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We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…

Optimization and Control · Mathematics 2024-02-06 Alessandro Balata , Michael Ludkovski , Aditya Maheshwari , Jan Palczewski

We study linear chance-constrained problems where the coefficients follow a Gaussian mixture distribution. We provide mixed-binary quadratic programs that give inner and outer approximations of the chance constraint based on piecewise…

Optimization and Control · Mathematics 2025-11-24 Shibshankar Dey , Sanjay Mehrotra , Anirudh Subramanyam

The Alternating Current Optimal Power Flow (ACOPF) problem is a core task in power system operations, aimed at determining cost-effective generation dispatch while satisfying physical and operational constraints. However, conventional ACOPF…

Optimization and Control · Mathematics 2026-05-15 Vincenzo Di Vito , Kaarthik Sundar , Ferdinando Fioretto , Deepjyoti Deka

In power system operation, characterizing the stochastic nature of wind power is an important albeit challenging issue. It is well known that distributions of wind power forecast errors often exhibit significant variability with respect to…

Data Analysis, Statistics and Probability · Physics 2017-12-05 Zhiwen Wang , Chen Shen , Feng Liu

The trend in the electric power system is to move towards increased amounts of distributed resources which suggests a transition from the current highly centralized to a more distributed control structure. In this paper, we propose a method…

Optimization and Control · Mathematics 2014-10-17 Javad Mohammadi , Soummya Kar , Gabriela Hug

We consider maximization of stochastic monotone continuous submodular functions (CSF) with a diminishing return property. Existing algorithms only guarantee the performance \textit{in expectation}, and do not bound the probability of…

Data Structures and Algorithms · Computer Science 2023-03-22 Evan Becker , Jingdong Gao , Ted Zadouri , Baharan Mirzasoleiman

In this paper, we develop an exact reformulation and a deterministic approximation for distributionally robust joint chance-constrained programmings (DRCCPs) with a general class of convex uncertain constraints under data-driven Wasserstein…

Optimization and Control · Mathematics 2022-09-07 Yining Gu , Yanjun Wang

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem

Optimal power flow (OPF) is a critical optimization problem that allocates power to the generators in order to satisfy the demand at a minimum cost. Solving this problem exactly is computationally infeasible in the general case. In this…

Systems and Control · Electrical Eng. & Systems 2022-10-18 Damian Owerko , Fernando Gama , Alejandro Ribeiro

The increasing integration of renewable energy, particularly offshore wind, introduces significant uncertainty into hybrid AC-HVDC systems due to forecast errors and power fluctuations. Conventional control strategies typically rely on…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Hongjin Du , Rahul Rane , Weijie Xia , Pedro P. Vergara , Aleksandra Lekić

Power system operators are increasingly looking toward distributed optimization to address various challenges facing electric power systems. To assess their capabilities in environments with nonideal communications, this paper investigates…

Systems and Control · Electrical Eng. & Systems 2022-07-05 Mohannad Alkhraijah , Carlos Menendez , Daniel K. Molzahn

The increasing share of renewables in the electricity generation mix comes along with an increasing uncertainty in power supply. In the recent years, distributionally robust optimization has gained significant interest due to its ability to…

Optimization and Control · Mathematics 2022-11-11 Adriano Arrigo , Jalal Kazempour , Zacharie De Grève , Jean-François Toubeau , François Vallée

Optimal power flow problems (OPFs) are mathematical programs used to determine how to distribute power over networks subject to network operation constraints and the physics of power flows. In this work, we take the view of treating an OPF…

Optimization and Control · Mathematics 2020-03-06 Fengyu Zhou , James Anderson , Steven H. Low

The penetration of distributed energy resources (DERs) is increasing dramatically. Due to the uncertainty of DERs, the operation of the distribution system is facing higher risks and challenges. To overcome such challenges, a two-stage…

Systems and Control · Electrical Eng. & Systems 2020-05-07 Mingyue He , Zahra Soltani , Mojdeh Khorsand

The incorporation of stochastic loads and generation into the operation of power grids gives rise to an exposure to stochastic risk. This risk has been addressed in prior work through a variety of mechanisms, such as scenario generation or…

Optimization and Control · Mathematics 2017-11-06 Daniel Bienstock , Apurv Shukla

In black-box function optimization, we need to consider not only controllable design variables but also uncontrollable stochastic environment variables. In such cases, it is necessary to solve the optimization problem by taking into account…

Machine Learning · Statistics 2022-02-03 Yu Inatsu , Shion Takeno , Masayuki Karasuyama , Ichiro Takeuchi

This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Teruki Kato , Ryotaro Shima , Kenji Kashima

Primary frequency response is provided by synchronized generators through their speed-droop governor characteristic in response to instant frequency deviations that exceed a certain threshold, also known as the governor dead zone. This dead…

Optimization and Control · Mathematics 2017-08-07 Michael Chertkov , Yury Dvorkin

This paper formalizes an optimal water-power flow (OWPF) problem to optimize the use of controllable assets across power and water systems while accounting for the couplings between the two infrastructures. Tanks and pumps are optimally…

Optimization and Control · Mathematics 2017-11-09 Ahmed S. Zamzam , Emiliano Dall'Anese , Changhong Zhao , Josh A. Taylor , Nicholas D. Sidiropoulos

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger