Related papers: Stochastic Dynamic Programming for Wind Farm Power…
We consider a multi-period stochastic control problem where the multivariate driving stochastic factor of the system has known marginal distributions but uncertain dependence structure. To solve the problem, we propose to implement the…
We present an online stochastic model predictive control framework for demand charge management for a grid-connected consumer with attached electrical energy storage. The consumer we consider must satisfy an inflexible but stochastic…
The optimal control of epidemic-like stochastic processes is important both historically and for emerging applications today, where it can be especially important to include time-varying parameters that impact viral epidemic-like…
We investigate the problem of market mechanism design for wind energy. We consider a dynamic two-step model with one strategic seller with wind generation and one buyer, who trade energy through a mechanism determined by a designer. The…
We consider the problem of adaptively monitoring a wildfire front using a mobile agent (e.g., a drone), whose trajectory determines where sensor data is collected and thus influences the accuracy of fire propagation estimation. This is a…
Optimal control problems can be solved via a one-shot (single) optimization or a sequence of optimization using dynamic programming (DP). However, the computation of their global optima often faces NP-hardness, and thus only locally optimal…
A new theoretical method is presented for future multi-scale aerodynamic optimisation of very large wind farms. The new method combines a recent two-scale coupled momentum analysis of ideal wind turbine arrays with the classical…
Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…
Using a method for stochastic data analysis, borrowed from statistical physics, we analyze synthetic data from a Markov chain model that reproduces measurements of wind speed and power production in a wind park in Portugal. We first show…
We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…
One of the most common control decisions faced by power system operators is the question of how to dispatch generation to meet demand for power. This is a complex optimization problem that includes many nonlinear, non convex constraints as…
This paper aims to study the relationship between the maximum principle and the dynamic programming principle for recursive optimal control problem of stochastic evolution equations, where the control domain is not necessarily convex and…
The optimal power flow problem plays an important role in the market clearing and operation of electric power systems. However, with increasing uncertainty from renewable energy operation, the optimal operating point of the system changes…
A two-stage stochastic optimization model for the design of the closed-loop cable layout of an Offshore Wind Farm (OWF) is presented. The model consists on a Mixed Integer Linear Program (MILP) with scenario numeration incorporation to…
Optimally combining frequency control with self-consumption can increase revenues from battery storage systems installed behind-the-meter. This work presents an optimized control strategy that allows a battery to be used simultaneously for…
Driven by ambitious renewable portfolio standards, large-scale inclusion of variable energy resources (such as wind and solar) are expected to introduce unprecedented levels of uncertainty into power system operations. The current practice…
Decisions for a variable renewable resource generators commitment in the energy market are typically made in advance when little information is obtainable about wind availability and market prices. Much research has been published…
In this paper, we present an Uzawa-based heuristic that is adapted to some type of stochastic optimal control problems. More precisely, we consider dynamical systems that can be divided into small-scale independent subsystems, though linked…
Optimal control theory extending from the calculus of variations has not been used to study the wind turbine power system (WTPS) control problem, which aims at achieving two targets: (i) maximizing power generation in lower wind speed…