English
Related papers

Related papers: Approximate dynamic programming for profit estimat…

200 papers

This study proposes a real-time control framework for cascaded hydropower systems that incorporates decision-dependent uncertainty (DDU) to capture the coupling of streamflow uncertainties across the reservoirs. The framework jointly models…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Eliza Cohn , Ning Qi , Upmanu Lall , Bolun Xu

Predicting the spatiotemporal variation in streamflow along with uncertainty quantification enables decision-making for sustainable management of scarce water resources. Process-based hydrological models (aka physics-based models) are based…

We demonstrate a data-driven technique for adaptive control in dynamical systems that exploits the reservoir computing method. We show that a reservoir computer can be trained to predict a system parameter from the time series data.…

Energy consumption represents a significant cost in data center operation. A large fraction of the energy, however, is used to power idle servers when the workload is low. Dynamic provisioning techniques aim at saving this portion of the…

Performance · Computer Science 2012-02-28 Tan Lu , Minghua Chen

The optimal operation of water reservoir systems is a challenging task involving multiple conflicting objectives. The main source of complexity is the presence of the water inflow, which acts as an exogenous, highly uncertain disturbance on…

Systems and Control · Electrical Eng. & Systems 2023-09-04 Raffaele Giuseppe Cestari , Andrea Castelletti , Simone Formentin

Demand response (DR) is a cost-effective and environmentally friendly approach for mitigating the uncertainties in renewable energy integration by taking advantage of the flexibility of customers' demands. However, existing DR programs…

Optimization and Control · Mathematics 2017-05-11 Joshua Comden , Zhenhua Liu , Yue Zhao

Dual control explicitly addresses the problem of trading off active exploration and exploitation in the optimal control of partially unknown systems. While the problem can be cast in the framework of stochastic dynamic programming, exact…

Systems and Control · Electrical Eng. & Systems 2019-11-12 Elena Arcari , Lukas Hewing , Melanie N. Zeilinger

Time delays increase the effective dimensionality of reservoirs, thus suggesting that time delays in reservoirs can enhance their performance, particularly their memory and prediction abilities. We find new closed-form expressions for…

Computational Physics · Physics 2026-01-09 Peyton Mullarkey , Sarah Marzen

In this paper we give a profound insight into the computation capability of delay-based reservoir computing via an eigenvalue analysis. We concentrate on the task-independent memory capacity to quantify the reservoir performance and compare…

Machine Learning · Computer Science 2021-05-05 Felix Köster , Serhiy Yanchuk , Kathy Lüdge

In this paper the problem of optimal performance of a power system is considered. The problem is posed in various aspects within the frames of the theory of optimal control of stores. Mathematical models are presented by means of the…

Optimization and Control · Mathematics 2008-07-08 Jimsher Giorgobiani , Mziana Nachkebia , Weldon A. Lodwick

Reservoir computing is a novel machine learning algorithm that uses a nonlinear dynamical system to efficiently learn complex temporal patterns from data. The objective of this thesis is to investigate the principles of reservoir computing…

Quantum Physics · Physics 2023-10-12 Laia Domingo

Pumped storage hydro units (PSHU) are great sources of flexibility in power systems. This is especially valuable in modern systems with increasing shares of intermittent renewable resources. However, the flexibility from PSHUs, particularly…

Systems and Control · Electrical Eng. & Systems 2023-04-11 Bing Huang , Arezou Ghesmati , Yonghong Chen , Ross Baldick

We study risk-aware linear policy approximations for the optimal operation of an energy system with stochastic wind power, storage, and limited fuel. The resulting problem is a sequential decision-making problem with rolling forecasts. In…

Systems and Control · Electrical Eng. & Systems 2024-07-19 Thomas Mortimer , Robert Mieth

This paper focuses on price-based residential demand response implemented through dynamic adjustments of electricity prices during DR events. It extends existing DR models to a stochastic framework in which customer response is represented…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Guido Cavraro , Andrey Bernstein , Emiliano Dall'Anese

Production forecasting is a key step to design the future development of a reservoir. A classical way to generate such forecasts consists in simulating future production for numerical models representative of the reservoir. However,…

Machine Learning · Statistics 2019-08-28 Raphaël Deswarte , Véronique Gervais , Gilles Stoltz , Sébastien da Veiga

This paper provides a systematic comparison between Fitted Dynamic Programming (DP), where demand is estimated from data, and Reinforcement Learning (RL) methods in finite-horizon dynamic pricing problems. We analyze their performance…

General Economics · Economics 2026-04-16 Lev Razumovskiy , Nikolay Karenin

The most common approaches for solving stochastic resource allocation problems in the research literature is to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to approximate the impact of a…

Optimization and Control · Mathematics 2020-01-06 Saeed Ghadimi , Raymond T. Perkins , Warren B. Powell

The co-optimization of behind-the-meter distributed energy resources is considered for prosumers under the net energy metering tariff. The distributed energy resources considered include renewable generations, flexible demands, and battery…

Systems and Control · Electrical Eng. & Systems 2024-07-11 Ahmed S. Alahmed , Lang Tong , Qing Zhao

Reservoir computing is a machine learning paradigm that uses a structure called a reservoir, which has nonlinearities and short-term memory. In recent years, reservoir computing has expanded to new functions such as the autonomous…

Machine Learning · Computer Science 2023-07-05 Kohei Tsuchiyama , André Röhm , Takatomo Mihana , Ryoichi Horisaki , Makoto Naruse

Safe and economic operation of networked systems is often challenging. Optimization-based schemes are frequently considered, since they achieve near-optimality while ensuring safety via the explicit consideration of constraints. In…

Optimization and Control · Mathematics 2024-01-30 Alexander Engelmann , Maisa B. Bandeira , Timm Faulwasser