We examine optimal execution models that take into account both market microstructure impact and informational costs. Informational footprint is related to order flow and is represented by the trader's influence on the flow imbalance…
Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…