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Mathematical programming formulations of influence diagrams can bridge the gap between representing and solving decision problems. However, they suffer from both modeling and computational limitations. Aiming to address modeling…

Optimization and Control · Mathematics 2025-06-19 Olli Herrala , Tommi Ekholm , Fabricio Oliveira

The Security-Constrained Economic Dispatch (SCED) is a fundamental optimization model for Transmission System Operators (TSO) to clear real-time energy markets while ensuring reliable operations of power grids. In a context of growing…

Machine Learning · Computer Science 2021-12-28 Wenbo Chen , Seonho Park , Mathieu Tanneau , Pascal Van Hentenryck

The Environmental and Economic Dispatch problem (EEDP)is a nonlinear Multi-objective Optimization Problem (MOP) which simultaneously satisfies multiple contradictory criteria, and it's a nonsmooth problem when valvepoint effects, multi-fuel…

Optimization and Control · Mathematics 2020-03-16 Mohamed Tifroute , Anouar Lahmdani , Hassane Bouzahir

One of the major issues with the integration of renewable energy sources into the power grid is the increased uncertainty and variability that they bring. If this uncertainty is not sufficiently addressed, it will limit the further…

Optimization and Control · Mathematics 2017-05-15 Joshua Comden , Zhenhua Liu , Yue Zhao

I develop a continuous-time model in which an incumbent batch-service provider faces stochastic passenger arrivals and must decide when to dispatch under the threat of customer defection to a faster entrant. The incumbent's problem is…

Theoretical Economics · Economics 2025-05-28 Md Mahadi Hasan

Distributed decision problems features a group of agents that can only communicate over a peer-to-peer network, without a central memory. In applications such as network control and data ranking, each agent is only affected by a small…

Optimization and Control · Mathematics 2024-04-24 Mattia Bianchi , Sergio Grammatico

This paper studies two fundamental problems in power systems: the economic dispatch problem (EDP) and load shedding. For the EDP, an extension of the problem considering the transmission losses is presented. Because the optimization problem…

Systems and Control · Electrical Eng. & Systems 2021-08-31 Ismi Rosyiana Fitri , Jung-Su Kim

With more renewable energy sources (RES) integrated into the power system, the intermittency of RES places a heavy burden on the system. The uncertainty of RES is traditionally handled by controllable generators to balance the real time…

Systems and Control · Electrical Eng. & Systems 2024-12-25 Tian Liu , Su Wang , Danny H. K. Tsang

The Dynamic Pickup and Delivery Problem (DPDP) is aimed at dynamically scheduling vehicles among multiple sites in order to minimize the cost when delivery orders are not known a priori. Although DPDP plays an important role in modern…

Artificial Intelligence · Computer Science 2021-05-28 Xijun Li , Weilin Luo , Mingxuan Yuan , Jun Wang , Jiawen Lu , Jie Wang , Jinhu Lu , Jia Zeng

High penetration of renewable energy sources (RES) introduces significant uncertainty and intermittency into microgrid operations, posing challenges to economic and reliable scheduling. To address this, this paper proposes an end-to-end…

Systems and Control · Electrical Eng. & Systems 2026-02-04 Tingwei Cao , Yan Xu

Price elasticity model (PEM) is an appealing and modest model for assessing the potential of flexible demand in DR. It measures the customers demand sensitivity through elasticity in relation to price variation. However, application of PEM…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Vipin Chandra Pandey , Nikhil Gupta , K. R. Niazi , Anil Swarnkar , Rayees Ahmad Thokar

Aggregating distributed energy resources in power systems significantly increases uncertainties, in particular caused by the fluctuation of renewable energy generation. This issue has driven the necessity of widely exploiting advanced…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Wei Jiang , Zhongkai Yi , Li Wang , Hanwei Zhang , Jihai Zhang , Fangquan Lin , Cheng Yang

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

Managing data storage growth is of crucial importance to businesses. Poor practices can lead to large data and financial losses. Access to storage information along with timely action, or capacity forecasting, are essential to avoid these…

General Finance · Quantitative Finance 2019-01-31 Revathi Anil Kumar , Mark Chamness

This paper introduces a node formulation for multistage stochastic programs with endogenous (i.e., decision-dependent) uncertainty. Problems with such structure arise when the choices of the decision maker determine a change in the…

Optimization and Control · Mathematics 2021-03-05 Giovanni Pantuso

This paper examines the integrated generation and transmission expansion planning problem to address the growing challenges associated with increasing power network loads. The proposed approach optimizes the operation and investment costs…

Systems and Control · Electrical Eng. & Systems 2024-10-22 Arash Baharvandi , Duong Tung Nguyen

The increasing penetration of distributed energy resources (DERs) in the distribution networks has turned the conventionally passive load buses into active buses that can provide grid services for the transmission system. To take advantage…

Optimization and Control · Mathematics 2020-12-17 Xinyang Zhou , Chin-Yao Chang , Andrey Bernstein , Changhong Zhao , Lijun Chen

Placing applications in mobile edge computing servers presents a complex challenge involving many servers, users, and their requests. Existing algorithms take a long time to solve high-dimensional problems with significant uncertainty…

Machine Learning · Computer Science 2024-03-26 Taha-Hossein Hejazi , Zahra Ghadimkhani , Arezoo Borji

It is critical yet challenging for deep learning models to properly characterize uncertainty that is pervasive in real-world environments. Although a lot of efforts have been made, such as heteroscedastic neural networks (HNNs), little work…

Machine Learning · Computer Science 2021-03-30 Peng Cui , Zhijie Deng , Wenbo Hu , Jun Zhu

Uncertainty is inevitable in transportation system due to the stochastic change of demand and supply. It is one of the most important factors affecting travelers' choice behavior. Based on the framework of Vickrey's bottleneck model, we…

Physics and Society · Physics 2020-01-07 Dongxu Lu , Rui Jiang , Ronghui Liu , Qiumin Liu , Ziyou Gao