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In this paper, we study the operational problem of connected hydro power reservoirs which involves sequential decision-making in an uncertain and dynamic environment. The problem is traditionally formulated as a stochastic dynamic program…

Optimization and Control · Mathematics 2022-05-17 Farzaneh Pourahmadi , Trine Krogh Boomsma

Pricing storage operation in the real-time market under demand and generation stochasticities is considered. A scenario-based stochastic rolling-window dispatch model is formulated for the real-time market, consisting of conventional…

Systems and Control · Electrical Eng. & Systems 2022-10-20 Cong Chen , Lang Tong

Recent work has demonstrated that water supply pumps in the drinking water distribution network can be leveraged to provide flexibility to the power network, but existing approaches are computationally demanding and/or overly conservative.…

Optimization and Control · Mathematics 2022-07-12 Anna Stuhlmacher , Johanna L. Mathieu

This paper develops a particle filter maximum likelihood estimator for the competitive storage model. The estimator is suitable for inference problems in commodity markets where only reliable price data is available for estimation, and…

Methodology · Statistics 2017-01-10 Tore Selland Kleppe , Atle Oglend

Particle swam optimization (PSO) is a popular stochastic optimization method that has found wide applications in diverse fields. However, PSO suffers from high computational complexity and slow convergence speed. High computational…

Neural and Evolutionary Computing · Computer Science 2014-01-06 Muhammad Saqib Sohail , Muhammad Omer Bin Saeed , Syed Zeeshan Rizvi , Mobien Shoaib , Asrar Ul Haq Sheikh

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

Econometrics · Economics 2024-09-27 Manuel Schlenkrich , Wolfgang Seiringer , Klaus Altendorfer , Sophie N. Parragh

As traditional large hydropower has been extensively exploited, micro-hydro systems have caught research increasing interest. New engineering challenges arise in developing micro-hydro systems in areas with significant elevation but…

Systems and Control · Electrical Eng. & Systems 2025-06-19 Oraib Dawaghreh , Sharaf K. Magableh , Xuesong Wang , Mohammad Adnan Magableh , Caisheng Wang

The multi-period dynamics of energy storage (ES), intermittent renewable generation and uncontrollable power loads, make the optimization of power system operation (PSO) challenging. A multi-period optimal PSO under uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-07-22 Ren Hu , Qifeng Li

This paper proposes a practical method to monitor power system inertia using Pumped Storage Hydropower (PSH) switching-off events. This approach offers real-time system-level inertia estimation with minimal expenses, no disruption, and the…

Systems and Control · Electrical Eng. & Systems 2024-07-03 Hongyu Li , Chang Chen , Mark Baldwin , Shutang You , Wenpeng Yu , Lin Zhu , Yilu Liu

Within the context of risk integration, we introduce in risk measurement stochastic holding period (SHP) models. This is done in order to obtain a `liquidity-adjusted risk measure' characterized by the absence of a fixed time horizon. The…

Risk Management · Quantitative Finance 2010-10-21 Damiano Brigo , Claudio Nordio

The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and stochastic optimization have been used to make commitment and…

Optimization and Control · Mathematics 2023-09-18 Dimitris Bertsimas , Angelos G. Koulouras

We present an online stochastic model predictive control framework for demand charge management for a grid-connected consumer with attached electrical energy storage. The consumer we consider must satisfy an inflexible but stochastic…

Systems and Control · Electrical Eng. & Systems 2020-07-07 Benjamin Flamm , Guillermo Ramos , Annika Eichler , John Lygeros

Rolling forecasts have been almost overlooked in the renewable energy storage literature. In this paper, we provide a new approach for handling uncertainty not just in the accuracy of a forecast, but in the evolution of forecasts over time.…

Optimization and Control · Mathematics 2022-04-18 Saeed Ghadimi , Warren B. Powell

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

Future energy projections and their inherent uncertainty play a key role in the design of photovoltaic-battery energy storage systems (PV-BESS) for household use. In this study, both stochastic and robust optimization techniques are…

This paper proposes a stochastic optimal preparation and resource allocation method for upcoming extreme weather events in distribution systems, which can assist utilities to achieve faster and more efficient post-event restoration. With…

Systems and Control · Electrical Eng. & Systems 2021-09-22 Qianzhi Zhang , Zhaoyu Wang , Shanshan Ma , Anmar Arif

Quantity and price risks are key uncertainties market participants face in electricity markets with increased volatility, for instance, due to high shares of renewables. From day ahead until real-time, there is a large variation in the best…

Methodology · Statistics 2025-02-21 Paul E. Seifert , Emil Kraft , Steffen Bakker , Stein-Erik Fleten

The increasing penetration of renewable energy sources introduces significant challenges to power grid stability, primarily due to their inherent variability. A new opportunity for grid operation is the smart integration of electricity…

Optimization and Control · Mathematics 2025-10-30 Janik Pinter , Frederik Zahn , Maximilian Beichter , Ralf Mikut , Veit Hagenmeyer

Fast and accurate large-scale energy system models are needed to investigate the potential of storage to complement the fluctuating energy production of renewable energy systems. However, standard Mixed-Integer Programming (MIP) models that…

Decarbonization plans promote the transition to heat pumps (HPs), creating new opportunities for their energy flexibility in demand response programs, solar photovoltaic integration and optimization of distribution networks. This paper…

Systems and Control · Electrical Eng. & Systems 2025-02-21 Gustavo L. Aschidamini , Mina Pavlovic , Bradley A. Reinholz , Malcolm S. Metcalfe , Taco Niet , Mariana Resener