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Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as…

Atmospheric and Oceanic Physics · Physics 2020-11-16 Christian L. E. Franzke , Terence J. O'Kane , Judith Berner , Paul D. Williams , Valerio Lucarini

The future energy system will largely depend on volatile renewable energy sources and temperature-dependent loads, which makes the weather a central influencing factor. This article presents a novel approach for simulating weather scenarios…

Systems and Control · Electrical Eng. & Systems 2024-05-31 Jan Peper , David Kröger , Jonathan Kipp , Florian Ziel , Christian Rehtanz

The power system is undergoing rapid evolution with the roll-out of advanced metering infrastructure and local energy applications (e.g. electric vehicles) as well as the increasing penetration of intermittent renewable energy at both…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Shuang Dai , Fanlin Meng , Hongsheng Dai , Qian Wang , Xizhong Chen

In this paper, we propose a novel scenario forecasts approach which can be applied to a broad range of power system operations (e.g., wind, solar, load) over various forecasts horizons and prediction intervals. This approach is model-free…

Optimization and Control · Mathematics 2018-03-21 Yize Chen , Xiyu Wang , Baosen Zhang

To model combinatorial decision problems involving uncertainty and probability, we extend the stochastic constraint programming framework proposed in [Walsh, 2002] along a number of important dimensions (e.g. to multiple chance constraints…

Artificial Intelligence · Computer Science 2009-05-26 Suresh Manandhar , Armagan Tarim , Toby Walsh

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

Methodology · Statistics 2025-05-26 Eduardo Ochoa Rivera , Yash Patel , Ambuj Tewari

Uncertainty in renewable energy generation has the potential to adversely impact the operation of electric networks. Numerous approaches to manage this impact have been proposed, ranging from stochastic and chance-constrained programming to…

Optimization and Control · Mathematics 2024-05-08 Álvaro Porras , Line Roald , Juan Miguel Morales , Salvador Pineda

This article introduces a decentralized robust optimization framework for safe multi-agent control under uncertainty. Although stochastic noise has been the primary form of modeling uncertainty in such systems, these formulations might fall…

Optimization and Control · Mathematics 2025-08-19 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

In this paper, computational aspects of the panel aggregation problem are addressed. Motivated primarily by applications of risk assessment, an algorithm is developed for aggregating large corpora of internally incoherent probability…

Artificial Intelligence · Computer Science 2007-07-13 Joel B. Predd , Sanjeev R. Kulkarni , Daniel N. Osherson , H. Vincent Poor

Dynamic contingency screening is a challenging task in dynamic security assessment, when traditional numerical approaches are computationally intensive and often not able to repeatedly solve full AC power flow for all possible contingencies…

Systems and Control · Electrical Eng. & Systems 2026-04-29 Quan Tran , Suresh S. Muknahallipatna , Dongliang Duan , Nga Nguyen

Robust optimization typically follows a worst-case perspective, where a single scenario may determine the objective value of a given solution. Accordingly, it is a challenging task to reduce the size of an uncertainty set without changing…

Optimization and Control · Mathematics 2022-09-02 Marc Goerigk , Mohammad Khosravi

Electrical infrastructures provide services at the basis of a number of application sectors, several of which are critical from the perspective of human life, environment or financials. Following the increasing trend in electricity…

Other Computer Science · Computer Science 2017-08-16 Giulio Masetti

The interdependence of electricity and natural gas markets is becoming a major topic in energy research. Integrated energy models are used to assist decision-making for businesses and policymakers addressing challenges of energy transition…

General Finance · Quantitative Finance 2020-09-11 Iegor Riepin , Thomas Möbius , Felix Müsgens

High wind energy penetration critically challenges the economic dispatch of current and future power systems. Supply and demand must be balanced at every bus of the grid, while respecting transmission line ratings and accounting for the…

Optimization and Control · Mathematics 2013-05-28 Yu Zhang , Nikolaos Gatsis , Vassilis Kekatos , Georgios B. Giannakis

Accurate and reliable energy forecasting is essential for power grid operators who strive to minimize extreme forecasting errors that pose significant operational challenges and incur high intra-day trading costs. Incorporating planning…

Computers and Society · Computer Science 2026-05-13 Raffael Theiler , Leandro Von Krannichfeldt , Giovanni Sansavini , Michael F. Howland , Olga Fink

The growing prevalence of extreme weather events driven by climate change poses significant challenges to power system resilience. Infrastructure damage and prolonged power outages highlight the urgent need for effective grid-hardening…

Systems and Control · Electrical Eng. & Systems 2026-01-30 Sifat Chowdhury , Yihsu Chen , Yu Zhang

In the era of big data, one of the key challenges is the development of novel optimization algorithms that can accommodate vast amounts of data while at the same time satisfying constraints and limitations of the problem under study. The…

Optimization and Control · Mathematics 2019-09-27 Nicolas Loizou

Recent High-Performance Computing (HPC) systems are facing important challenges, such as massive power consumption, while at the same time significantly under-utilized system resources. Given the power consumption trends, future systems…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-08 Eishi Arima , Isaías A. Comprés , Martin Schulz

The design and operation of modern energy systems are heavily influenced by time-dependent and uncertain parameters, e.g., renewable electricity generation, load-demand, and electricity prices. These are typically represented by a set of…

Machine Learning · Computer Science 2021-12-16 Eike Cramer , Leonardo Rydin Gorjão , Alexander Mitsos , Benjamin Schäfer , Dirk Witthaut , Manuel Dahmen
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