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A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…

Optimization and Control · Mathematics 2020-11-17 Xiaodong Zheng , Haoyong Chen , Yan Xu , Zhengmao Li , Zhenjia Lin , Zipeng Liang

By modeling the uncertainty of spinning reserves provided by energy storage with probabilistic constraints, a new optimal scheduling mode is proposed for minimizing the operating costs of an isolated microgrid (MG) by using…

Signal Processing · Electrical Eng. & Systems 2018-10-04 Yang Li , Zhen Yang , Guoqing Li , Dongbo Zhao , Wei Tian

We present an algorithm for recovering planted solutions in two well-known models, the stochastic block model and planted constraint satisfaction problems, via a common generalization in terms of random bipartite graphs. Our algorithm…

Data Structures and Algorithms · Computer Science 2015-04-30 Vitaly Feldman , Will Perkins , Santosh Vempala

In this paper, we propose networked microgrids to facilitate the integration of variable renewable generation and improve the economics and resiliency of electricity supply in microgrids. A new concept, probability of successful islanding…

Optimization and Control · Mathematics 2018-05-15 Guodong Liu , Tomas B. Ollis , Bailu Xiao , Xiaohu Zhang , Kevin Tomsovic

We propose an algorithm to calculate the exact solution for utility optimization problems on finite state spaces under a class of non-differentiable preferences. We prove that optimal strategies must lie on a discrete grid in the plane, and…

Pricing of Securities · Quantitative Finance 2018-10-01 Marcellino Gaudenzi , Michel Vellekoop

Energy storage has exhibited great potential in providing flexibility in power system to meet critical peak demand and thus reduce the overall generation cost, which in turn stabilizes the electricity prices. In this work, we exploit the…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Jiasheng Zhang , Nan Gu , Chenye Wu

It is anticipated that large-scale energy storage facility (ESF) will become an essential part of the future energy markets to increase the penetration of renewables. In this paper, a new optimization algorithm is developed to participate…

Optimization and Control · Mathematics 2022-03-02 Farhad Samadi Gazijahani , Rasoul Esmaeilzadeh

Arbitrage is one important revenue source for energy storage in electricity markets. However, a large amount of storage in the market will impact the energy price and reduce potential revenues. This can lead to strategic behaviors of…

General Finance · Quantitative Finance 2022-11-17 Dongwei Zhao , Mehdi Jafari , Audun Botterud , Apurba Sakti

In this paper, we propose a theoretical framework for the joint optimization of investment and operation of a microgrid, taking the impact of energy storage, renewable energy integration, and demand response into consideration. We first…

Systems and Control · Computer Science 2017-11-09 Hao Wang , Jianwei Huang

With increasing renewable penetration in power systems, a prominent challenge in efficient and reliable power system operation is handling the uncertainties inherent in the renewable generation. In this paper, we propose a simple…

Computer Science and Game Theory · Computer Science 2019-12-03 Hossein Khazaei , X. Andy Sun , Yue Zhao

Achieving the economical and stable operation of Multi-microgrids (MMG) systems is vital. However, there are still some challenging problems to be solved. Firstly, from the perspective of stable operation, it is necessary to minimize the…

Systems and Control · Electrical Eng. & Systems 2023-07-03 Yijian Wang , Yang Cui , Yang Li , Yang Xu

The development of smart grids has effectively transformed the traditional grid system. This promises numerous advantages for economic values and autonomous control of energy sources. In smart grids development, there are various objectives…

Systems and Control · Electrical Eng. & Systems 2019-10-22 Kayode Adetunji , Ivan Hofsajer , Ling Cheng

Bilevel programs with spatial price equilibrium constraints are strategic models that consider a price competition at the lower level. These models find application in facility location-price models, optimal bidding in power networks, and…

Optimization and Control · Mathematics 2024-06-25 Akshit Goyal , Jean-Philippe P. Richard

This paper studies finite-time optimal consumption-investment problems with power, logarithmic and exponential utilities, in a regime switching market with random coefficients, subject to coupled constraints on the consumption and…

Probability · Mathematics 2022-11-11 Ying Hu , Xiaomin Shi , Zuo Quan Xu

In electrical distribution grids, the constantly increasing number of power generation devices based on renewables demands a transition from a centralized to a distributed generation paradigm. In fact, power injection from Distributed…

Systems and Control · Computer Science 2017-06-30 Riccardo Bonetto , Michele Rossi , Stefano Tomasin , Carlo Fischione

Microgrids are recognized as a relevant tool to absorb decentralized renewable energies in the energy mix. However, the sequential handling of multiple stochastic productions and demands, and of storage, make their management a delicate…

Optimization and Control · Mathematics 2021-06-09 François Pacaud , Michel de Lara , Jean-Philippe Chancelier , Pierre Carpentier

Large scale grid expansion planning studies are essential to rapidly and efficiently decarbonizing the electricity sector. These studies help policy makers and grid participants understand which renewable generation, storage, and…

Optimization and Control · Mathematics 2024-10-18 Anthony Degleris , Abbas El Gamal , Ram Rajagopal

Transitioning to renewable power generation is often difficult for remote or isolated communities, due to generation intermittency and high cost barriers. Our paper presents a simulation-based optimization approach for the design of policy…

Optimization and Control · Mathematics 2025-02-21 Nanrui Gong , James C. Spall

We study an optimal consumption and investment problem in a possibly incomplete market with general, not necessarily convex, stochastic constraints. We give explicit solutions for investors with exponential, logarithmic and power utility.…

Portfolio Management · Quantitative Finance 2010-12-07 Patrick Cheridito , Ying Hu

We consider multi-value expansion planning (MEP), a general bilevel optimization model in which a planner optimizes arbitrary functions of the dispatch outcome in the presence of a partially controllable, competitive electricity market. The…

Optimization and Control · Mathematics 2024-04-02 Anthony Degleris , Abbas El Gamal , Ram Rajagopal