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We use a dynamic programming approach to construct management strategies for a hydropower plant with a dam and a continuously adjustable unit. Along the way, we estimate unknown variables via simple models using historical data and…

Optimization and Control · Mathematics 2025-08-27 Marcus Olofsson , André Berg Niklas L. P. Lundström

The current governance process to plan the German energy system omits two options to substitute grid expansion: First, placing renewables closer to demand instead of where site conditions are best. Second, utilizing storage instead of…

Physics and Society · Physics 2022-12-21 Leonard Göke , Mario Kendziorski , Claudia Kemfert , Christian von Hirschhausen

We study risk-aware linear policy approximations for the optimal operation of an energy system with stochastic wind power, storage, and limited fuel. The resulting problem is a sequential decision-making problem with rolling forecasts. In…

Systems and Control · Electrical Eng. & Systems 2024-07-19 Thomas Mortimer , Robert Mieth

This paper proposes a novel prognostics-driven approach to optimize operations and maintenance (O&M) decisions in hydropower systems. Our approach harnesses the insights from sensor data to accurately predict the remaining lifetime…

Optimization and Control · Mathematics 2025-04-23 Farnaz Fallahi , Murat Yildirim , Shijia Zhao , Feng Qiu

We present a stochastic programming model for informing the deployment of ad hoc flood mitigation measures to protect electrical substations prior to an imminent and uncertain hurricane. The first stage captures the deployment of a fixed…

Optimization and Control · Mathematics 2024-01-05 Brent Austgen , Erhan Kutanoglu , John J. Hasenbein

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

Econometrics · Economics 2024-09-27 Manuel Schlenkrich , Wolfgang Seiringer , Klaus Altendorfer , Sophie N. Parragh

Due to the new carbon neutral policies, many district heating operators start operating their combined heat and power (CHP) plants using different types of biomass instead of fossil fuel. The contracts with the biomass suppliers are…

Optimization and Control · Mathematics 2020-06-25 Ignacio Blanco , Daniela Guericke , Juan M. Morales , Henrik Madsen

This paper addresses the transmission network expansion planning problem considering storage units under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby short- and long-term…

Optimization and Control · Mathematics 2021-01-19 Álvaro García-Cerezo , Luis Baringo , Raquel García-Bertrand

This paper proposes a new optimization model and solution method for determining optimal locations and sizing of renewable energy sources and hydrogen storage in a power network. We obtain these strategic decisions based on the multi-period…

Optimization and Control · Mathematics 2022-07-25 Sezen Ece Kayacık , Albert H. Schrotenboer , Evrim Ursavas , Iris F. A. Vis

Power systems that need to integrate renewables at a large scale must account for the high levels of uncertainty introduced by these power sources. This can be accomplished with a system of many distributed grid-level storage devices.…

Optimization and Control · Mathematics 2020-02-04 Joseph L. Durante , Juliana Nascimento , Warren B. Powell

The penetration of renewable energies requires additional storages to deal with intermittency. Accordingly, there is growing interest in evaluating the opportunity cost (usage value) associated with stored energy in large storages, a cost…

Optimization and Control · Mathematics 2025-01-20 Camila Martinez Parra , Michel de Lara , Jean-Philippe Chancelier , Pierre Carpentier , Jean-Marc Janin , Manuel Ruiz

We introduce StoDynProg, a small library created to solve Optimal Control problems arising in the management of Renewable Power Sources, in particular when coupled with an Energy Storage System. The library implements generic Stochastic…

Systems and Control · Computer Science 2014-04-28 Pierre Haessig , Thibaut Kovaltchouk , Bernard Multon , Hamid Ben Ahmed , Stéphane Lascaud

Wind farms can increase annual energy production (AEP) with advanced control algorithms by coordinating the set points of individual turbine controllers across the farm. However, it remains a significant challenge to achieve performance…

Optimization and Control · Mathematics 2020-03-18 Yi Guo , Mario Rotea , Tyler Summers

Stochastic dual dynamic programming is a cutting plane type algorithm for multi-stage stochastic optimization originated about 30 years ago. In spite of its popularity in practice, there does not exist any analysis on the convergence rates…

Optimization and Control · Mathematics 2023-05-10 Guanghui Lan

Microgrids are integrated systems that gather and operate energy production units to satisfy consumers demands. This paper details different mathematical methods to design the Energy Management System (EMS) of domestic microgrids. We…

Optimization and Control · Mathematics 2018-01-22 François Pacaud , Pierre Carpentier , Jean-Philippe Chancelier , Michel De Lara

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

Green manufacturing has become a strategic priority for many firms seeking to address sustainability and social responsibility, while improving production efficiency and profitability. However, integrating green technologies and renewable…

Optimization and Control · Mathematics 2026-04-28 Xin Zhou , Zhengsong Lu , Bo Zeng , Na Geng

We consider a general class of Dynamic Programming (DP) problems with non-separable objective functions. We show that for any problem in this class, there exists an augmented-state DP problem which satisfies the Principle of Optimality and…

Optimization and Control · Mathematics 2020-06-11 Morgan Jones , Matthew M. Peet

We consider the co-optimization of flexible household consumption, electric vehicle charging, and behind-the-meter distributed energy resources under the net energy metering tariff. Using a stochastic dynamic programming formulation, we…

Systems and Control · Electrical Eng. & Systems 2024-05-01 Minjae Jeon , Lang Tong , Qing Zhao

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
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