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In many parts of the world, electric power systems have seen a significant shift towards generation from renewable energy and natural gas. Because of their ability to flexibly adjust power generation in real time, gas-fired power plants are…

Systems and Control · Electrical Eng. & Systems 2020-06-26 Line A. Roald , Kaarthik Sundar , Anatoly Zlotnik , Sidhant Misra , Göran Andersson

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…

Optimization and Control · Mathematics 2013-06-14 Russell Bent , Daniel Bienstock , Michael Chertkov

Entropy production characterizes the thermodynamic irreversibility and reflects the amount of heat dissipated into the environment and free energy lost in nonequilibrium systems. According to the thermodynamic uncertainty relation, we…

Statistical Mechanics · Physics 2020-05-01 Tan Van Vu , Van Tuan Vo , Yoshihiko Hasegawa

Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…

Optimization and Control · Mathematics 2024-03-12 Qin Li , Li Wang , Yunan Yang

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 proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

We present an open-source solution for the operational control of drinking water distribution networks which accounts for the inherent uncertainty in water demand and electricity prices in the day-ahead market of a volatile deregulated…

Optimization and Control · Mathematics 2019-04-25 Pantelis Sopasakis , Ajay K. Sampathirao , Alberto Bemporad , Panagiotis Patrinos

We present a method for optimal control of systems governed by partial differential equations (PDEs) with uncertain parameter fields. We consider an objective function that involves the mean and variance of the control objective, leading to…

Optimization and Control · Mathematics 2017-11-27 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

E-powertrain of future electric vehicles could consist of energy generation units (e.g., fuel cells and photovoltaic modules), energy storage systems (e.g., batteries and supercapacitors), energy conversion units (e.g., bidirectional DC/DC…

Optimization and Control · Mathematics 2020-12-09 Erfan Mohagheghi , Joan Gubianes Gasso , Abebe Geletu , Pu Li

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Shawn Priore , Meeko Oishi

A re-entrant manufacturing system producing a large number of items and involving many steps can be approximately modeled by a hyperbolic partial differential equation (PDE) according to mass conservation law with respect to a continuous…

Optimization and Control · Mathematics 2016-11-15 Xiaodong Xu , Stevan Dubljevic

To figure out the stability issues brought by renewable energy sources (RES) with non-Gaussian uncertainties in isolated microgrids, this paper proposes a chance constrained stability constrained optimal power flow (CC-SC-OPF) model.…

Systems and Control · Electrical Eng. & Systems 2023-02-07 Jun Wang , Yue Song , David John Hill , Yunhe Hou , Feilong Fan

Chance constrained optimal power flow (CC-OPF) formulations have been proposed to minimize operational costs while controlling the risk arising from uncertainties like renewable generation and load consumption. To solve CC-OPF, we often…

Optimization and Control · Mathematics 2018-09-20 Bowen Li , Ruiwei Jiang , Johanna L. Mathieu

Many optimization problems incorporate uncertainty affecting their parameters and thus their objective functions and constraints. As an example, in chance-constrained optimization the constraints need to be satisfied with a certain…

Systems and Control · Electrical Eng. & Systems 2020-01-09 Miguel Picallo , Florian Dörfler

This paper incorporates a continuous-type network flexibility into chance constrained economic dispatch (CCED). In the proposed model, both power generations and line susceptances are continuous variables to minimize the expected generation…

Systems and Control · Electrical Eng. & Systems 2024-02-27 Yue Song , Tao Liu , David J. Hill

We consider a broker who has to place a large order which consumes a sizable part of average daily trading volume. The broker's aim is thus to minimize execution costs he incurs from the adverse impact of his trades on market prices. By…

Trading and Market Microstructure · Quantitative Finance 2013-10-14 Peter Bank , Antje Fruth

For a timely decarbonization of our economy, power systems need to accommodate increasing numbers of clean but stochastic resources. This requires new operational methods that internalize this stochasticity to ensure safety and efficiency.…

Optimization and Control · Mathematics 2024-04-02 Robert Mieth , H. Vincent Poor

Tanker water systems play critical role in providing adequate service to meet potable water demands in the face of acute water crisis in many cities globally. Managing tanker movements among the supply and demand sides requires an efficient…

Optimization and Control · Mathematics 2024-08-02 Abhilasha Maheshwari , Shamik Misra , Ravindra Gudi , Senthilmurugan Subbiah , Chrysi Laspidou

This paper solves a new class of optimization problems under uncertainty, called Probable Event Constrained Optimization (PECO), which optimizes an objective function of decision variables and subjects to a set of Probable Event Constraints…

Optimization and Control · Mathematics 2025-03-07 Qifeng Li

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

Statistical Mechanics · Physics 2024-09-18 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi