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We propose stochastic optimization methodologies for a staffing and capacity planning problem arising from home care practice. Specifically, we consider the perspective of a home care agency that must decide the number of caregivers to hire…

Optimization and Control · Mathematics 2022-03-29 Ridong Wang , Karmel S. Shehadeh , Xiaolei Xie , Lefei Li

This paper examines the impact of solar farm fluctuations on grid stability, focusing on maintaining an optimal power factor. ETAP-based simulations and case studies are used to analyze real-time grid performance under solar variability.…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Hassan Osseily

We introduce StoDynProg, a small library created to solve Optimal Control problems arising in the management of Renewable Power Sources, in particular when coupled with an Energy Storage System. The library implements generic Stochastic…

Systems and Control · Computer Science 2014-04-28 Pierre Haessig , Thibaut Kovaltchouk , Bernard Multon , Hamid Ben Ahmed , Stéphane Lascaud

Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. Often such flexible policies are not desirable, and the…

Optimization and Control · Mathematics 2024-08-06 Beste Basciftci , Shabbir Ahmed , Nagi Gebraeel

This paper studies the generation and transmission expansion co-optimization problem with a high wind power penetration rate in large-scale power grids. In this paper, generation and transmission expansion co-optimization is modeled as a…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Shutang You

A robust (deterministic) filtering approach to the problem of optimal sensor selection is considered herein. For a given system with several sensors, at each time step the output of one of the sensors must be chosen in order to obtain the…

Optimization and Control · Mathematics 2012-11-09 Srinivas Sridharan

This study presents a real-time guidance strategy for an unmanned aerial vehicles (UAVs) that can be used to enhance their flight endurance by utilizing {\sl insitu} measurements of wind speeds and wind gradients. In these strategies,…

Optimization and Control · Mathematics 2015-01-30 Kamran Turkoglu

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…

Machine Learning · Computer Science 2022-04-05 Hao Chen

The article considers the problem of the optimal control of a wind power plant based on fuzzy control and automation of generating the fuzzy rule base. Fuzzy rules by experts do not always provide a maximum power output of the wind plant…

Systems and Control · Electrical Eng. & Systems 2020-06-19 Vadim Manusov , Pavel Matrenin

We present a stochastic optimal control problem for a tree network. The dynamics of the network are governed by transport equations with a special emphasis on the non-linear damping function. Demand profiles at the network sinks are…

Optimization and Control · Mathematics 2022-02-11 Simone Göttlich , Thomas Schillinger

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

Buildings are essential components of power grids, and their energy performance directly affects overall power system operation. This paper presents a novel stochastic optimization framework for building energy management systems, aiming to…

Systems and Control · Electrical Eng. & Systems 2025-03-12 Hossein Nourollahi Hokmabad , Tala Hemmati Shahsavar , Pedro P. Vergara , Oleksandr Husev , Juri Belikov

We consider a class of stochastic control problems which has been widely used in optimal foraging theory. The state processes have two distinct dynamics, characterized by two pairs of drift and diffusion coefficients, depending on whether…

Optimization and Control · Mathematics 2024-04-12 Zengjing Chen , Panyu Wu , Xiaowen Zhou

Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

Optimization and Control · Mathematics 2020-01-03 Chao Shang , Fengqi You

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…

Optimization and Control · Mathematics 2021-06-09 François Pacaud , Michel de Lara , Jean-Philippe Chancelier , Pierre Carpentier

We propose a data-driven method to solve a stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The objective is to determine power schedules for controllable devices in a power…

Optimization and Control · Mathematics 2018-01-22 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler Summers

We present a capacity expansion model for deciding the new electricity generation and transmission capacity to complement an existing hydroelectric reservoir system. The objective is to meet a forecast demand at least expected cost, namely…

Optimization and Control · Mathematics 2023-12-15 Jarand Hole , Andy Philpott , Oscar Dowson

The generation and storage of spin squeezing is an attracting topic in quantum metrology and the foundations of quantum mechanics. The major models to realize the spin squeezing are the one- and two-axis twisting models. Here, we consider a…

Quantum Physics · Physics 2021-03-10 Qing-Shou Tan , Mao Zhang , Yu Chen , Jie-Qiao Liao , Jing Liu

In this work we provide explicit conditions on the existence of optimal feedback controls for stochastic processes with regime-switching. We use the compactification method which needs less regularity conditions on the coefficients of the…

Optimization and Control · Mathematics 2020-01-14 Jinghai Shao

The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…

Pricing of Securities · Quantitative Finance 2008-12-02 Grace Lin , Yingdong Lu , David Yao
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