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We consider the problem of energy management in microgrid networks. A microgrid is capable of generating a limited amount of energy from a renewable resource and is responsible for handling the demands of its dedicated customers. Owing to…

Driven by ambitious renewable portfolio standards, large-scale inclusion of variable energy resources (such as wind and solar) are expected to introduce unprecedented levels of uncertainty into power system operations. The current practice…

Systems and Control · Electrical Eng. & Systems 2021-08-02 Semih Atakan , Harsha Gangammanavar , Suvrajeet Sen

Energy hubs convert and distribute energy resources by combining different energy inputs through multiple conversion and storage components. The optimal operation of the energy hub exploits its flexibility to increase the energy efficiency…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Varsha Behrunani , Francesco Micheli , Jonas Mehr , Philipp Heer , John Lygeros

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

This paper presents a method to determine the optimal location, energy capacity, and power rating of distributed battery energy storage systems at multiple voltage levels to accomplish grid control and reserve provision. We model…

Systems and Control · Electrical Eng. & Systems 2020-04-21 Stefano Massucco , Paola Pongiglione , Federico Silvestro , Mario Paolone , Fabrizio Sossan

The Intergovernmental Panel on Climate Change proposes different mitigation strategies to achieve the net emissions reductions that would be required to follow a pathway that limits global warming to 1.5{\deg}C with no or limited overshoot.…

Systems and Control · Electrical Eng. & Systems 2021-12-10 Jonathan Dumas

Electricity price forecasting supports decision-making in energy markets and asset operation. Probabilistic forecasts are increasingly adopted to explicitly quantify uncertainty, typically issued as quantile predictions or ensembles of the…

Statistical Finance · Quantitative Finance 2026-04-22 Simon Hirsch , Florian Ziel

In this paper we present a stochastic scenario-based model predictive control (MPC) approach for the operation of islanded microgrids with high share of renewable energy sources. We require that the stored energy remains within given bounds…

Optimization and Control · Mathematics 2021-04-20 Jie Lei , Christian A. Hans , Pantelis Sopasakis

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

Econometrics · Economics 2024-09-27 Manuel Schlenkrich , Wolfgang Seiringer , Klaus Altendorfer , Sophie N. Parragh

We study linear policy approximations for the risk-conscious operation of an industrial energy system with uncertain wind power, significant and variable electricity demand, and high thermal output, as found in a modern foundry. The system…

Optimization and Control · Mathematics 2025-11-24 Johannes Nicklaus , Lea Brass , Gunnar Schubert

We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…

Trading and Market Microstructure · Quantitative Finance 2021-07-01 Peter Tankov , Laura Tinsi

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

This paper addresses a class of robust stochastic optimal control problems. Its main contribution lies in the introduction of a general optimization model with variance penalization and an associated solution algorithm that improves…

Optimization and Control · Mathematics 2025-10-21 Paul Malisani , Adrien Spagnol , Vivien Smis-Michel

In this study, a microgrid with storage (battery, hot water tank) and solar panel is considered. We benchmark two algorithms, MPC and SDDP, that yield online policies to manage the microgrid, and compare them with a rule based policy. Model…

Optimization and Control · Mathematics 2022-05-17 François Pacaud , Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara

The growing integration of distributed energy resources (DERs) into the power grid necessitates an effective coordination strategy to maximize their benefits. Acting as an aggregator of DERs, a virtual power plant (VPP) facilitates this…

Information Theory · Computer Science 2024-06-04 Pratik Harsh , Hongjian Sun , Debapriya Das , Goyal Awagan , Jing Jiang

This paper presents models for renewable energy systems with storage, and considers its optimal operation. We model and simulate wind and solar power production using stochastic differential equations as well as storage of the produced…

Optimization and Control · Mathematics 2022-12-20 Nicola Cantisani , Tobias K. S. Ritschel , Christian A. Thilker , Henrik Madsen , John Bagterp Jørgensen

Growth models with internal habit formation have been studied in various settings under the assumption of deterministic dynamics. The purpose of this paper is to explore a stochastic version of the model in Carroll et al. [1997, 2000], one…

Optimization and Control · Mathematics 2025-02-10 Michele Aleandri , Alessandro Bondi , Fausto Gozzi

Stochastic programming is widely used for energy system design optimization under uncertainty but can exponentially increase the computational complexity with the number of scenarios. Common scenario reduction techniques, like…

Optimization and Control · Mathematics 2025-08-14 Boyung Jürgens , Hagen Seele , Hendrik Schricker , Christiane Reinert , Niklas von der Assen

The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with…

Optimization and Control · Mathematics 2012-11-19 Eveline Rosseel , Garth N. Wells

Contemporary electricity distribution systems are being challenged by the variability of renewable energy sources. Slow response times and long energy management periods cannot efficiently integrate intermittent renewable generation and…

Systems and Control · Computer Science 2016-02-02 Gang Wang , Vassilis Kekatos , Antonio J. Conejo , Georgios B. Giannakis