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Optimal power flow (OPF) is considered for microgrids, with the objective of minimizing either the power distribution losses, or, the cost of power drawn from the substation and supplied by distributed generation (DG) units, while effecting…
This paper provides a summary of the fractal calculus framework. It presents higher-order homogeneous and nonhomogeneous linear fractal differential equations with $\alpha$-order. Solutions for these equations with constant coefficients are…
We propose a direct numerical method for the solution of an optimal control problem governed by a two-side space-fractional diffusion equation. The presented method contains two main steps. In the first step, the space variable is…
This two-part paper explores the use of FP in the design and optimization of communication systems. Part I of this paper focuses on FP theory and on solving continuous problems. The main theoretical contribution is a novel quadratic…
In this paper, we propose a novel computational method for solving non-linear optimal control problems. The method is based on the use of Fourier--Hermite series for approximating the action-value function arising in dynamic programming…
Solving the non-convex optimal power flow (OPF) problem for large-scale power distribution systems is computationally expensive. An alternative is to solve the relaxed convex problem or linear approximated problem, but these methods lead to…
We begin by reporting on some recent results of the authors (Frederico and Torres, 2006), concerning the use of the fractional Euler-Lagrange notion to prove a Noether-like theorem for the problems of the calculus of variations with…
We investigate two classes of quantum control problems by using frequency-domain optimization algorithms in the context of ultrafast laser control of quantum systems. In the first class, the system model is known and a frequency-domain…
In this paper, we discuss an application of the SDDP type algorithm to nested risk-averse formulations of Stochastic Optimal Control (SOC) problems. We propose a construction of a statistical upper bound for the optimal value of risk-averse…
We are interested in optimally driving a dynamical system that can be influenced by exogenous noises. This is generally called a Stochastic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle is the natural way of…
This paper is concerned with optimal power flow (OPF), which is the problem of optimizing the transmission of electricity in power systems. Our main contributions are as follows: (i) we propose a novel parabolic relaxation, which transforms…
The solution to an optimal power flow (OPF) problem provides a minimum cost operating point for an electric power system. The performance of OPF solution techniques strongly depends on the problem's feasible space. This paper presents an…
Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…
In this article we study optimization problems ruled by $\alpha$-fractional diffusion operators with volume constraints. By means of penalization techniques we prove existence of solutions. We also show that every solution is locally of…
Optimal Control (OC) is the process of determining control and state trajectories for a dynamic system, over a period of time, in order to optimize a given performance index. With the increasing of variables and complexity, OC problems can…
Inverse Optimal Control (IOC) seeks to recover an unknown cost from expert demonstrations, and it provides a systematic way of modeling experts' decision mechanisms while considering the prior information of the cost functions.…
The optimal power flow (OPF) problem is one of the most fundamental problems in power system operations. The non-linear alternating current (AC) power flow equations that model different physical laws (together with operational constraints)…
In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…
Optimal power flow (OPF) is a central problem in the operation of electric power systems. An OPF problem optimizes a specified objective function subject to constraints imposed by both the non-linear power flow equations and engineering…
This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…