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The study of density-dependent stochastic population processes is important from a historical perspective as well as from the perspective of a number of existing and emerging applications today. In more recent applications of these…

Optimization and Control · Mathematics 2017-09-26 Yingdong Lu , Mark Squillante , Chai Wah Wu

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

We consider covariance control problems for nonlinear stochastic systems. Our objective is to find an optimal control strategy to steer the state from an initial distribution to a terminal one with specified mean and covariance. This…

Systems and Control · Electrical Eng. & Systems 2019-11-22 Zeji Yi , Zhefeng Cao , Evangelos Theodorou , Yongxin Chen

The increasing deployment of end use power resources in distribution systems created active distribution systems. Uncontrolled active distribution systems exhibit wide variations of voltage and loading throughout the day as some of these…

Systems and Control · Electrical Eng. & Systems 2022-08-01 Matthew Lau , Kayla Thames , Sakis Meliopoulos

The increasing integration of wind generation is accompanied with a growing concern about secure and reliable power system operation. Due to the intermittent nature of wind, the base-load units need to cycle significantly more than they…

Optimization and Control · Mathematics 2016-05-20 Ahmad Shabir Ahmadyar , Gregor Verbic

Real-time altitude control of airborne wind energy (AWE) systems can improve performance by allowing turbines to track favorable wind speeds across a range of operating altitudes. The current work explores the performance implications of…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Laurel N. Dunn , Christopher Vermillion , Fotini K. Chow , Scott J. Moura

Within wind farms, wake effects between turbines can significantly reduce overall energy production. Wind farm flow control encompasses methods designed to mitigate these effects through coordinated turbine control. Wake steering, for…

Machine Learning · Computer Science 2025-08-26 Elie Kadoche , Pascal Bianchi , Florence Carton , Philippe Ciblat , Damien Ernst

Large scale electricity storage is set to play an increasingly important role in the management of future energy networks. A major aspect of the economics of such projects is captured in arbitrage, i.e. buying electricity when it is cheap…

Optimization and Control · Mathematics 2015-05-25 James Cruise , Lisa Flatley , Richard Gibbens , Stan Zachary

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

We present a methodology for determining the relationship between the optimal control points of a power storage facility and a number of different factors including storage level and temperature. The interaction between different factors is…

Optimization and Control · Mathematics 2024-07-04 Fraser J W O'Brien , Timothy C Johnson

Edge Computing enables low-latency processing for real-time applications but introduces challenges in power management due to the distributed nature of edge devices and their limited energy resources. This paper proposes a stochastic…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-07 Fabio Diniz Rossi

We consider the problem of optimally controlling stochastic, Markovian systems subject to joint chance constraints over a finite-time horizon. For such problems, standard Dynamic Programming is inapplicable due to the time correlation of…

Optimization and Control · Mathematics 2024-11-22 Niklas Schmid , Marta Fochesato , Sarah H. Q. Li , Tobias Sutter , John Lygeros

Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…

Optimization and Control · Mathematics 2023-03-10 Stefano Almi , Marco Morandotti , Francesco Solombrino

In this note we consider the problem of synthesizing optimal control policies for a system from noisy datasets. We present a novel algorithm that takes as input the available dataset and, based on these inputs, computes an optimal policy…

Optimization and Control · Mathematics 2020-03-02 Davide Gagliardi , Giovanni Russo

Due to the limited predictability of wind power and other stochastic generation, trading this energy in competitive electricity markets is challenging. This paper derives revenue-maximising and risk-constrained strategies for stochastic…

General Finance · Quantitative Finance 2018-05-31 Jethro Browell

While wind and solar power contribute to sustainability, their intermittent nature poses challenges when integrated into the grid. To mitigate these issues, renewable energy can be combined with coal fired power and hydropower sources to…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Manling Hu , Manqi Xu , Dunnan Liu

A stochastic procedure is developed which allows one to express Pontryagin's maximum principle for dissipative quantum system solely in terms of stochastic wave functions. Time-optimal controls can be efficiently computed without computing…

Quantum Physics · Physics 2020-11-09 Chungwei Lin , Dries Sels , Yanting Ma , Yebin Wang

While a theoretical limit has long been established for the performance of a single turbine, no corresponding upper bound exists for the power output from a large wind farm, making it difficult to evaluate the available potential for…

Fluid Dynamics · Physics 2018-09-19 Paolo Luzzatto-Fegiz , Colm-cille P. Caulfield

Stochastic wind sea is an intermediate small-scale physical process responsible for the state of the atmospheric boundary layer and the water upper layer, having dynamics of all scales. To describe behavior of this system, one could use the…

Atmospheric and Oceanic Physics · Physics 2010-09-13 Vladislav Polnikov

Recently, a theory for stochastic optimal control in non-linear dynamical systems in continuous space-time has been developed (Kappen, 2005). We apply this theory to collaborative multi-agent systems. The agents evolve according to a given…

Multiagent Systems · Computer Science 2012-07-02 Wim Wiegerinck , Bart van den Broek , Hilbert Kappen