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Increased uncertainty due to high penetration of renewables imposes significant costs to the system operators. The added costs depend on several factors including market design, performance of renewable generation forecasting and the…

Optimization and Control · Mathematics 2014-04-23 Baosen Zhang , Ram Rajagopal , David Tse

Gas-fired units (GFUs) with rapid regulation capabilities are considered an effective tool to mitigate fluctuations in the generation of renewable energy sources and have coupled electricity power systems (EPSs) and natural gas systems…

Systems and Control · Electrical Eng. & Systems 2024-08-16 eiyao Zhao , Zhengshuo Li , Jiahui Zhang , Xiang Bai , Jia Su

To address the power system hardening problem, traditional approaches often adopt robust optimization (RO) that considers a fixed set of concerned contingencies, regardless of the fact that hardening some components actually renders…

Systems and Control · Electrical Eng. & Systems 2025-03-07 Donglai Ma , Xiaoyu Cao , Bo Zeng , Qing-Shan Jia , Chen Chen , Qiaozhu Zhai , Xiaohong Guan

Hydrogen-electrical microgrids are increasingly assuming an important role on the pathway toward decarbonization of energy and transportation systems. This paper studies networked hydrogen-electrical microgrids planning (NHEMP), considering…

Optimization and Control · Mathematics 2025-01-22 Xunhang Sun , Xiaoyu Cao , Bo Zeng , Qiaozhu Zhai , Tamer Başar , Xiaohong Guan

We investigate the problem of serving deferrable and nondeferrable electric demands with colocated stochastic supply and grid-imported electricity. Deferrable demands arrive randomly and can be delayed within their service deadlines.…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Minjae Jeon , Lang Tong , Qing Zhao

Truckload procurement plays a vital role in integrated container logistics, particularly under the uncertainties of container flow and market conditions. We formulate the operational volume allocation problem in drayage procurement as a…

Optimization and Control · Mathematics 2025-05-06 Georgios Vassos , Richard Lusby , Pierre Pinson

This paper studies the problem of stochastic dynamic pricing and energy management policy for electric vehicle (EV) charging service providers. In the presence of renewable energy integration and energy storage system, EV charging service…

Signal Processing · Electrical Eng. & Systems 2018-01-09 Chao Luo , Yih-Fang Huang , Vijay Gupta

Capacity expansion models are frequently used to inform multi-billion dollar grid infrastructure decisions, a context in which there is significant uncertainty surrounding the future need for and performance of such infrastructure. However,…

Systems and Control · Electrical Eng. & Systems 2026-03-03 Gabriel Mantegna , Emil Dimanchev , Filippo Pecci , Neha Patankar , Jesse Jenkins

We introduce the Estimated Dynamic Equilibrium Model (EDEM), an agent-based framework that treats supply and demand as a coupled stochastic process driven by heterogeneous, noisy agent valuations. The model's primary technical contribution…

Multiagent Systems · Computer Science 2026-05-18 Mikhail L. Arbuzov , Sisong Bei , Alexey Shvets

Endogenous, i.e. decision-dependent, uncertainty has received increased interest in the stochastic programming community. In the robust optimization context, however, it has rarely been considered. This work addresses multistage robust…

Optimization and Control · Mathematics 2020-08-27 Wei Feng , Yiping Feng , Qi Zhang

Dynamic Random Subjective Expected Utility (DR-SEU) allows to model choice data observed from an agent or a population of agents whose beliefs about objective payoff-relevant states and tastes can both evolve stochastically. Our observable,…

Theoretical Economics · Economics 2018-08-02 Jetlir Duraj

Resiliency plays a critical role in designing future communication networks. How to make edge computing systems resilient against unpredictable failures and fluctuating demand is an important and challenging problem. To this end, this paper…

Optimization and Control · Mathematics 2023-06-28 Jiaming Cheng , Duong Tung Nguyen , Vijay K. Bhargava

Economic dispatch problem for a networked power system has been considered. The objective is to minimize the total generation cost while meeting the overall supply-demand balance and generation capacity. In particular, a more practical…

Systems and Control · Computer Science 2019-05-01 Seungjoon Lee , Hyungbo Shim

In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…

Optimization and Control · Mathematics 2020-04-10 Trivikram Dokka , Francis Garuba , Marc Goerigk , Peter Jacko

This paper deals with the problem of clearing sequential electricity markets under uncertainty. We consider the European approach, where reserves are traded separately from energy to meet exogenous reserve requirements. Recently pro- posed…

Optimization and Control · Mathematics 2018-10-31 Vladimir Dvorkin , Stefanos Delikaraoglou , Juan M. Morales

Compared with large-scale physical batteries, aggregated and coordinated generic energy storage (GES) resources provide low-cost, but uncertain, flexibility for power grid operations. While GES can be characterized by different types of…

Optimization and Control · Mathematics 2025-06-10 Ning Qi , Pierre Pinson , Mads R. Almassalkhi , Lin Cheng , Yingrui Zhuang

The issues of uncertainty and frequency security could become significantly serious in power systems with the high penetration of volatile inverter-based renewables (IBRs). These issues make it necessary to consider the uncertainty and…

Systems and Control · Electrical Eng. & Systems 2023-03-08 Ye Tian , Zhengshuo Li , Wenchuan Wu , Miao Fan

We develop a deep learning algorithm for constructing globally accurate approximations to functional rational expectations equilibria of dynamic stochastic economies in the sequence space. We use deep neural networks to parameterize key…

General Economics · Economics 2026-03-17 Marlon Azinovic-Yang , Jan Žemlička

The availability of massive vehicle trajectory data enables the modeling of road-network constrained movement as travel-cost distributions rather than just single-valued costs, thereby capturing the inherent uncertainty of movement and…

Data Structures and Algorithms · Computer Science 2024-07-10 Chenjuan Guo , Ronghui Xu , Bin Yang , Ye Yuan , Tung Kieu , Yan Zhao , Christian S. Jensen

Considering widely dispersed uncertain renewable energy sources (RESs), scenario-based stochastic optimization is an effective method for the economic dispatch of renewables-rich power systems. However, on classic computers, to simulate RES…

Optimization and Control · Mathematics 2024-04-23 Xutao Han , Zhiyi Li , Yue Xu