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We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…

Optimization and Control · Mathematics 2023-03-13 Jeremy Chichportich , Idris Kharroubi

Power systems that need to integrate renewables at a large scale must account for the high levels of uncertainty introduced by these power sources. This can be accomplished with a system of many distributed grid-level storage devices.…

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

Renewable energy projects, such as large offshore wind farms, are critical to achieving low-emission targets set by governments. Stochastic computer models allow us to explore future scenarios to aid decision making whilst considering the…

Methodology · Statistics 2021-12-07 Jack C. Kennedy , Daniel A. Henderson , Kevin J. Wilson

This research considers the ranking and selection with input uncertainty. The objective is to maximize the posterior probability of correctly selecting the best alternative under a fixed simulation budget, where each alternative is measured…

Optimization and Control · Mathematics 2023-05-15 Hui Xiao , Zhihong Wei

We propose a data-based method to solve a multi-stage stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The framework explicitly combines multi-stage feedback policies with any…

Optimization and Control · Mathematics 2018-10-29 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler H. Summers

High-fidelity large-eddy simulations are suitable to obtain insight into the complex flow dynamics in extended wind farms. In order to better understand these flow dynamics, we use dynamic mode decomposition (DMD) to analyze and reconstruct…

Fluid Dynamics · Physics 2022-04-26 Xuan Dai , Da Xu , Mengqi Zhang , Richard J. A. M. Stevens

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…

Optimization and Control · Mathematics 2020-04-29 Martin Péron , Christopher M. Baker , Barry D. Hughes , Iadine Chadès

Wind power, as a green energy resource, is growing rapidly worldwide, along with energy storage systems (ESSs) to mitigate its volatility. Sizing of wind power generation and ESSs has become an important problem to be addressed. Wake effect…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Rui Xie , Wei Wei , Yue Chen

We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…

Optimization and Control · Mathematics 2024-10-03 Nicole El Karoui , Xiaolu Tan

Airborne wind energy systems aim to generate renewable energy by means of the aerodynamic lift produced by a wing tethered to the ground and controlled to fly crosswind paths. The problem of maximizing the average power developed by the…

Systems and Control · Computer Science 2014-09-23 Aldo U. Zgraggen , Lorenzo Fagiano , Manfred Morari

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

Wind farm control using dynamic concepts is a research topic that is receiving an increasing amount of interest. The main concept of this approach is that dynamic variations of the wind turbine control settings lead to higher wake…

Systems and Control · Electrical Eng. & Systems 2020-04-09 Joeri Alexis Frederik , Bart Matthijs Doekemeijer , Sebastiaan Paul Mulders , Jan-Willem van Wingerden

We study the problem of pathwise stochastic optimal control, where the optimization is performed for each fixed realisation of the driving noise, by phrasing the problem in terms of the optimal control of rough differential equations. We…

Probability · Mathematics 2019-06-13 Andrew L. Allan , Samuel N. Cohen

Active yaw control (AYC) of wind turbines has been widely applied to increase the annual energy production (AEP) of a wind farm. AYC efficiency depends on the wind direction and the wind farm layout because an AYC method utilizes wake…

Optimization and Control · Mathematics 2022-10-06 Jeonghwan Song , Taewan Kim , Donghyun You

The increasing amount of controllable generation and consumption in distribution grids poses a severe challenge in keeping voltage values within admissible ranges. Existing approaches have considered different optimal power flow…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Miguel Picallo , Adolfo Anta , Bart De Schutter

With the growing global emphasis on sustainability and the implementation of contemporary environmental policies, photovoltaic (PV) generation is playing an increasingly important role in modern power systems, while its intrinsic…

Optimization and Control · Mathematics 2026-04-14 Alfredo Bermúdez , Iago Padín

Technological advancements in miniaturization and wireless communications are yielding more affordable and versatile sensors and, in turn, more applications in which a network of sensors can be actively managed to best support overall…

Systems and Control · Electrical Eng. & Systems 2025-09-10 Patrick Kreidl

The Wind Storage Integrated System with Power Smoothing Control (PSC) has emerged as a promising solution to ensure both efficient and reliable wind energy generation. However, existing PSC strategies overlook the intricate interplay and…

Systems and Control · Electrical Eng. & Systems 2024-12-25 Shuyi Wang , Huan Zhao , Yuji Cao , Zibin Pan , Guolong Liu , Gaoqi Liang , Junhua Zhao

In this study, a stochastic power management strategy for in-wheel motor electric vehicles (IWM-EV) is proposed to reduce the energy consumption and increase the driving range by considering the unpredictable nature of the driving power…

Optimization and Control · Mathematics 2017-08-24 Mehdi Jalalmaab , Nasser Azad
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