Related papers: Mean-Field Backward-Forward SDE with Jumps and Sto…
Smart grids (SGs) promise to deliver dramatic improvements compared to traditional power grids thanks primarily to the large amount of data being exchanged and processed within the grid, which enables the grid to be monitored more…
The large-scale integration of renewable generation directly affects the reliability of power grids. We investigate the problem of power balancing in a general renewable-integrated power grid with storage and flexible loads. We consider a…
In recent years, it has become crucial to improve the resilience of electricity distribution networks (DNs) against storm-induced failures. Microgrids enabled by Distributed Energy Resources (DERs) can significantly help speed up…
In this letter we prove existence and uniqueness of strong solutions to multi-dimensional SDEs with discontinuous drift and finite activity jumps.
Integration of smart grid technologies in distribution systems, particularly behind-the-meter initiatives, has a direct impact on transmission network planning. This paper develops a coordinated expansion planning of transmission and active…
In this work, we focus on an infinite horizon mean-field linear-quadratic stochastic control problem with jumps. Firstly, the infinite horizon linear mean-field stochastic differential equations and backward stochastic differential…
Microgrids are recognized as a relevant tool to absorb decentralized renewable energies in the energy mix. However, the sequential handling of multiple stochastic productions and demands, and of storage, make their management a delicate…
In this paper, a class of stable explicit $\theta$-schemes are proposed for solving anticipated backward stochastic differential equations (anticipated BSDEs) which generator not only contains the present values of the solutions but also…
Under a smart grid paradigm, there has been an increase in sensor installations to enhance situational awareness. The measurements from these sensors can be leveraged for real-time monitoring, control, and protection. However, these…
Power grids normally operate at some stable operating condition where power supply and demand are balanced. In response to emergency situations, load shedding is a prevailing approach where local protective devices are activated to cut a…
In this work, we apply the Stochastic Grid Bundling Method (SGBM) to numerically solve backward stochastic differential equations (BSDEs). The SGBM algorithm is based on conditional expectations approximation by means of bundling of Monte…
Energy management decreases energy expenditures and consumption while simultaneously increasing energy efficiency, reducing carbon emissions, and enhancing operational performance. Smart grids are a type of sophisticated energy…
In our recent work [3] we introduced the grid-sampling SDE as a proxy for modeling exploration in continuous-time reinforcement learning. In this note, we provide further motivation for the use of this SDE and discuss its wellposedness in…
In this paper, we introduce a new type of backward stochastic differential equations (BSDEs) with infinite anticipation, where the generator depends on the entire future values of the solution in infinite horizon. We show that the new BSDEs…
The multi-energy management framework of industrial parks advocates energy conversion and scheduling, which takes full advantage of the compensation and temporal availability of multiple energy. However, how to exploit elastic loads and…
The introduction of advanced communication infrastructure into the power grid raises a plethora of new opportunities to tackle climate change. This paper is concerned with the security of energy management systems which are expected to be…
This project presents decentralized control scheme for Load-Frequency Control in power System. In this era renewable energy is most promising solution to man's ever increasing energy needs. But the power production by these resources cannot…
We study the problem of optimal control for mean-field stochastic partial differential equations (stochastic evolution equations) driven by a Brownian motion and an independent Poisson random measure, in the case of \textit{partial…
Frequency control rebalances supply and demand while maintaining the network state within operational margins. It is implemented using fast ramping reserves that are expensive and wasteful, and which are expected to grow with the increasing…
Flexibility is a key enabler for the smart grid, required to facilitate Demand Side Management (DSM) programs, managing electrical consumption to reduce peaks, balance renewable generation and provide ancillary services to the grid.…