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We study a decentralized linear quadratic Gaussian control problem, in which a leader and a follower must steer a linear system to a target state. The target state is known only to the leader, and no explicit communication channel exists…
A smart grid connects wind or solar or storage farms, fossil fuel plants, industrialor commercial loads, or load serving entities, modeled as stochastic dynamical systems. In each time period, they consume or supply electrical energy, with…
We study optimal control problems in infinite horizon when the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (inspired by traffic models). We adapt the results in [H. M.…
Today's cellular telecommunications markets require continuous monitoring and intervention by regulators in order to balance the interests of various stakeholders. In order to reduce the extent of regulatory involvements in the day-to-day…
Regarding the variability of renewable energy sources (RESs), especially in the operation time periods, their high penetration faces the net load pattern of the power system with a major ramp rate challenge. Although employing a…
The study of fluctuations in gene regulatory networks is extended to the case of Gaussian colored noise. Firstly, the solution of the corresponding Langevin equation with colored noise is expressed in terms of an Ito integral. Then, two…
With the increased level of distributed generation and demand response comes the need for associated mechanisms that can perform well in the face of increasingly complex deregulated energy market structures. Using Lagrangian duality theory,…
In future distribution grids, prosumers (i.e., energy consumers with storage and/or production capabilities) will trade energy with each other and with the main grid. To ensure an efficient and safe operation of energy trading, in this…
We study the problem of interference management in large-scale small cell networks, where each user equipment (UE) needs to determine in a distributed manner when and at what power level it should transmit to its serving small cell base…
We study optimal control problems for interacting branching diffusion processes, a class of measure-valued dynamics capturing both spatial motion and branching mechanisms. From the perspective of the dynamic programming principle, we…
We study deregulated power markets with strategic power suppliers. In deregulated markets, each supplier submits its supply function (i.e., the amount of electricity it is willing to produce at various prices) to the independent system…
In this paper, we consider a company can simultaneously reduce its emissions and buy carbon allowances at any time. We establish an optimal control model involving two stochastic processes with two control variables, which is a singular…
We investigate the portfolio execution problem under a framework in which volatility and liquidity are both uncertain. In our model, we assume that a multidimensional Markovian stochastic factor drives both of them. Moreover, we model…
This paper considers a joint pollution-routing and speed optimization problem (PRP-SO) where fuel costs and $\textit{CO}_2e$ emissions depend on the vehicle speed, arc payloads, and road grades. We present two methods, one approximate and…
One of the recognized principal issues brought along by the steadfast migration towards power electronic interfaced energy sources is the loss of rotational inertia. In conventional power systems, the inertia of the synchronous machines…
The numerical realization of the dynamic programming principle for continuous-time optimal control leads to nonlinear Hamilton-Jacobi-Bellman equations which require the minimization of a nonlinear mapping over the set of admissible…
We consider stochastic impulse control problems when the impulses cost functions are arbitrary. We use the dynamic programming principle and viscosity solutions approach to show that the value function is a unique viscosity solution for the…
This paper addresses the challenge of efficiently solving the optimal power flow problem in real-time electricity markets. The proposed solution, named Physics-Informed Market-Aware Active Set learning OPF (PIMA-AS-OPF), leverages physical…
The most serious threat to ecosystems is the global climate change fueled by the uncontrolled increase in carbon emissions. In this project, we use mean field control and mean field game models to analyze and inform the decisions of…
Problem definition: Vehicle-to-grid increases the low utilization rate of privately owned electric vehicles by making their batteries available to electricity grids. We formulate a robust optimization problem that maximizes a vehicle…