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Related papers: Risk-Aware Control and Optimization for High-Renew…

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Contemporary electricity distribution systems are being challenged by the variability of renewable energy sources. Slow response times and long energy management periods cannot efficiently integrate intermittent renewable generation and…

Systems and Control · Computer Science 2016-02-02 Gang Wang , Vassilis Kekatos , Antonio J. Conejo , Georgios B. Giannakis

This paper studies the behavior of a strategic aggregator offering regulation capacity on behalf of a group of distributed energy resources (DERs, e.g. plug-in electric vehicles) in a power market. Our objective is to maximize the…

Optimization and Control · Mathematics 2017-08-18 Hongcai Zhang , Zechun Hu , Eric Munsing , Scott J. Moura , Yonghua Song

We consider two market designs for a network of prosumers, trading energy: (i) a centralized design which acts as a benchmark, and (ii) a peer-to-peer market design. High renewable energy penetration requires that the energy market design…

Computer Science and Game Theory · Computer Science 2020-04-07 Ilia Shilov , Hélène Le Cadre , Ana Busic

The increasing penetration of renewable energy in recent years has led to more uncertainties in power systems. In order to maintain system reliability and security, electricity market operators need to keep certain reserves in the…

Optimization and Control · Mathematics 2015-12-21 Hongxing Ye , Zuyi Li

In two-stage electricity markets, renewable power producers enter the day-ahead market with a forecast of future power generation and then reconcile any forecast deviation in the real-time market at a penalty. The choice of the forecast…

Systems and Control · Electrical Eng. & Systems 2025-01-15 Vladimir Dvorkin

Optimizing smart grid operations relies on critical decision-making informed by uncertainty quantification, making probabilistic forecasting a vital tool. Designing such forecasting models involves three key challenges: accurate and…

Machine Learning · Computer Science 2024-12-03 Stefan Meisenbacher , Kaleb Phipps , Oskar Taubert , Marie Weiel , Markus Götz , Ralf Mikut , Veit Hagenmeyer

We study linear policy approximations for the risk-conscious operation of an industrial energy system with uncertain wind power, significant and variable electricity demand, and high thermal output, as found in a modern foundry. The system…

Optimization and Control · Mathematics 2025-11-24 Johannes Nicklaus , Lea Brass , Gunnar Schubert

The deployment of distributed energy resource (DER) devices plays a critical role in distribution grids, offering multiple value streams, including decarbonization, provision of ancillary services, non-wire alternatives, and enhanced grid…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Yiyuan Pan , Yiheng Xie , Steven Low

In a commodity market, revenue adequate prices refer to compensations that ensure that a market participant has a non-negative profit. In this article, we study the problem of deriving revenue adequate prices for an electricity…

Theoretical Economics · Economics 2021-05-05 Xin Shi , Alberto J. Lamadrid L. , Luis F. Zuluaga

Gas-fired generators, with their ability to quickly ramp up and down their electricity production, play an important role in managing renewable energy variability. However, these changes in electricity production translate into variability…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Conor O' Malley , Gabriela Hug , Line Roald

Highly accurate and robust control of quantum operations is vital for the realization of error-correctible quantum computation. In this paper, we show that the robustness of high-precision controls can be remarkably enhanced through…

Quantum Physics · Physics 2021-07-28 Xiaozhen Ge , Re-Bing Wu

Deep neural networks are in the limelight of machine learning with their excellent performance in many data-driven applications. However, they can lead to inaccurate predictions when queried in out-of-distribution data points, which can…

Machine Learning · Computer Science 2023-03-01 Yana Stoyanova , Soroush Ghandi , Maryam Tavakol

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…

Statistical Finance · Quantitative Finance 2025-07-23 Katarzyna Maciejowska , Bartosz Uniejewski , Rafał Weron

This paper proposes a risk-averse approach to energy storage price arbitrage, leveraging conformal uncertainty quantification for electricity price predictions. The method addresses the significant challenges posed by the inherent…

Optimization and Control · Mathematics 2024-12-11 Saud Alghumayjan , Ming Yi , Bolun Xu

Because of increasing amounts of intermittent and distributed generators in power systems, many demand response programs have been developed to schedule flexible energy consumption. However, proper benchmarks for comparing these methods are…

Systems and Control · Electrical Eng. & Systems 2021-03-19 Koos van der Linden , Natalia Romero , Mathijs M. de Weerdt

Electric truck operations require routing decisions that remain feasible under limited battery range, long charging times, travel and energy consumption, and competition for shared charging infrastructure. These features make electric truck…

Systems and Control · Electrical Eng. & Systems 2026-04-30 Stavros Orfanoudakis , Ziyan Li , Ruixiao Yang , Nikolay Aristov , Pedro P. Vergara , Chuchu Fan , Elenna Dugundji

Sequential decisions in volatile, high-stakes settings require more than maximizing expected return; they require principled uncertainty management. This paper presents the Uncertainty-Aware Markov Decision Process (UAMDP), a unified…

Machine Learning · Computer Science 2025-12-19 Michal Koren , Or Peretz , Tai Dinh , Philip S. Yu

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

The integration of more renewable energy sources into the power system is presenting system operators with various challenges. At the distribution system level, voltage magnitudes that violate operating limits near large photovoltaic…

Optimization and Control · Mathematics 2022-01-05 Sandro Merkli , Roy S. Smith

The decarbonization of many heavy power-consuming industries is dependent on the integration of renewable energy sources and energy storage systems in isolated autonomous power systems. The optimal energy management in such schemes becomes…

Systems and Control · Electrical Eng. & Systems 2022-08-19 Spyridon Chapaloglou , Erick Alves , Vincenzo Trovato , Elisabetta Tedeschi