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In this paper, the distributed resource allocation optimization problem is investigated. The allocation decisions are made to minimize the sum of all the agents' local objective functions while satisfying both the global network resource…

Optimization and Control · Mathematics 2017-04-11 Peng Yi , Yiguang Hong , Feng Liu

With increasingly favorable economics and bundling of different grid services, energy storage systems (ESS) are expected to play a key role in integrating renewable generation. This work considers the coordination of ESS owned by customers…

Optimization and Control · Mathematics 2018-05-31 Sarthak Gupta , Vassilis Kekatos , Walid Saad

We formulate the optimal energy arbitrage problem for a piecewise linear cost function for energy storage devices using linear programming (LP). The LP formulation is based on the equivalent minimization of the epigraph. This formulation…

Systems and Control · Electrical Eng. & Systems 2019-08-19 Md Umar Hashmi , Arpan Mukhopadhyay , Ana Bušić , Jocelyne Elias , Diego Kiedanski

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

In the past several years, there have been several representative attitude determination methods developed using derivative-based optimization algorithms. Optimization techniques e.g. gradient-descent algorithm (GDA), Gauss-Newton algorithm…

Systems and Control · Computer Science 2019-10-01 Jin Wu , Zebo Zhou , Min Song

With the electrification of transportation, the rising uptake of electric vehicles (EVs) might stress distribution networks significantly, leaving their performance degraded and stability jeopardized. To accommodate these new loads…

Machine Learning · Computer Science 2023-08-23 Bushra Alshehhi , Areg Karapetyan , Khaled Elbassioni , Sid Chi-Kin Chau , Majid Khonji

Large scale electricity storage is set to play an increasingly important role in the management of future energy networks. A major aspect of the economics of such projects is captured in arbitrage, i.e. buying electricity when it is cheap…

Optimization and Control · Mathematics 2015-05-25 James Cruise , Lisa Flatley , Richard Gibbens , Stan Zachary

The multi-period dynamics of energy storage (ES), intermittent renewable generation and uncontrollable power loads, make the optimization of power system operation (PSO) challenging. A multi-period optimal PSO under uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-07-22 Ren Hu , Qifeng Li

This paper studies optimal thermal management and charging of a battery electric vehicle driving over long distance trips. The focus is on the potential benefits of including a heat pump in the thermal management system for waste heat…

Systems and Control · Electrical Eng. & Systems 2022-10-10 Ahad Hamednia , Victor Hanson , Jiaming Zhao , Nikolce Murgovski , Jimmy Forsman , Mitra Pourabdollah , Viktor Larsson , Jonas Fredriksson

We study a resource allocation problem over time, where a finite (random) resource needs to be distributed among a set of users at each time instant. Shortfalls in the resource allocated result in user dissatisfaction, which we model as an…

Optimization and Control · Mathematics 2023-12-05 Akhil Bhimaraju , Avhishek Chatterjee , Lav R. Varshney

The push-forward operation enables one to redistribute a probability measure through a deterministic map. It plays a key role in statistics and optimization: many learning problems (notably from optimal transport, generative modeling, and…

Machine Learning · Statistics 2025-05-19 Lucas de Lara , Mathis Deronzier , Alberto González-Sanz , Virgile Foy

We consider a portfolio optimisation problem for a utility-maximising investor who faces convex constraints on his portfolio allocation in Heston's stochastic volatility model. We apply the duality methods developed in previous work to…

Portfolio Management · Quantitative Finance 2023-11-08 Marcos Escobar-Anel , Michel Kschonnek , Rudi Zagst

This study investigates two models of varying complexity for optimizing intraday arbitrage energy trading of a battery energy storage system using a model predictive control approach. Scenarios reflecting different stages of the system's…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Martin Cornejo , Melina Graner , Holger Hesse , Andreas Jossen

Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…

Optimization and Control · Mathematics 2019-07-19 Timothy C. Y. Chan , Neal Kaw

The current formulation of the optimal scheduling of appliance energy consumption uses as optimization variables the vectors of appliances' scheduled energy consumption over equally-divided time slots of a day, which does not take into…

Networking and Internet Architecture · Computer Science 2019-09-26 Kyeong Soo Kim , Sanghyuk Lee , Tiew On Ting , Xin-She Yang

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

Machine Learning · Statistics 2014-08-26 Donald Goldfarb , Zhiwei Qin

Lithium-ion battery systems have been used in practical power systems for peak-shaving, demand response, and frequency regulation. However, a lithium-ion battery is degrading while cycling and would be scrapped when the capacity reduces to…

Signal Processing · Electrical Eng. & Systems 2020-06-16 Qingchun Hou , Yanghao Yu , Ershun Du , Hongjie He , Ning Zhang , Chongqing Kang , Guojing Liu , Huan Zhu

In this paper, we consider the problem of optimal demand response and energy storage management for a power consuming entity. The entity's objective is to find an optimal control policy for deciding how much load to consume, how much power…

Optimization and Control · Mathematics 2012-05-22 Longbo Huang , Jean Walrand , Kannan Ramchandran

Energy Harvesting allows the devices in a Wireless Sensor Network to recharge their batteries through environmental energy sources. While in the literature the main focus is on devices with ideal batteries, in reality several inefficiencies…

Information Theory · Computer Science 2016-03-11 Alessandro Biason , Michele Zorzi

In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…

Optimization and Control · Mathematics 2016-06-09 Xiaojing Zhang , Maryam Kamgarpour , Angelos Georghiou , Paul Goulart , John Lygeros
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