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Stochastic programming can be applied to consider uncertainties in energy system optimization models for capacity expansion planning. However, these models become increasingly large and time-consuming to solve, even without considering…

Optimization and Control · Mathematics 2025-08-15 Shima Sasanpour , Manuel Wetzel , Karl-Kiên Cao , Hans Christian Gils , Andrés Ramos

A two-stage multi-period mixed-integer linear stochastic programming model is proposed to assist qualified operators in long-term generation and transmission expansion planning of electricity and gas systems to meet policy objectives. The…

Optimization and Control · Mathematics 2025-05-22 Giovanni Micheli , Maria Teresa Vespucci , Alessia Cortazzi , Cinzia Puglisi

Stochastic programming is widely used for energy system design optimization under uncertainty but can exponentially increase the computational complexity with the number of scenarios. Common scenario reduction techniques, like…

Optimization and Control · Mathematics 2025-08-14 Boyung Jürgens , Hagen Seele , Hendrik Schricker , Christiane Reinert , Niklas von der Assen

Decisions for a variable renewable resource generators commitment in the energy market are typically made in advance when little information is obtainable about wind availability and market prices. Much research has been published…

Optimization and Control · Mathematics 2021-03-09 Razan A. H. Al-Lawati , Jose L. Crespo-Vazquez , Tasnim Ibn Faiz , Xin Fang , Md. Noor-E-Alam

In networks, there are often more than one source of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity and…

Optimization and Control · Mathematics 2017-02-10 Majid Taghavi , Kai Huang

Recent developments in decomposition methods for multi-stage stochastic programming with block separable recourse enable the solution to large-scale stochastic programs with multi-timescale uncertainty. Multi-timescale uncertainty is…

Optimization and Control · Mathematics 2024-09-04 Hongyu Zhang , Erlend Heir , Asbjørn Nisi , Asgeir Tomasgard

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

We propose a multi-stage stochastic programming model for the optimal participation of energy communities in electricity markets. The multi-stage aspect captures the different times at which variable renewable generation and electricity…

Optimization and Control · Mathematics 2025-10-07 Albert Solà Vilalta , Ignasi Mañé , F. - Javier Heredia

With the rapid growth of artificial intelligence (AI) and cloud services, data centers have become critical infrastructures driving digital economies, with increasing energy demand heightening concerns over electricity use and carbon…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Zhentong Shao , Nanpeng Yu , Daniel Wong

This paper introduces a multi-timescale stochastic programming framework designed to address decision-making challenges in power systems, particularly those with high renewable energy penetration. The framework models interactions across…

Optimization and Control · Mathematics 2025-08-13 Yihang Zhang , Suvrajeet Sen

Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. Often such flexible policies are not desirable, and the…

Optimization and Control · Mathematics 2024-08-06 Beste Basciftci , Shabbir Ahmed , Nagi Gebraeel

The decarbonization of energy systems at energy-intensive sites is an essential component of global climate mitigation, yet such transitions involve substantial capital requirements, ongoing technological progress, and the operational…

Optimization and Control · Mathematics 2025-10-17 Ahmet Emir Şener , Burak Kocuk , Tuğçe Yüksel

This paper applies Benders decomposition to two-stage stochastic problems for energy planning under climate uncertainty, a key problem for the design of renewable energy systems. To improve performance, we adapt various refinements for…

Optimization and Control · Mathematics 2024-01-29 Leonard Göke , Felix Schmidt , Mario Kendziorski

The multi-energy management framework of industrial parks advocates energy conversion and scheduling, which takes full advantage of the compensation and temporal availability of multiple energy. However, how to exploit elastic loads and…

Systems and Control · Electrical Eng. & Systems 2022-05-25 Dafeng Zhu , Bo Yang , Zhaojian Wang , Chengbin Ma , Kai Ma , Shanying Zhu

The supply of electrical energy is being increasingly sourced from renewable generation resources. The variability and uncertainty of renewable generation, compared to a dispatch-able plant, is a significant dissimilarity of concern to the…

Optimization and Control · Mathematics 2017-11-16 Farhad Samadi Gazijahani , Javad Salehi

The modelling of modern power markets requires the representation of the following main features: (i) a stochastic dynamic decision process, with uncertainties related to renewable production and fuel costs, among others; and (ii) a…

Optimization and Control · Mathematics 2019-10-10 Joaquim Dias Garcia , Raphael Chabar

Driven by ambitious renewable portfolio standards, large-scale inclusion of variable energy resources (such as wind and solar) are expected to introduce unprecedented levels of uncertainty into power system operations. The current practice…

Systems and Control · Electrical Eng. & Systems 2021-08-02 Semih Atakan , Harsha Gangammanavar , Suvrajeet Sen

Multi-sector capacity expansion models play a crucial role in energy planning by providing decision support for policymaking in technology development. To ensure reliable support, these models require high technological, spatial, and…

Optimization and Control · Mathematics 2025-04-14 Federico Parolin , Yu Weng , Paolo Colbertaldo , Ruaridh Macdonald

This paper addresses a central challenge of jointly considering shorter-term (e.g. hourly) and longer-term (e.g. yearly) uncertainties in power system planning with increasing penetration of renewable and storage resources. In conventional…

Systems and Control · Electrical Eng. & Systems 2021-09-13 Chao Yan , Xinbo Geng , Zhaohong Bie , Le Xie

The frequency of wildfire disasters has surged five-fold in the past 50 years due to climate change. Preemptive de-energization is a potent strategy to mitigate wildfire risks but substantially impacts customers. We propose a multistage…

Optimization and Control · Mathematics 2024-04-10 Hanbin Yang , Noah Rhodes , Haoxiang Yang , Line Roald , Lewis Ntaimo
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