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We investigate a stochastic heat engine based on an over-damped particle diffusing on the positive real axis in an externally driven time-periodic log-harmonic potential. The periodic driving is composed of two isothermal and two adiabatic…

Statistical Mechanics · Physics 2014-05-28 Viktor Holubec

We use simulation to compare different power flow models in the process of charging electric vehicles (EVs) by considering their random arrivals, their stochastic demand for energy at charging stations, and the characteristics of the…

Optimization and Control · Mathematics 2022-12-08 M. H. M. Christianen , M. Vlasiou , B. Zwart

Recently there has been a lot of progress in the development of economic nonlinear model predictive control (NMPC) schemes for multistage optimal power flow (OPF) problems. However, the additional inclusion of discrete decision variables to…

Optimization and Control · Mathematics 2026-05-28 Jürgen Gutekunst , Armin Nurkanovic , Ekaterina Kostina , Hans Georg Bock , Robert Scholz , Amer Mesanovic

We consider a risk-averse stochastic capacity planning problem under uncertain demand in each period. Using a scenario tree representation of the uncertainty, we formulate a multistage stochastic integer program to adjust the capacity…

Optimization and Control · Mathematics 2024-11-05 Xian Yu , Siqian Shen

This paper presents an end-to-end framework for calibrating wind power forecast models to minimize operational costs in two-stage power markets, where the first stage involves a distributionally robust optimal power flow (DR-OPF) model.…

Systems and Control · Electrical Eng. & Systems 2024-12-17 Zhirui Liang , Qi Li , Anqi Liu , Yury Dvorkin

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

Reliable operation in power systems is becoming more difficult as the penetration of random renewable resources increases. In particular, operators face the risk of not scheduling enough traditional generators in the times when renewable…

Optimization and Control · Mathematics 2013-05-28 Junjie Qin , Baosen Zhang , Ram Rajagopal

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…

Optimization and Control · Mathematics 2018-01-08 Xuefeng Gao , Yingdong Lu , Mayank Sharma , Mark S. Squillante , Joost W. Bosman

This paper proposes a linear approximation of the alternating current optimal power flow problem for multiphase distribution networks with voltage-dependent loads connected in both wye and delta configurations. We establish a set of linear…

Optimization and Control · Mathematics 2024-04-11 Geunyeong Byeon , Minseok Ryu , Kibaek Kim

In many power system optimization problems, we observe that only a small fraction of the line flow constraints ever become active at the optimal solution, despite variations in the load profile and generation costs. This observation has…

Optimization and Control · Mathematics 2019-04-04 Line Roald , Daniel K. Molzahn

This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…

Optimization and Control · Mathematics 2019-11-26 Kazuhide Okamoto , Panagiotis Tsiotras

The DC Optimal Power Flow (DC-OPF) problem is fundamental to power system operations, requiring rapid solutions for real-time grid management. While traditional optimization solvers provide optimal solutions, their computational cost…

Machine Learning · Computer Science 2025-12-15 Kshitiz Khanal

This paper deals with the problem of clearing sequential electricity markets under uncertainty. We consider the European approach, where reserves are traded separately from energy to meet exogenous reserve requirements. Recently pro- posed…

Optimization and Control · Mathematics 2018-10-31 Vladimir Dvorkin , Stefanos Delikaraoglou , Juan M. Morales

For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach…

Optimization and Control · Mathematics 2023-12-13 Johannes J. Brust , Mihai Anitescu

Randomized saturation designs are a family of designs which assign a possibly different treatment proportion to each cluster of a population at random. As a result, they generalize the well-known (stratified) completely randomized designs…

Methodology · Statistics 2022-03-21 Chencheng Cai , Jean Pouget-Abadie , Edoardo M. Airoldi

We propose stochastic control policies to cope with uncertain and variable gas extractions in natural gas networks. Given historical gas extraction data, these policies are optimized to produce the real-time control inputs for nodal gas…

Optimization and Control · Mathematics 2021-08-24 Vladimir Dvorkin , Anubhav Ratha , Pierre Pinson , Jalal Kazempour

This paper presents a new active power control algorithm designed to maximize the power reserve of the individual turbines in a farm, in order to improve the tracking accuracy of a power reference signal. The control architecture is based…

Fluid Dynamics · Physics 2023-07-11 Simone Tamaro , Carlo L. Bottasso

This paper presents a quadratic approximation for the optimal power flow in power distributions systems. The proposed approach is based on a linearized load flow which is valid for power distribution systems including three-phase unbalanced…

Optimization and Control · Mathematics 2016-10-05 Alejandro Garces

This paper proposes a supervised training algorithm for learning stochastic resource allocation policies with generative diffusion models (GDMs). We formulate the allocation problem as the maximization of an ergodic utility function subject…

Machine Learning · Computer Science 2025-09-23 Yigit Berkay Uslu , Samar Hadou , Shirin Saeedi Bidokhti , Alejandro Ribeiro

We present a novel technique to solve the problem of managing optimally a pumped hydroelectric storage system. This technique relies on representing the system as a stochastic optimal control problem with state constraints, these latter…

Optimization and Control · Mathematics 2019-09-17 Athena Picarelli , Tiziano Vargiolu
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