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We consider the problem of forecasting the aggregate demand of a pool of price-responsive consumers of electricity. The price-response of the aggregation is modeled by an optimization problem that is characterized by a set of marginal…

Optimization and Control · Mathematics 2016-07-26 Javier Saez-Gallego , Juan M. Morales

Integration of various electricity-generating technologies (such as natural gas, wind, nuclear, etc.) with storage systems (such as thermal, battery electric, hydrogen, etc.) has the potential to improve the economic competitiveness of…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Saeed Azad , Ziraddin Gulumjanli , Daniel R. Herber

The instantaneous power generation from a hydroelectric turbine is proportional to the product of head difference and turbine flow. The equation relating power to hydraulic variables is therefore nonlinear. Hence, optimization problems…

Optimization and Control · Mathematics 2018-05-04 Jorn H. Baayen , Julia Rauw , Teresa Piovesan

We introduce an application of the Quasi-Gasdynamic method for a solution of ideal magnetohydrodynamic equations in the modeling of compressible conductive gas flows. A time-averaging procedure is applied for all physical parameters in…

Mathematical Physics · Physics 2013-05-24 M. V. Popov , T. G. Elizarova , S. D. Ustyugov

We study a class of dynamically consistent risk measures that robustify a time-homogeneous Markovian reference model by allowing for distributional uncertainty in its transition laws. We start from one-step convex risk evaluations in which…

Mathematical Finance · Quantitative Finance 2026-05-22 Sven Fuhrmann , Michael Kupper , Max Nendel

Forecasting natural gas consumption, considering seasonality and trends, is crucial in planning its supply and consumption and optimizing the cost of obtaining it, mainly by industrial entities. However, in times of threats to its supply,…

Machine Learning · Computer Science 2024-08-13 Radek Svoboda , Sebastian Basterrech , Jedrzej Kozal , Jan Platos , Michal Wozniak

We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…

Optimization and Control · Mathematics 2026-03-31 Yuyang Huang , Dante Kalise , Hicham Kouhkouh

Given the critical role played by natural gas in providing electricity, heat, and other essential services, better models are needed to understand the dynamics of natural gas networks during extreme events. This paper aims at establishing…

Systems and Control · Electrical Eng. & Systems 2021-01-01 Samuel Chevalier , Dan Wu

We introduce a neural network-driven robust optimisation framework that integrates data-driven domain as a constraint into the nonlinear programming technique, addressing the overlooked issue of domain-inconsistent solutions arising from…

Machine Learning · Computer Science 2025-10-17 Waqar Muhammad Ashraf , Talha Ansar , Abdulelah S. Alshehri , Peipei Chen , Ramit Debnath , Vivek Dua

Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…

Statistics Theory · Mathematics 2015-09-11 Yudong Chen , Martin J. Wainwright

The dynamics of transitional flows are governed by an interplay between the non-normal linear dynamics and quadratic nonlinearity in the incompressible Navier-Stokes equations. In this work, we propose a framework for nonlinear stability…

Fluid Dynamics · Physics 2021-04-28 Aniketh Kalur , Peter Seiler , Maziar S. Hemati

Concept drift and extreme verification latency pose significant challenges in data stream learning, particularly when dealing with recurring concept changes in dynamic environments. This work introduces a novel method based on the Growing…

Machine Learning · Computer Science 2025-04-11 Maria Arostegi , Miren Nekane Bilbao , Jesus L. Lobo , Javier Del Ser

The development of hydraulic fracturing technology has dramatically increased the supply and lowered the cost of natural gas in the United States, driving an expansion of natural gas-fired generation capacity in several electrical…

Systems and Control · Computer Science 2015-07-24 Misha Chertkov , Michael Fisher , Scott Backhaus , Russell Bent , Sidhant Misra

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Computer Science 2014-08-12 David Wipf

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Statistics 2012-07-11 David Wipf

Water and power systems are increasingly interdependent due to the growing number of electricity-driven water facilities. The security of one system can be affected by a contingency in the other system. This paper investigates a…

Systems and Control · Electrical Eng. & Systems 2022-01-27 Mostafa Goodarzi , Qifeng Li

We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…

Optimization and Control · Mathematics 2021-04-23 Dongchan Lee , Konstantin Turitsyn , Jean-Jacques Slotine

In the continuum flow regime, the Navier-Stokes equations are usually used for the description of gas dynamics. On the other hand, the Boltzmann equation is applied for the rarefied gas dynamics. Both equations are constructed from modeling…

Fluid Dynamics · Physics 2017-03-08 Kun Xu , Chang Liu

Hydro unit commitment is the problem of maximizing water use efficiency while minimizing start-up costs in the daily operation of multiple hydro plants, subject to constraints on short-term reservoir operation, and long-term goals. A…

Optimization and Control · Mathematics 2017-11-17 M. Paredes , L. S. A. Martins

The non-equilibrium gas dynamics is described by the Boltzmann equation, which can be solved numerically through the deterministic and stochastic methods. Due to the complicated collision term of the Boltzmann equation, many kinetic…

Computational Physics · Physics 2021-02-03 Xiaocong Xu , Yipei Chen , Kun Xu