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We present a novel technique to solve the problem of managing optimally a pumped hydroelectric storage system. This technique relies on representing the system as a stochastic optimal control problem with state constraints, these latter…

Optimization and Control · Mathematics 2019-09-17 Athena Picarelli , Tiziano Vargiolu

We develop an efficient numerical method for the probabilistic quantification of the response statistics of nonlinear multi-degree-of-freedom structural systems under extreme forcing events, emphasizing accurate heavy-tail statistics. The…

Computational Engineering, Finance, and Science · Computer Science 2017-06-05 Han Kyul Joo , Mustafa A. Mohamad , Themistoklis P. Sapsis

We refer to recent inference methodology and formulate a framework for solving the distributionally robust optimization problem, where the true probability measure is inside a Wasserstein ball around the empirical measure and the radius of…

Mathematical Finance · Quantitative Finance 2023-06-28 Xin Hai , Kihun Nam

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

An appropriate iterative scheme for the minimization of the energy, based on the variational Monte Carlo (VMC) technique, is introduced and compared with existing stochastic schemes. We test the various methods for the 1D Heisenberg ring…

Strongly Correlated Electrons · Physics 2009-11-11 Sandro Sorella

Optimal control theory extending from the calculus of variations has not been used to study the wind turbine power system (WTPS) control problem, which aims at achieving two targets: (i) maximizing power generation in lower wind speed…

Optimization and Control · Mathematics 2024-11-18 Hesham Abdelfattah , Sameh A. Eisa , Peter Stechlinski

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

Optimal power flow (OPF) is a key tool for planning and operations in energy grids. The line-flow constraints, generator loading effect, piece-wise cost functions, emission, and voltage quality cost make the optimization model non-convex…

Optimization and Control · Mathematics 2019-09-20 Alireza Barzegar , Ali Sadollah , Rong Su

Wind integration in power grids is very difficult, essentially because of the uncertain nature of wind speed. Forecasting errors on output from wind turbines may have costly consequences. For instance, power might be bought at highest price…

Optimization and Control · Mathematics 2016-04-28 Luckny Zéphyr , C. Lindsay Anderson

Renewable energy projects, such as large offshore wind farms, are critical to achieving low-emission targets set by governments. Stochastic computer models allow us to explore future scenarios to aid decision making whilst considering the…

Methodology · Statistics 2021-12-07 Jack C. Kennedy , Daniel A. Henderson , Kevin J. Wilson

We propose stochastic control policies to cope with uncertain and variable gas extractions in natural gas networks. Given historical gas extraction data, these policies are optimized to produce the real-time control inputs for nodal gas…

Optimization and Control · Mathematics 2021-08-24 Vladimir Dvorkin , Anubhav Ratha , Pierre Pinson , Jalal Kazempour

We propose a data-based method to solve a multi-stage stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The framework explicitly combines multi-stage feedback policies with any…

Optimization and Control · Mathematics 2018-10-29 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler H. Summers

Real-time dispatch practices for operating the electric grid in an economic and reliable manner are evolving to accommodate higher levels of renewable energy generation. In particular, stochastic optimization is receiving increased…

Optimization and Control · Mathematics 2018-06-28 Ryan N. King , Matthew Reynolds , Devon Sigler , Wesley Jones

We present a stochastic variance-reduced heavy ball power iteration algorithm for solving PCA and provide a convergence analysis for it. The algorithm is an extension of heavy ball power iteration, incorporating a step size so that progress…

Optimization and Control · Mathematics 2019-01-25 Cheolmin Kim , Diego Klabjan

This paper focuses on the performance and the robustness analysis of stochastic jump linear systems. The state trajectory under stochastic jump process becomes random variables, which brings forth the probability distributions in the system…

Systems and Control · Computer Science 2015-11-13 Kooktae Lee , Abhishek Halder , Raktim Bhattacharya

This paper introduces a novel method of designing wide area control (WAC) based on a discrete linear quadratic regulator and Kalman filtering based state-estimation that can be applied for real-time damping of interarea oscillations of wind…

Systems and Control · Electrical Eng. & Systems 2019-07-17 Abilash Thakallapelli , S J Hossain , Sukumar Kamalasadan

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

This paper proposes an approach, Spectral Dynamics Embedding Control (SDEC), to optimal control for nonlinear stochastic systems. This method reveals an infinite-dimensional feature representation induced by the system's nonlinear…

Machine Learning · Computer Science 2025-08-27 Zhaolin Ren , Tongzheng Ren , Haitong Ma , Na Li , Bo Dai

In this paper we present an online wide-area oscillation damping control (WAC) design for uncertain models of power systems using ideas from reinforcement learning. We assume that the exact small-signal model of the power system at the…

Systems and Control · Computer Science 2018-10-02 Amirhassan Fallah Dizche , Aranya Chakrabortty , Alexandra Duel-Hallen

Due to uncertainties and the complicated intrinsic dynamics of power systems, it is difficult to predict the cascading failure paths once the cascades occur. This makes it challenging to achieve the effective power system protection against…

Systems and Control · Electrical Eng. & Systems 2019-08-02 Chao Zhai
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