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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

Batteries play a critical role in microgrid energy management by ensuring power balance, enhancing renewable utilization, and reducing operational costs. However, battery degradation poses a significant challenge, particularly under extreme…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Rui Xie , Jun Wang , Jiaxu Duan , Chao Ma , Yunhui Liu , Yue Chen

Pedestrian trajectory prediction plays a pivotal role in the realms of autonomous driving and smart cities. Despite extensive prior research employing sequence and generative models, the unpredictable nature of pedestrians, influenced by…

Computer Vision and Pattern Recognition · Computer Science 2024-05-14 Yao Liu , Quan Z. Sheng , Lina Yao

We study the interdependence between transportation and power systems considering decentralized renewable generators and electric vehicles (EVs). We formulate the problem in a stochastic multi-agent optimization framework considering the…

Optimization and Control · Mathematics 2021-01-05 Zhaomiao Guo , Fatima Afifah , Junjian Qi , Sina Baghali

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

Statistics Theory · Mathematics 2017-10-16 Trisha Maitra , Sourabh Bhattacharya

To address the environmental concern and improve the economic efficiency, the wind power is rapidly integrated into smart grids. However, the inherent uncertainty of wind energy raises operational challenges. To ensure the cost-efficient,…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Wei Xie , Yuan Yi , Zhi Zhou , Keqi Wang

This paper studies decision problems where the decision maker's choice of action affects the probability distribution of a payoff relevant random variable. We establish sufficient conditions for the existence of an expected utility…

Theoretical Economics · Economics 2026-05-29 Ayush Gupta

The increasing adoption of Electric Vehicles (EVs) for service and goods distribution operations has led to the emergence of Electric Vehicle Routing Problems (EVRPs), a class of vehicle routing problems addressing the unique challenges…

Optimization and Control · Mathematics 2025-12-04 Andrea Spinelli , Dario Bezzi , Ola Jabali , Francesca Maggioni

Recent studies on many-to-one matching markets have explored agents with flexible capacity and truthful preference reporting, focusing on mechanisms that jointly design capacities and select a matching. However, in real-world applications…

Computer Science and Game Theory · Computer Science 2026-03-11 Maria Bazotte , Margarida Carvalho , Thibaut Vidal

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice

Learning in uncertain, noisy, or adversarial environments is a challenging task for deep neural networks (DNNs). We propose a new theoretically grounded and efficient approach for robust learning that builds upon Bayesian estimation and…

Machine Learning · Computer Science 2021-11-12 Giuseppina Carannante , Dimah Dera , Ghulam Rasool , Nidhal C. Bouaynaya , Lyudmila Mihaylova

Understanding Origin-Destination (O-D) travel demand is crucial for transportation management. However, traditional spatial-temporal deep learning models grapple with addressing the sparse and long-tail characteristics in high-resolution…

Machine Learning · Computer Science 2024-02-01 Xinke Jiang , Dingyi Zhuang , Xianghui Zhang , Hao Chen , Jiayuan Luo , Xiaowei Gao

Incorporating Renewable Energy Sources (RES) incurs a high level of uncertainties to electric power systems. This level of uncertainties makes the conventional energy management methods inefficient and jeopardizes the security of…

Optimization and Control · Mathematics 2019-10-17 Mohammad Rasoul Narimani , Ali Azizivahed , Ehsan Naderi

We developed a new integrated learning and optimization (ILO) methodology to predict context-aware unknown parameters in economic dispatch (ED), a crucial problem in power systems solved to generate optimal power dispatching decisions to…

Systems and Control · Electrical Eng. & Systems 2025-11-03 Imran Pervez , Omar Knio

This paper considers a nested stochastic distributed optimization problem. In it, approximate solutions to realizations of the inner-problem are leveraged to obtain a Distributed Stochastic Cubic Regularized Newton (DiSCRN) update to the…

Optimization and Control · Mathematics 2021-08-06 Tor Anderson , Sonia Martinez

To take unit commitment (UC) decisions under uncertain net load, most studies utilize a stochastic UC (SUC) model that adopts a one-size-fits-all representation of uncertainty. Disregarding contextual information such as weather forecasts…

Optimization and Control · Mathematics 2022-12-01 Ogun Yurdakul , Feng Qiu , Sahin Albayrak

The electrification and automation of mobility are reshaping how cities operate on-demand transport systems. Managing Electric Autonomous Mobility-on-Demand (EAMoD) fleets effectively requires coordinating dispatch, rebalancing, and…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Sten Elling Tingstad Jacobsen , Balázs Kulcsár , Anders Lindman

There is a significant need for principled uncertainty reasoning in machine learning systems as they are increasingly deployed in safety-critical domains. A new approach with uncertainty-aware regression-based neural networks (NNs), based…

Machine Learning · Computer Science 2023-07-21 Nis Meinert , Jakob Gawlikowski , Alexander Lavin

Uncertainty levels in forecasting of renewable generation and demand are known to affect the amount of reserve required to operate the power grid with a given level of reliability. In this paper, we quantify the effects on the system…

Signal Processing · Electrical Eng. & Systems 2018-06-18 Yihui Zuo , Fabrizio Sossan , Mokhtar Bozorg , Mario Paolone

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang