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We propose a multi-stage stochastic programming model for the optimal participation of energy communities in electricity markets. The multi-stage aspect captures the different times at which variable renewable generation and electricity…

Optimization and Control · Mathematics 2025-10-07 Albert Solà Vilalta , Ignasi Mañé , F. - Javier Heredia

In this study, we consider two classes of multicriteria two-stage stochastic programs in finite probability spaces with multivariate risk constraints. The first-stage problem features a multivariate stochastic benchmarking constraint based…

Optimization and Control · Mathematics 2020-06-02 Nilay Noyan , Merve Merakli , Simge Kucukyavuz

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Methodology · Statistics 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

In the past decade, natural disasters such as hurricanes have challenged the operation and control of U.S. power grid. It is crucial to develop proactive strategies to assist grid operators for better emergency response and minimized…

Systems and Control · Electrical Eng. & Systems 2022-03-18 Edward Quarm Jnr. , Xiaoyuan Fan , Marcelo Elizondo , Ramtin Madani

The establishment of a single European day-ahead market has accomplished the integration of the regional day-ahead markets. However, the reserves provision and activation remain an exclusive responsibility of regional operators. This…

Optimization and Control · Mathematics 2019-12-23 Orcun Karaca , Stefanos Delikaraoglou , Gabriela Hug , Maryam Kamgarpour

This work presents a suite of two optimisation models for the short-term scheduling and redispatch of a virtual power plant (VPP) composed of a wind farm and a Li-ion battery, that participates in the day-ahead energy and secondary…

Systems and Control · Electrical Eng. & Systems 2022-06-29 Daniel Fernández-Muñoz , Juan I. Pérez-Díaz

Electrification of residential heating and transporta- tion has the potential to overload transformers in distribution feeders. Strategic scheduling of transformer upgrades to antici- pate increasing loads can avoid operational failures and…

Systems and Control · Electrical Eng. & Systems 2025-11-19 William A Wheeler , Samuel Chevalier , Amritanshu Pandey

BlockSystems.jl and NetworkDynamics.jl are two novel software packages which facilitate highly efficient transient stability simulations of power networks. Users may specify inputs and power system design in a convenient modular and…

Systems and Control · Electrical Eng. & Systems 2022-06-14 Anna Büttner , Hans Würfel , Anton Plietzsch , Michael Lindner , Frank Hellmann

Hydrogen is produced from water using renewable electricity. Unlike electricity, hydrogen can be stored in large quantities for long periods. This storage ability acts as a green battery, allowing solar and wind energy to be generated and…

Optimization and Control · Mathematics 2025-10-13 Umur Hasturk , Albert H. Schrotenboer , Kees Jan Roodbergen , Evrim Ursavas

Proprietary closed-source software is still the norm in advanced process control. Transparency and reproducibility are key aspects of scientific research. Free and open-source toolkit can contribute to the development, sharing and…

Systems and Control · Electrical Eng. & Systems 2026-05-07 Francis Gagnon , Alex Thivierge , André Desbiens , Fredrik Bagge Carlson

The conventionally independent power, water, and heating networks are becoming more tightly connected, which motivates their joint optimal energy scheduling to improve the overall efficiency of an integrated energy system. However, such a…

Systems and Control · Electrical Eng. & Systems 2021-11-29 Sidun Fang , Chenxu Wang , Yashen Lin , Changhong Zhao

Streamflow, as a natural phenomenon, is continuous in time and so are the meteorological variables which influence its variability. In practice, it can be of interest to forecast the whole flow curve instead of points (daily or hourly). To…

Applications · Statistics 2016-10-20 Pierre Masselot , Sophie Dabo-Niang , Fateh Chebana , Taha B. M. J. Ouarda

This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…

Optimization and Control · Mathematics 2019-01-09 V. Rostampour , T. Keviczky

This paper presents a method to handle renewable source and load uncertainties in Dynamic Day-ahead Optimal Power Flow (DA-OPF) using post-optimal analysis of linear programming problem. The method does not require the uncertainty…

Optimization and Control · Mathematics 2018-04-18 Parikshit Pareek , Ashu Verma

Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…

Machine Learning · Computer Science 2024-02-16 Hannah M. Christensen , Salah Kouhen , Greta Miller , Raghul Parthipan

Scheduling a residential building short-term to optimize the electricity bill can be difficult with the inclusion of capacity-based grid tariffs. Scheduling the building based on a proposed measured-peak (MP) grid tariff, which is a cost…

Optimization and Control · Mathematics 2020-08-25 Kasper Emil Thorvaldsen , Sigurd Bjarghov , Hossein Farahmand

Predictions are a central part of water resources research. Historically, physically-based models have been preferred; however, they have largely failed at modeling hydrological processes at a catchment scale and there are some important…

Applications · Statistics 2023-05-15 Divya K. Bilolikar , Aishwarya More , Aella Gong , Joseph Janssen

The uncertainty in distribution grid planning is driven by the unpredictable spatial and temporal patterns in adopting electric vehicles (EVs) and solar photovoltaic (PV) systems. This complexity, stemming from interactions among EVs, PV…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Shiva Poudel , Poorva Sharma , Abhineet Parchure , Daniel Olsen , Sayantan Bhowmik , Tonya Martin , Dylan Locsin , Andrew P. Reiman

Streamflow prediction is one of the key challenges in the field of hydrology due to the complex interplay between multiple non-linear physical mechanisms behind streamflow generation. While physics based models are rooted in rich…

Atmospheric and Oceanic Physics · Physics 2025-11-12 Ankush Khandelwal , Shaoming Xu , Xiang Li , Xiaowei Jia , Michael Stienbach , Christopher Duffy , John Nieber , Vipin Kumar

We deal with a new maximum principle-based stochastic control model for river management through operating a dam and reservoir system. The model is based on coupled forward-backward stochastic differential equations (FBSDEs) derived from…

Systems and Control · Electrical Eng. & Systems 2021-04-23 Hidekazu Yoshioka