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Chance-constrained optimization (CCO) has been widely used for uncertainty management in power system operation. With the prevalence of wind energy, it becomes possible to consider the wind curtailment as a dispatch variable in CCO.…

Systems and Control · Electrical Eng. & Systems 2023-04-06 Xingyu Lei , Zhifang Yang , Junbo Zhao , Juan Yu

The two-stage stochastic unit commitment problem has become an important tool to support decision-making under uncertainty in power systems. Representing the uncertainty by a large number of scenarios guarantees accurate results but…

Optimization and Control · Mathematics 2025-12-23 Yannick Werner , Juan Miguel Morales , Salvador Pineda , Line Roald , Sonja Wogrin

Long-tail and rare event problems become crucial when autonomous driving algorithms are applied in the real world. For the purpose of evaluating systems in challenging settings, we propose a generative framework to create safety-critical…

Robotics · Computer Science 2020-07-24 Wenhao Ding , Baiming Chen , Minjun Xu , Ding Zhao

This paper incorporates a continuous-type network flexibility into chance constrained economic dispatch (CCED). In the proposed model, both power generations and line susceptances are continuous variables to minimize the expected generation…

Systems and Control · Electrical Eng. & Systems 2024-02-27 Yue Song , Tao Liu , David J. Hill

This paper proposes a modified conditional generative adversarial network (cGAN) model to generate net load scenarios for power systems that are statistically credible, conditioned by given labels (e.g., seasons), and, at the same time,…

Systems and Control · Electrical Eng. & Systems 2022-04-12 Zhirui Liang , Robert Mieth , Yury Dvorkin

Many practical applications of control require that constraints on the inputs and states of the system be respected, while optimizing some performance criterion. In the presence of model uncertainties or disturbances, for many control…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Christoph Frei , Manfred Morari

Extreme weather events stemming from climate change can cause significant damage and disruption to power systems. Failure to mitigate and adapt to climate change and its cascading effects can lead to short and long term issues. The profound…

Applied Physics · Physics 2022-09-22 Rouzbeh Shirvani , Tarannom Parhizkar

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

This paper studies the generation and transmission expansion co-optimization problem with a high wind power penetration rate in large-scale power grids. In this paper, generation and transmission expansion co-optimization is modeled as a…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Shutang You

In this paper we propose a problem-driven scenario generation approach to the single-period portfolio selection problem which use tail risk measures such as conditional value-at-risk. Tail risk measures are useful for quantifying potential…

Risk Management · Quantitative Finance 2019-11-14 Jamie Fairbrother , Amanda Turner , Stein Wallace

We present a method to generate renewable scenarios using Bayesian probabilities by implementing the Bayesian generative adversarial network~(Bayesian GAN), which is a variant of generative adversarial networks based on two interconnected…

Optimization and Control · Mathematics 2018-02-06 Yize Chen , Pan Li , Baosen Zhang

Many practical planning and operational applications in power systems require simultaneous consideration of a large number of operating conditions or Multi-Scenario AC-Optimal Power Flow (MS-AC-OPF) solution. However, when the number of…

Optimization and Control · Mathematics 2019-05-28 Vladimir Frolov , Line Roald , Michael Chertkov

The operation and planning of large-scale power systems are becoming more challenging with the increasing penetration of stochastic renewable generation. In order to minimize the decision risks in power systems with large amount of…

Optimization and Control · Mathematics 2019-03-14 Congmei Jiang , Yize Chen , Yongfang Mao , Yi Chai , Mingbiao Yu

Transitioning to renewable power generation is often difficult for remote or isolated communities, due to generation intermittency and high cost barriers. Our paper presents a simulation-based optimization approach for the design of policy…

Optimization and Control · Mathematics 2025-02-21 Nanrui Gong , James C. Spall

We introduce a novel approach to reduce the computational effort of solving mixed-integer convex chance constrained programs through the scenario approach. Instead of reducing the number of required scenarios, we directly minimize the…

Optimization and Control · Mathematics 2020-02-05 Damian Frick , Pier Giuseppe Sessa , Tony A. Wood , Maryam Kamgarpour

Scenario building is an established method to anticipate the future of emerging technologies. Its primary goal is to use narratives to map future trajectories of technology development and sociotechnical adoption. Following this process,…

Human-Computer Interaction · Computer Science 2025-06-09 Julia Barnett , Kimon Kieslich , Jasmine Sinchai , Nicholas Diakopoulos

We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…

Optimization and Control · Mathematics 2019-05-28 Lukáš Adam , Martin Branda

Scenario reduction (SR) aims to identify a small yet representative scenario set to depict the underlying uncertainty, which is critical to scenario-based stochastic optimization (SBSO) of power systems. Existing SR techniques commonly aim…

Optimization and Control · Mathematics 2025-06-16 Yingrui Zhuang , Lin Cheng , Ning Qi , Mads R. Almassalkhi , Feng Liu

In this paper we present our ideas for conducting a cost benefit analysis by using three different methods: scenario analysis, decision trees and simulation. Then we introduce our case study and examine these methods in a real world…

Computational Engineering, Finance, and Science · Computer Science 2013-06-24 Galina Sherman , Peer-Olaf Siebers , Uwe Aickelin , David Menachof

Scenario-based testing is a promising method to develop, verify and validate automated driving systems (ADS) since pure on-road testing seems inefficient for complex traffic environments. A major challenge for this approach is the provision…

Software Engineering · Computer Science 2024-04-22 Michael Schuldes , Christoph Glasmacher , Lutz Eckstein