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Off-grid microgrids powered entirely by renewable energy sources face substantial challenges in achieving utility-grade reliability standards. Existing microgrid planning frameworks often prioritize cost minimization while treating…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Mohammed Zeehan Saleheen , Markus Wagner , Hao Wang

Buildings are essential components of power grids, and their energy performance directly affects overall power system operation. This paper presents a novel stochastic optimization framework for building energy management systems, aiming to…

Systems and Control · Electrical Eng. & Systems 2025-03-12 Hossein Nourollahi Hokmabad , Tala Hemmati Shahsavar , Pedro P. Vergara , Oleksandr Husev , Juri Belikov

Multistage stochastic programming is a powerful tool allowing decision-makers to revise their decisions at each stage based on the realized uncertainty. However, in practice, organizations are not able to be fully flexible, as decisions…

Optimization and Control · Mathematics 2024-01-17 Sezen Ece Kayacık , Beste Basciftci , Albert H Schrotenboer , Evrim Ursavas

We present a capacity expansion model for deciding the new electricity generation and transmission capacity to complement an existing hydroelectric reservoir system. The objective is to meet a forecast demand at least expected cost, namely…

Optimization and Control · Mathematics 2023-12-15 Jarand Hole , Andy Philpott , Oscar Dowson

We consider a risk-averse stochastic capacity planning problem under uncertain demand in each period. Using a scenario tree representation of the uncertainty, we formulate a multistage stochastic integer program to adjust the capacity…

Optimization and Control · Mathematics 2024-11-05 Xian Yu , Siqian Shen

Considering widely dispersed uncertain renewable energy sources (RESs), scenario-based stochastic optimization is an effective method for the economic dispatch of renewables-rich power systems. However, on classic computers, to simulate RES…

Optimization and Control · Mathematics 2024-04-23 Xutao Han , Zhiyi Li , Yue Xu

Aggregators of consumer energy resources (CERs) like rooftop solar and battery energy storage (BES) face challenges due to their inherent uncertainties. A sensible approach is to use stochastic optimization to handle such uncertainties,…

Systems and Control · Electrical Eng. & Systems 2025-11-03 Chatum Sankalpa , Ghulam Mohy-ud-din , Erik Weyer , Maria Vrakopoulou

Efficiently accommodating uncertain renewable resources in wholesale electricity markets is among the foremost priorities of market regulators in the US, UK and EU nations. However, existing deterministic market designs fail to internalize…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Yury Dvorkin

To meet carbon emission reduction goals in line with the Paris agreement, planning resilient and sustainable energy systems has never been more important. In the building sector, particularly, strategic urban energy planning engenders large…

Systems and Control · Electrical Eng. & Systems 2026-02-11 Julien Leprince , Amos Schledorn , Daniela Guericke , Dominik Franjo Dominkovic , Henrik Madsen , Wim Zeiler

Modelling challenges of the United States Pacific Northwest system have grown in the last decade. Besides classical modelling difficulties such as a complex hydro cascade with many operational constraints, we have seen higher penetration of…

Optimization and Control · Mathematics 2020-08-06 Joaquim Dias Garcia , Guilherme Machado , André Dias , Gerson Couto , John Ollis , John Fazio , Daniel Hua

Microgrids are recognized as a relevant tool to absorb decentralized renewable energies in the energy mix. However, the sequential handling of multiple stochastic productions and demands, and of storage, make their management a delicate…

Optimization and Control · Mathematics 2021-06-09 François Pacaud , Michel de Lara , Jean-Philippe Chancelier , Pierre Carpentier

This paper presents an analysis of the stability and quality of the distributed generation planning problem's investment solution. The entry of distributed generators power based on non-conventional energy sources has been extensively…

Systems and Control · Electrical Eng. & Systems 2021-03-31 Luis Lopez , Alvaro Gonzalez-Castellanos , David Pozo

Wind power is playing an increasingly important role in electricity markets. However, it's inherent variability and uncertainty cause operational challenges and costs as more operating reserves are needed to maintain system reliability.…

Optimization and Control · Mathematics 2016-03-01 Yishen Wang , Zhi Zhou , Cong Liu , Audun Botterud

The interdependence of electricity and natural gas markets is becoming a major topic in energy research. Integrated energy models are used to assist decision-making for businesses and policymakers addressing challenges of energy transition…

General Finance · Quantitative Finance 2020-09-11 Iegor Riepin , Thomas Möbius , Felix Müsgens

Most decision-focused learning work has focused on single stage problems whereas many real-world decision problems are more appropriately modelled using multistage optimisation. In multistage problems contextual information is revealed over…

Optimization and Control · Mathematics 2025-05-29 Egon Peršak , Miguel F. Anjos

The integration of more renewable energy sources into the power system is presenting system operators with various challenges. At the distribution system level, voltage magnitudes that violate operating limits near large photovoltaic…

Optimization and Control · Mathematics 2022-01-05 Sandro Merkli , Roy S. Smith

This work introduces the category of Power System Transition Planning optimization problem. It aims to shift power systems to emissions-free networks efficiently. Unlike comparable work, the framework presented here broadly applies to the…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Ahmed Al-Shafei , Nima Amjady , Hamidreza Zareipour , Yankai Cao

Tanker water systems play critical role in providing adequate service to meet potable water demands in the face of acute water crisis in many cities globally. Managing tanker movements among the supply and demand sides requires an efficient…

Optimization and Control · Mathematics 2024-08-02 Abhilasha Maheshwari , Shamik Misra , Ravindra Gudi , Senthilmurugan Subbiah , Chrysi Laspidou

The most common approaches for solving multistage stochastic programming problems in the research literature have been to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to approximate the…

Optimization and Control · Mathematics 2022-01-04 Warren B Powell , Saeed Ghadimi

This paper investigates inland port infrastructure investment planning under uncertain commodity demand conditions. A two-stage stochastic optimization is developed to model the impact of demand uncertainty on infrastructure planning and…

Optimization and Control · Mathematics 2022-08-12 Sanjeev Bhurtyal , Sarah Hernandez , Sandra Eksioglu , Manzi Yves