Related papers: Mean-Field Backward-Forward SDE with Jumps and Sto…
We study the design of pricing schemes for a group of consumers with smart meters (e.g., in a Greenfield area) who are connected through a gateway to a traditional electricity greed with a progressive tariff. Because the progressive tariff…
Electricity is one of the mandatory commodities for mankind today. To address challenges and issues in the transmission of electricity through the traditional grid, the concepts of smart grids and demand response have been developed. In…
We study optimal control for mean-field forward backward stochastic differential equations with payoff functionals of mean-field type. Sufficient and necessary optimality conditions in terms of a stochastic maximum principle are derived. As…
The electrical generation and transmission infrastructures of many countries are under increased pressure. This partially reflects the move towards low carbon economies and the increased reliance on renewable power generation systems. There…
This paper considers a non-Markov control problem arising in a financial market where asset returns depend on hidden factors. The problem is non-Markov because nonlinear filtering is required to make inference on these factors, and hence…
In this paper, we study the mean reflected backward stochastic differential equations with jump (BSDEJs). We extend the work of Briand and Hibon on the propagation of chaos for mean reflected BSDEs \cite{briand2021particles} to the jump…
We consider a stylized model for a power network with distributed local power generation and storage. This system is modeled as network connection a large number of nodes, where each node is characterized by a local electricity consumption,…
Smart grid adopts two-way communication and rich functionalities to gain a positive impact on the sustainability and efficiency of power usage, but on the other hand, also poses serious challenges to customers' privacy. Existing solutions…
In smart grid, the demand side management (DSM) techniques need to be designed to process a large number of controllable loads of several types. In this paper, we proposed a framework to study the demand side management in smart grid which…
In this work, we concern with the high order numerical methods for coupled forward-backward stochastic differential equations (FBSDEs). Based on the FBSDEs theory, we derive two reference ordinary differential equations (ODEs) from the…
Large scale renewable energy integration is being planned for multiple power grids around the world. To achieve secure and stable grid operations, additional resources/reserves are needed to mitigate the inherent intermittency of renewable…
Restoration in power distribution systems (PDSs) is well studied, however, most existing research focuses on network partition and microgrid formation, where load transfer is limited to adjacent feeders. This focus is not practical, as when…
Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm has been recently proposed for the online optimization of SDEs. The algorithm solves…
Smart grids have received much attention in recent years in order to optimally manage the resources, transmission and consumption of electric power.In these grids, one of the most important communication services is the multicast service.…
With the increasing use of information and communication technology in electrical power grids, the security of energy supply is increasingly threatened by cyber-attacks. Traditional cyber-security measures, such as firewalls or intrusion…
There has been an increasing trend in the electric power system from a centralized generation-driven grid to a more reliable, environmental friendly, and customer-driven grid. One of the most important issues which the designers of smart…
We consider the problem of PMU-based state estimation combining information coming from ubiquitous power demand time series and only a limited number of PMUs. Conversely to recent literature in which synchrophasor devices are often assumed…
The application of renewable energy is a promising solution to realize the Green Communications. However, if the cellular systems are solely powered by the renewable energy, the weather dependence of the renewable energy arrival makes the…
This paper studies open-loop equilibriums for a general class of time-inconsistent stochastic control problems under jump-diffusion SDEs with deterministic coefficients. Inspired by the idea of Four-Step-Scheme for forward-backward…
Power grids are one of the most important components of infrastructure in today's world. Every nation is dependent on the security and stability of its own power grid to provide electricity to the households and industries. A malfunction of…