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Motivated by a wide variety of applications, this paper introduces a general class of networks of stochastic loss systems in which congestion renders lost revenue due to customers or jobs being permanently removed from the system. We seek…

Networking and Internet Architecture · Computer Science 2022-05-12 Brendan Patch , Mark S. Squillante , Peter M. Van de Ven

Higher levels of renewable electricity generation increase uncertainty in power system operation. To ensure secure system operation, new tools that account for this uncertainty are required. In this paper, we formulate a chance-constrained…

Optimization and Control · Mathematics 2019-05-07 Line Roald , Göran Andersson

This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Teruki Kato , Ryotaro Shima , Kenji Kashima

We consider some crucial problems related to the secure and reliable operation of power systems with high renewable penetrations: how much reserve should we procure, how should reserve resources distribute among different locations, and how…

Systems and Control · Electrical Eng. & Systems 2021-07-19 Jiantao Shi , Ye Guo , Lang Tong , Wenchuan Wu , Hongbin Sun

We consider "time-of-use" pricing as a technique for matching supply and demand of temporal resources with the goal of maximizing social welfare. Relevant examples include energy, computing resources on a cloud computing platform, and…

Computer Science and Game Theory · Computer Science 2017-04-11 Shuchi Chawla , Nikhil R. Devanur , Alexander E. Holroyd , Anna Karlin , James Martin , Balasubramanian Sivan

Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…

Optimization and Control · Mathematics 2023-09-27 Xiankun Yan , Anh Viet Do , Feng Shi , Xiaoyu Qin , Frank Neumann

We consider the problem of estimating the states of weakly coupled linear systems from sampled measurements. We assume that the total capacity available to the sensors to transmit their samples to a network manager in charge of the…

Systems and Control · Computer Science 2016-10-25 Xudong Chen , M. -A. Belabbas , Tamer Basar

In this paper we present a stochastic scenario-based model predictive control (MPC) approach for the operation of islanded microgrids with high share of renewable energy sources. We require that the stored energy remains within given bounds…

Optimization and Control · Mathematics 2021-04-20 Jie Lei , Christian A. Hans , Pantelis Sopasakis

Mobile edge computing (MEC) is a promising technique for providing low-latency access to services at the network edge. The services are hosted at various types of edge nodes with both computation and communication capabilities. Due to the…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-18 Stephen Pasteris , Shiqiang Wang , Mark Herbster , Ting He

In this paper, a mixed integer linear formulation for problems considering time-of-use-type constraints for uninterruptible services is presented. Our work is motivated by demand response problems in power systems, in which certain devices…

Optimization and Control · Mathematics 2020-10-16 Ana Batista , David Pozo , Jorge Vera

Traffic and channel-data rate combined with the stream oriented methodology can provide a scheme for offering optimized and guaranteed QoS. In this work a stream oriented modeled scheme is proposed based on each node's self-scheduling…

Networking and Internet Architecture · Computer Science 2010-09-10 Constandinos X. Mavromoustakis

With the increasing frequency of natural disasters, operators must prioritize improvements in the existing electric power grid infrastructure to enhance the resilience of the grid. Resilience to extreme weather events necessitates lowering…

Systems and Control · Electrical Eng. & Systems 2023-11-28 Abodh Poudyal , Shishir Lamichhane , Anamika Dubey , Josue Campos do Prado

Keeping the balance between supply and demand is a fundamental task in power system operational planning practices. This task becomes particularly challenging due to the deepening penetration of renewable energy resources, which induces a…

Systems and Control · Electrical Eng. & Systems 2019-10-24 Xinbo Geng , Le Xie

The main focus of this paper is radius-based (supplier) clustering in the two-stage stochastic setting with recourse, where the inherent stochasticity of the model comes in the form of a budget constraint. In addition to the standard…

Data Structures and Algorithms · Computer Science 2024-04-09 Brian Brubach , Nathaniel Grammel , David G. Harris , Aravind Srinivasan , Leonidas Tsepenekas , Anil Vullikanti

We study the problem of storing a data object in a set of data nodes that fail independently with given probabilities. Our problem is a natural generalization of a homogenous storage allocation problem where all the nodes had the same…

Information Theory · Computer Science 2012-02-09 Vasileios Ntranos , Giuseppe Caire , Alexandros G. Dimakis

We consider a risk-averse stochastic capacity planning problem under uncertain demand in each period. Using a scenario tree representation of the uncertainty, we formulate a multistage stochastic integer program to adjust the capacity…

Optimization and Control · Mathematics 2024-11-05 Xian Yu , Siqian Shen

Due to the limited predictability of wind power and other stochastic generation, trading this energy in competitive electricity markets is challenging. This paper derives revenue-maximising and risk-constrained strategies for stochastic…

General Finance · Quantitative Finance 2018-05-31 Jethro Browell

The increasing penetration of volatile renewables combined with increasing demands poses a challenge to modern power grids. Furthermore, distributed energy resources and flexible devices (electric vehicles, PV generation, ...) are becoming…

Optimization and Control · Mathematics 2024-04-01 Emrah Öztürk , Kevin Kaspar , Timm Faulwasser , Karl Worthmann , Peter Kepplinger , Klaus Rheinberger

Off-grid microgrids powered entirely by renewable energy sources face substantial challenges in achieving utility-grade reliability standards. Existing microgrid planning frameworks often prioritize cost minimization while treating…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Mohammed Zeehan Saleheen , Markus Wagner , Hao Wang

Series FACTS devices are capable of relieving congestion and reducing generation costs in the power system. This paper proposes a planning model to optimally allocate TCSCs in the transmission network considering the base case and $N-1$…

Optimization and Control · Mathematics 2017-03-31 Xiaohu Zhang , Kevin Tomsovic , Aleksandar Dimitrovski