Related papers: A Lagrangian Policy for Optimal Energy Storage Con…
We study the optimal control of storage which is used for both arbitrage and buffering against unexpected events, with particular applications to the control of energy systems in a stochastic and typically time-heterogeneous environment.…
Energy storage and demand-side response will play an increasingly important role in the future electricity system. We extend previous results on a single energy storage unit to the management of two energy storage units cooperating for the…
We study the optimal control of storage which is used for arbitrage, i.e. for buying a commodity when it is cheap and selling it when it is expensive. Our particular concern is with the management of energy systems, although the results are…
The mathematical framework of hybrid system is a recent and general tool to treat control systems involving control action of heterogeneous nature. In this paper, we construct and test a semi-Lagrangian numerical scheme for solving the…
The paper describes a continuous second-variation algorithm to solve optimal control problems where the control is defined on a closed set. A second order expansion of a Lagrangian provides linear updates of the control to construct a…
The naive application of Reinforcement Learning algorithms to continuous control problems -- such as locomotion and manipulation -- often results in policies which rely on high-amplitude, high-frequency control signals, known colloquially…
This work considers a short-term, continuous time setting characterized by a coupled power supply system controlled exclusively by a single provider and comprising a cascade of hydropower systems (dams), fossil fuel power stations, and a…
Models involving hybrid systems are versatile in their application but difficult to optimize efficiently due to their combinatorial nature. This work presents a method to cope with hybrid optimal control problems which, in contrast to…
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…
This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…
The goal of this paper is to study a multi-objective linear quadratic Gaussian (LQG) control problem. In particular, we consider an optimal control problem minimizing a quadratic cost over a finite time horizon for linear stochastic systems…
This paper proposes a new convex model predictive control strategy for dynamic optimal power flow between battery energy storage systems distributed in an AC microgrid. The proposed control strategy uses a new problem formulation, based on…
This paper deals with the problem of cost-optimal operation of smart buildings that integrate a centralized HVAC system, photovoltaic generation and both thermal and electrical storage devices. Building participation in a Demand-Response…
Large scale electricity storage is set to play an increasingly important role in the management of future energy networks. A major aspect of the economics of such projects is captured in arbitrage, i.e. buying electricity when it is cheap…
The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…
This paper presents a provably optimal, real-time capable energy management policy for race cars that provides simple human-driver-implementable control cues. Specifically, we first formulate the energy-constrained minimum-lap-time control…
Constrained optimization is popularly seen in reinforcement learning for addressing complex control tasks. From the perspective of dynamic system, iteratively solving a constrained optimization problem can be framed as the temporal…
Traditional control theory-based methods require tailored engineering for each system and constant fine-tuning. In power plant control, one often needs to obtain a precise representation of the system dynamics and carefully design the…
We consider the residential energy storage management system with integrated renewable generation, with the availability of bidirectional energy flow from and to the grid thorough buying and selling. We propose a real-time bidirectional…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…