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Generalized Chinese Remainder Theorem (CRT) has been shown to be a powerful approach to solve the ambiguity resolution problem. However, with its close relationship to number theory, study in this area is mainly from a coding theory…
The simulation of stochastic wind loads is necessary for many applications in wind engineering. The proper orthogonal decomposition (POD)-based spectral representation method is a popular approach used for this purpose due to its…
We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…
Financial studies require volatility based models which provides useful insights on risks related to investments. Stochastic volatility models are one of the most popular approaches to model volatility in such studies. The asset returns…
The paper proposes a computationally efficient electricity market simulation tool (MST) suitable for future grid scenario analysis. The market model is based on a unit commitment (UC) problem and takes into account the uptake of emerging…
This paper presents an approach for the modelling of dependent random variables using generalised polynomial chaos. This allows to write chance-constrained optimization problems with respect to a joint distribution modelling dependencies…
Wind farm parameterizations are crucial for quantifying the wind-farm atmosphere interaction, where wind turbines are typically modeled as elevated momentum sinks and sources of turbulence kinetic energy (TKE). These quantities must be…
Wind farms can increase annual energy production (AEP) with advanced control algorithms by coordinating the set points of individual turbine controllers across the farm. However, it remains a significant challenge to achieve performance…
Unified Power Flow Controller (UPFC) is recognized as the most powerful flexible AC transmission systems (FACTS) device for power system operation. This paper addresses how UPFC explores the transmission flexibility and facilitates the…
Optimal implementation and monitoring of wind energy generation hinge on reliable power modeling that is vital for understanding turbine control, farm operational optimization, and grid load balance. Based on the idea of similar wind…
This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…
Inflexible combined heat and power (CHP) plants and uncertain wind power production result in excess power in distribution networks, which leads to inverse power flow challenging grid operations. Power-to-X facilities such as electrolysers…
The Gaussian mixture model (GMM) provides a simple yet principled framework for clustering, with properties suitable for statistical inference. In this paper, we propose a new model-based clustering algorithm, called EGMM (evidential GMM),…
Two-stage stochastic unit commitment (2S-SUC) problems have been widely adopted to manage the uncertainties introduced by high penetrations of intermittent renewable energy resources. While decomposition-based algorithms such as…
In truncated coupled-cluster (CC) theories, non-variational and/or generally complex ground-state energies can occur. This is due to the non-Hermitian nature of the similarity transformed Hamiltonian matrix in combination with CC…
When dealing with real-world optimization problems, decision-makers usually face high levels of uncertainty associated with partial information, unknown parameters, or complex relationships between these and the problem decision variables.…
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…
Generative models excel at synthesizing high-fidelity samples from complex data distributions, but they often violate hard constraints arising from physical laws or task specifications. A common remedy is to project intermediate samples…
Many problems arising in applications result in the need to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion processes. Standard MCMC algorithms typically become…
This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…