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Related papers: Data-Driven Assisted Chance-Constrained Energy and…

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This paper investigates the integration of machine learning forecasts of intervention durations into a stochastic variant of the Capacitated Vehicle Routing Problem with Time Windows (CVRPTW). In particular, we exploit tree-based gradient…

Optimization and Control · Mathematics 2026-01-13 Matteo Garbelli

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

The chance constrained optimal power flow (CC-OPF) essentially finds the low-cost generation dispatch scheme ensuring operational constraints are met with a specified probability, termed the security level. While the security level is a…

Optimization and Control · Mathematics 2025-06-24 Shenglu Wang , Kairui Feng , Mengqi Xue , Yue Song

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

The Distributed Constraint Optimization Problem (DCOP) formulation is a powerful tool to model multi-agent coordination problems that are distributed by nature. The formulation is suitable for problems where variables are discrete and…

Multiagent Systems · Computer Science 2020-05-28 Khoi D. Hoang , William Yeoh , Makoto Yokoo , Zinovi Rabinovich

This paper introduces Chance Constrained Gaussian Process-Motion Planning (CCGP-MP), a motion planning algorithm for robotic systems under motion and state estimate uncertainties. The paper's key idea is to capture the variations in the…

Robotics · Computer Science 2021-07-26 Jacob J. Johnson , Michael C. Yip

Distribution systems are undergoing a dramatic transition from a passive circuit that routinely disseminates electric power among downstream nodes to the system with distributed energy resources. The distributed energy resources come in a…

Systems and Control · Computer Science 2018-03-12 Ali Hassan , Yury Dvorkin , Deepjyoti Deka , Michael Chertkov

This case study presents an analysis and quantification of the impact of the lack of co-optimization of energy and reserve in the presence of high penetration of wind energy. The methodology is developed in a companion paper, Part I. Two…

General Finance · Quantitative Finance 2021-07-21 Yves Smeers , Sebastian Martin , Jose A. Aguado

We consider an energy storage problem involving a wind farm with a forecasted power output, a stochastic load, an energy storage device, and a connection to the larger power grid with stochastic prices. Electricity prices and wind power…

Optimization and Control · Mathematics 2020-02-04 Joseph L. Durante , Juliana Nascimento , Warren B. Powell

Accurately modeling power distribution grids is crucial for designing effective monitoring and decision making algorithms. This paper addresses the partial observability issue of data-driven distribution modeling in order to improve the…

Signal Processing · Electrical Eng. & Systems 2021-10-08 Shanny Lin , Hao Zhu

Privacy has been a major motivation for distributed problem optimization. However, even though several methods have been proposed to evaluate it, none of them is widely used. The Distributed Constraint Optimization Problem (DCOP) is a…

High Voltage Direct Current (HVDC) systems interconnect AC grids to increase reliability, connect offshore wind generation, and enable coupling of electricity markets. Considering the growing uncertainty in power infeed and the complexity…

Systems and Control · Computer Science 2020-07-24 Andreas Venzke , Spyros Chatzivasileiadis

We study Constrained Online Convex Optimization with Memory (COCO-M), where both the loss and the constraints depend on a finite window of past decisions made by the learner. This setting extends the previously studied unconstrained online…

Machine Learning · Computer Science 2026-03-24 Mohammed Abdullah , George Iosifidis , Salah Eddine Elayoubi , Tijani Chahed

Distributionally robust chance constrained programs minimize a deterministic cost function subject to the satisfaction of one or more safety conditions with high probability, given that the probability distribution of the uncertain problem…

Optimization and Control · Mathematics 2022-11-22 Zhi Chen , Daniel Kuhn , Wolfram Wiesemann

In this paper, we propose a risk-based data-driven approach to optimal power flow (DROPF) with dynamic line rating. The risk terms, including penalties for load shedding, wind generation curtailment and line overload, are embedded into the…

Optimization and Control · Mathematics 2017-12-22 Cheng Wang , Rui Gao , Feng Qiu , Jianhui Wang , Linwei Xin

The interplay between Machine Learning (ML) and Constrained Optimization (CO) has recently been the subject of increasing interest, leading to a new and prolific research area covering (e.g.) Decision Focused Learning and Constrained…

Machine Learning · Computer Science 2022-10-26 Mattia Silvestri , Allegra De Filippo , Michele Lombardi , Michela Milano

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…

Systems and Control · Computer Science 2020-07-15 Shuhao Yan , Paul Goulart , Mark Cannon

During the energy transition, the significance of collaborative management among institutions is rising, confronting challenges posed by data privacy concerns. Prevailing research on distributed approaches, as an alternative to centralized…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-07-08 Xinliang Dai , Alexander Kocher , Jovana Kovačević , Burak Dindar , Yuning Jiang , Colin N. Jones , Hüseyin Çakmak , Veit Hagenmeyer

We provide an exact deterministic reformulation for data-driven chance constrained programs over Wasserstein balls. For individual chance constraints as well as joint chance constraints with right-hand side uncertainty, our reformulation…

Optimization and Control · Mathematics 2022-06-01 Zhi Chen , Daniel Kuhn , Wolfram Wiesemann

To manage renewable generation and load consumption uncertainty, chance-constrained optimal power flow (OPF) formulations and various solution methodologies have been proposed. However, conventional solution approaches often rely on…

Optimization and Control · Mathematics 2019-08-06 Bowen Li , Ruiwei Jiang , Johanna L. Mathieu
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