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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

This paper presents a continuous-time optimal control framework for the generation of reference trajectories in driving scenarios with uncertainty. A previous work presented a discrete-time stochastic generator for autonomous vehicles;…

Optimization and Control · Mathematics 2026-03-17 Ange Valli , Shangyuan Zhang , Abdel Lisser

The increasing integration of renewable energy, particularly offshore wind, introduces significant uncertainty into hybrid AC-HVDC systems due to forecast errors and power fluctuations. Conventional control strategies typically rely on…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Hongjin Du , Rahul Rane , Weijie Xia , Pedro P. Vergara , Aleksandra Lekić

The multi-period dynamics of energy storage (ES), intermittent renewable generation and uncontrollable power loads, make the optimization of power system operation (PSO) challenging. A multi-period optimal PSO under uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-07-22 Ren Hu , Qifeng Li

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

Renewable energy sources (RES) are increasingly integrated into power systems to support the United Nations' Sustainable Development Goals of decarbonization and energy security. However, their low inertia and high uncertainty pose…

Optimization and Control · Mathematics 2024-10-08 Aleksander Lukashevich , Aleksander Bulkin , Yury Maximov

In this paper, the impact of stochastic load and renewable generation uncertainty on the dynamic voltage stability margin is studied. Stochastic trajectories describing the uncertainty of load, wind and solar generation have been…

Systems and Control · Electrical Eng. & Systems 2019-06-21 Georgia Pierrou , Xiaozhe Wang

As the penetration of variable renewable powergeneration increases in power systems around the world, systemsecurity is challenged. Ensuring that enough reserve capacity isavailable to balance the increased forecast errors introduced bywind…

Optimization and Control · Mathematics 2019-03-13 Christian Øyn Naversen , Hossein Farahmand , Arild Helseth

From an economic point of view, a common criterion for assessing the merits of a reserve investment is its impacts on social welfare. The underlying assumption in using this criterion is that side payments may be used to distribute the…

Optimization and Control · Mathematics 2018-02-13 Yan Xiu , Subior Magounder , Stefanous Barose , Mohammd Hamdi

With the proliferation of distributed generation into distribution networks, the need to consider fault currents in the dispatch problem becomes increasingly relevant. This paper introduces a method for adding fault current constraints into…

Systems and Control · Electrical Eng. & Systems 2023-01-31 Jose E. Tabarez , Arthur K. Barnes , Adam Mate , Russell W. Bent

The Optimal Power Flow (OPF) problem is a fundamental building block for the optimization of electrical power systems. It is nonlinear and nonconvex and computes the generator setpoints for power and voltage, given a set of load demands. It…

Signal Processing · Electrical Eng. & Systems 2019-12-04 Ferdinando Fioretto , Terrence W. K. Mak , Pascal Van Hentenryck

This paper proposes a simple and flexible storage model for use in a variety of multi-period optimal power flow problems. The proposed model is designed for research use in a broad assortment of contexts enabled by the following key…

Systems and Control · Electrical Eng. & Systems 2020-05-01 Frederik Geth , Carleton Coffrin , David M Fobes

This paper proposes a unit commitment (UC) model based on data-driven Wasserstein distributionally robust optimization (WDRO) for power systems under uncertainty of renewable generation as well as its tractable exact reformulation. The…

Systems and Control · Electrical Eng. & Systems 2022-08-17 Youngchae Cho , Insoon Yang

A new stochastic control problem of a dam-reservoir system installed in a river is analyzed both mathematically and numerically. Water balance dynamics of the reservoir are piece-wise deterministic and are driven by a stochastic…

Systems and Control · Electrical Eng. & Systems 2020-05-04 H. Yoshioka , Y. Yoshioka

Integration of modern defence weapons into ship power systems poses a challenge in terms of meeting the high ramp rate requirements of those loads. It might be demanding for the generators to meet the ramp rates of these loads. Failure to…

Optimization and Control · Mathematics 2021-05-27 Satish Vedula , Mehrzad Mohammadi Bijaieh , Ellis Oti Boateng , Olugbenga Moses Anubi

Generation portfolio can be significantly altered due to the deployment of distributed energy resources (DER) in distribution networks and the concept of microgrid. Generally, distribution networks can operate in a more resilient and…

Systems and Control · Computer Science 2018-02-19 Yichen Zhang , Alexander Melin , Mohammed Olama , Seddik Djouadi , Jin Dong , Kevin Tomsovic

We propose a new framework for generative modeling based on a discrete-time stochastic control formulation of measure transport. Adapting classic results from control theory, we formulate our problem as a linear program whose dual variables…

Machine Learning · Computer Science 2026-05-22 Pablo Moreno-Muñoz , Adrian Müller , Gergely Neu

Wind power is playing an increasingly important role in electricity markets. However, it's inherent variability and uncertainty cause operational challenges and costs as more operating reserves are needed to maintain system reliability.…

Optimization and Control · Mathematics 2016-03-01 Yishen Wang , Zhi Zhou , Cong Liu , Audun Botterud

When uncontrollable resources fluctuate, Optimum Power Flow (OPF), routinely used by the electric power industry to re-dispatch hourly controllable generation (coal, gas and hydro plants) over control areas of transmission networks, can…

Optimization and Control · Mathematics 2013-02-06 Daniel Bienstock , Michael Chertkov , Sean Harnett

Off-grid microgrids powered entirely by renewable energy sources face substantial challenges in achieving utility-grade reliability standards. Existing microgrid planning frameworks often prioritize cost minimization while treating…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Mohammed Zeehan Saleheen , Markus Wagner , Hao Wang
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