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The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To solve this stochastic economic dispatch,…

Systems and Control · Electrical Eng. & Systems 2019-09-23 Zhixiong Hu , Yijun Xu , Mert Korkali , Xiao Chen , Lamine Mili , Charles H. Tong

Stochastic economic dispatch models address uncertainties in forecasts of renewable generation output by considering a finite number of realizations drawn from a stochastic process model, typically via Monte Carlo sampling. Accurate…

Computational Engineering, Finance, and Science · Computer Science 2015-08-24 Cosmin Safta , Richard L. -Y. Chen , Habib N. Najm , Ali Pinar , Jean-Paul Watson

Considering widely dispersed uncertain renewable energy sources (RESs), scenario-based stochastic optimization is an effective method for the economic dispatch of renewables-rich power systems. However, on classic computers, to simulate RES…

Optimization and Control · Mathematics 2024-04-23 Xutao Han , Zhiyi Li , Yue Xu

Continuous-time random disturbances (also called stochastic excitations) due to increasing renewable generation have an increasing impact on power system dynamics; However, except from the Monte Carlo simulation, most existing methods for…

Optimization and Control · Mathematics 2020-07-07 Yiwei Qiu , Jin Lin , Xiaoshuang Chen , Feng Liu , Yonghua Song

We propose a data-driven approach for propagating uncertainty in stochastic power grid simulations and apply it to the estimation of transmission line failure probabilities. A reduced-order equation governing the evolution of the observed…

Computational Engineering, Finance, and Science · Computer Science 2024-01-08 Hongli Zhao , Tyler E. Maltba , D. Adrian Maldonado , Emil Constantinescu , Mihai Anitescu

Polynomial chaos based methods enable the efficient computation of output variability in the presence of input uncertainty in complex models. Consequently, they have been used extensively for propagating uncertainty through a wide variety…

Optimization and Control · Mathematics 2020-09-18 Tuhin Sahai

Addressing the uncertainty introduced by increasing renewable integration is crucial for secure power system operation, yet capturing it while preserving the full nonlinear physics of the grid remains a significant challenge. This paper…

Systems and Control · Electrical Eng. & Systems 2025-10-06 Ghulam Mohy-ud-din , Yunqi Wang , Rahmat Heidari , Frederik Geth

We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertainty quantification. The polynomial chaos…

Quantum Physics · Physics 2013-12-17 Kevin C. Young , Matthew D. Grace

Both the level of conservativeness and the computational burden in robust optimization are critically influenced by uncertainty set design. However, contextual side information is rarely exploited in robust dispatch of power systems…

Optimization and Control · Mathematics 2026-05-11 Zhaojun Ruan , Yulin Liu , Le Fu , Libao Shi

High wind energy penetration critically challenges the economic dispatch of current and future power systems. Supply and demand must be balanced at every bus of the grid, while respecting transmission line ratings and accounting for the…

Optimization and Control · Mathematics 2013-05-28 Yu Zhang , Nikolaos Gatsis , Vassilis Kekatos , Georgios B. Giannakis

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

Given the complexity of power systems, particularly the high-dimensional variability of net loads, accurately depicting the entire operational range of net loads poses a challenge. To address this, recent methodologies have sought to gauge…

Optimization and Control · Mathematics 2024-07-23 Xinyi Zhao , Lei Fan , Fei Ding , Weijia Liu , Chaoyue Zhao

Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the…

Systems and Control · Computer Science 2014-07-09 Cosmin Safta , Richard L. Chen , Habib N. Najm , Ali Pinar , Jean-paul watson

The increasing uncertainty level caused by growing renewable energy sources (RES) and aging transmission networks poses a great challenge in the assessment of total transfer capability (TTC) and available transfer capability (ATC). In this…

Signal Processing · Electrical Eng. & Systems 2020-10-29 Xiaoting Wang , Xiaozhe Wang , Hao Sheng , Xi Lin

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

Security-Constrained Unit Commitment (SCUC) is one of the most significant problems in secure and optimal operation of modern electricity markets. New sources of uncertainties such as wind speed volatility and price-sensitive loads impose…

Optimization and Control · Mathematics 2017-01-25 Mahdi Mehrtash , Mahdi Raoofat , Mohammad Mohammadi , Mohammad Hossein Zakernejad

This paper introduces a new computational framework to account for uncertainties in day-ahead electricity market clearing process in the presence of demand response providers. A central challenge when dealing with many demand response…

Signal Processing · Electrical Eng. & Systems 2017-12-01 Hao Ming , Le Xie , Marco Campi , Simone Garatti , P. R. Kumar

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

To address the environmental concern and improve the economic efficiency, the wind power is rapidly integrated into smart grids. However, the inherent uncertainty of wind energy raises operational challenges. To ensure the cost-efficient,…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Wei Xie , Yuan Yi , Zhi Zhou , Keqi Wang

The exceptional benefits of wind power as an environmentally responsible renewable energy resource have led to an increasing penetration of wind energy in today's power systems. This trend has started to reshape the paradigms of power…

Optimization and Control · Mathematics 2014-10-01 Alvaro Lorca , Andy Sun
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