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Wind power is playing an increasingly important role in electricity markets. However, it's inherent variability and uncertainty cause operational challenges and costs as more operating reserves are needed to maintain system reliability.…

Optimization and Control · Mathematics 2016-03-01 Yishen Wang , Zhi Zhou , Cong Liu , Audun Botterud

Cluster-weighted modeling (CWM) is a mixture approach for modeling the joint probability of a response variable and a set of explanatory variables. The parameters are estimated by means of the expectation-maximization algorithm according to…

Computation · Statistics 2013-08-09 Salvatore Ingrassia , Simona C. Minotti

The thesis focuses on developing a data-driven algorithm, based on machine learning, to solve the stochastic alternating current (AC) chance-constrained (CC) Optimal Power Flow (OPF) problem. Although the AC CC-OPF problem has been…

Machine Learning · Computer Science 2024-02-20 Mile Mitrovic

Uncertainty in renewable energy generation has the potential to adversely impact the operation of electric networks. Numerous approaches to manage this impact have been proposed, ranging from stochastic and chance-constrained programming to…

Optimization and Control · Mathematics 2024-05-08 Álvaro Porras , Line Roald , Juan Miguel Morales , Salvador Pineda

We study linear chance-constrained problems where the coefficients follow a Gaussian mixture distribution. We provide mixed-binary quadratic programs that give inner and outer approximations of the chance constraint based on piecewise…

Optimization and Control · Mathematics 2025-11-24 Shibshankar Dey , Sanjay Mehrotra , Anirudh Subramanyam

Power systems are shifted from conventional bulk generation toward renewable generation. This trend leads to the frequency security problem due to the decline of system inertia. On the other hand, natural gas-fired units are frequently…

Optimization and Control · Mathematics 2021-09-30 Lun Yang , Yinliang Xu , Jianguo Zhou , Hongbin Sun

Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Tianyang Yi , D. Adrian Maldonado , Anirudh Subramanyam

Security-constrained unit commitment (SCUC) is solved for power system day-ahead generation scheduling, which is a large-scale mixed-integer linear programming problem and is very computationally intensive. Model reduction of SCUC may bring…

Systems and Control · Electrical Eng. & Systems 2022-07-14 Arun Venkatesh Ramesh , Xingpeng Li

We consider an energy storage problem involving a wind farm with a forecasted power output, a stochastic load, an energy storage device, and a connection to the larger power grid with stochastic prices. Electricity prices and wind power…

Optimization and Control · Mathematics 2020-02-04 Joseph L. Durante , Juliana Nascimento , Warren B. Powell

The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To solve this stochastic economic dispatch,…

Systems and Control · Electrical Eng. & Systems 2019-09-23 Zhixiong Hu , Yijun Xu , Mert Korkali , Xiao Chen , Lamine Mili , Charles H. Tong

Aggregated stochastic characteristics of geographically distributed wind generation will provide valuable information for secured and economical system operation in electricity markets. This paper focuses on the uncertainty set prediction…

Systems and Control · Electrical Eng. & Systems 2021-10-08 Xiaopeng Li , Jiang Wu , Zhanbo Xu , Kun Liu , Jun Yu , Xiaohong Guan

Accurate probabilistic prediction of wind power is crucial for maintaining grid stability and facilitating the efficient integration of renewable energy sources. Gaussian process (GP) models offer a principled framework for quantifying…

Applications · Statistics 2025-11-11 Domniki Ladopoulou , Dat Minh Hong , Petros Dellaportas

In this paper, the Unit Commitment (UC) problem in a power network with low levels of rotational inertia is studied. Frequency-related constraints, namely the limitation on Rate-of-Change-of-Frequency (RoCoF), frequency nadir and…

Optimization and Control · Mathematics 2019-04-08 Matthieu Paturet , Uros Markovic , Stefanos Delikaraoglou , Evangelos Vrettos , Petros Aristidou , Gabriela Hug

We present a new stochastic approach to describe and remodel the conversion process of a wind farm at a sampling frequency of 1Hz. When conditioning on various wind direction sectors, the dynamics of the conversion process appear as a…

Data Analysis, Statistics and Probability · Physics 2015-09-11 Patrick Milan , Matthias Wächter , Joachim Peinke

Among the many challenges of integrating renewable energy sources into the existing power grid, is the challenge of integrating renewable energy generators into the power systems economy. Electricity markets currently are run in a way that…

Computer Science and Game Theory · Computer Science 2012-06-12 Wenyuan Tang , Rahul Jain

Wind power uncertainty poses significant challenges for automatic generation control (AGC) systems. It can enhance control performances to explicitly consider wind power uncertainty distributions within controller design. However, widely…

Optimization and Control · Mathematics 2018-04-10 Xiaoshuang Chen , Jin Lin , Feng Liu , Yonghua Song

In the mixture modeling frame, this paper presents the polynomial Gaussian cluster-weighted model (CWM). It extends the linear Gaussian CWM, for bivariate data, in a twofold way. Firstly, it allows for possible nonlinear dependencies in the…

Methodology · Statistics 2012-07-05 Antonio Punzo

In this letter, a novel solution method of generalized robust chance constrained real-time dispatch (GRCC-RTD) considering wind power uncertainty is proposed. GRCC models are advantageous in dealing with distributional uncertainty, however,…

Signal Processing · Electrical Eng. & Systems 2018-01-12 Anping Zhou , Ming Yang , Zhaoyu Wang

Wind integration in power grids is very difficult, essentially because of the uncertain nature of wind speed. Forecasting errors on output from wind turbines may have costly consequences. For instance, power might be bought at highest price…

Optimization and Control · Mathematics 2016-04-28 Luckny Zéphyr , C. Lindsay Anderson

High renewable energy penetration into power distribution systems causes a substantial risk of exceeding voltage security limits, which needs to be accurately assessed and properly managed. However, the existing methods usually rely on the…

Systems and Control · Electrical Eng. & Systems 2024-11-08 Yuanhai Gao , Xiaoyuan Xu , Zheng Yan , Mohammad Shahidehpour , Bo Yang , Xinping Guan