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We present the conditional value-at-risk (CVaR) in the context of Markov chains and Markov decision processes with reachability and mean-payoff objectives. CVaR quantifies risk by means of the expectation of the worst p-quantile. As such it…

Logic in Computer Science · Computer Science 2018-05-09 Jan Křetínský , Tobias Meggendorfer

In this paper, we propose beamforming schemes to simultaneously transmit data securely to multiple information receivers (IRs) while transferring power wirelessly to multiple energy-harvesting receivers (ERs). Taking into account the…

Information Theory · Computer Science 2017-05-19 Tuan Anh Le , Quoc-Tuan Vien , Huan X. Nguyen , Derrick Wing Kwan Ng , Robert Schober

We consider the problem of risk-sensitive motion planning in the presence of randomly moving obstacles. To this end, we adopt a model predictive control (MPC) scheme and pose the obstacle avoidance constraint in the MPC problem as a…

Systems and Control · Electrical Eng. & Systems 2021-07-20 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

High renewable energy penetration into power distribution systems causes a substantial risk of exceeding voltage security limits, which needs to be accurately assessed and properly managed. However, the existing methods usually rely on the…

Systems and Control · Electrical Eng. & Systems 2024-11-08 Yuanhai Gao , Xiaoyuan Xu , Zheng Yan , Mohammad Shahidehpour , Bo Yang , Xinping Guan

For many real-world decision-making problems subject to uncertainty, it may be essential to deal with multiple and often conflicting objectives while taking the decision-makers' risk preferences into account. Conditional value-at-risk…

Optimization and Control · Mathematics 2023-02-14 Najmesadat Nazemi , Sophie N. Parragh , Walter J. Gutjahr

This paper proposes an analytical framework for modelling resource contention in multi-robot systems, where the travel times and task durations are uncertain. It uses several approximation methods to quickly and accurately calculate the…

Multiagent Systems · Computer Science 2020-03-17 Andrew W. Palmer , Andrew J. Hill , Steven J. Scheding

This paper introduces a new computational framework to account for uncertainties in day-ahead electricity market clearing process in the presence of demand response providers. A central challenge when dealing with many demand response…

Signal Processing · Electrical Eng. & Systems 2017-12-01 Hao Ming , Le Xie , Marco Campi , Simone Garatti , P. R. Kumar

This paper proposes a tractable distributionally robust chance-constrained conservation voltage reduction (DRCC-CVR) method with enriched data-based ambiguity set in unbalanced three-phase distribution systems. The increasing penetration of…

Systems and Control · Electrical Eng. & Systems 2022-07-08 Qianzhi Zhang , Fankun Bu , Yi Guo , Zhaoyu Wang

We consider a variant of the set covering problem with uncertain parameters, which we refer to as the chance-constrained set multicover problem (CC-SMCP). In this problem, we assume that there is uncertainty regarding whether a selected set…

Optimization and Control · Mathematics 2026-05-04 Shunyu Yao , Neng Fan , Pavlo Krokhmal

As power systems become more complex with the continuous integration of intelligent distributed energy resources (DERs), new risks and uncertainties arise. Consequently, to enhance system resiliency, it is essential to account for various…

Systems and Control · Electrical Eng. & Systems 2024-12-30 Md Isfakul Anam , Tuyen Vu , Jianhua Zhang

We study linear policy approximations for the risk-conscious operation of an industrial energy system with uncertain wind power, significant and variable electricity demand, and high thermal output, as found in a modern foundry. The system…

Optimization and Control · Mathematics 2025-11-24 Johannes Nicklaus , Lea Brass , Gunnar Schubert

Combined heat and power systems facilitate efficient interactions between individual energy sectors for higher renewable energy accommodation. However, the feasibility of operational strategies is difficult to guarantee due to the presence…

Systems and Control · Electrical Eng. & Systems 2021-03-22 Yibao Jiang , Can Wan , Audun Botterud , Yonghua Song , Zhao Yang Dong

We present a chance-constrained model predictive control (MPC) framework under Gaussian mixture model (GMM) uncertainty. Specifically, we consider the uncertainty that arises from predicting future behaviors of moving obstacles, which may…

Systems and Control · Electrical Eng. & Systems 2025-07-21 Kai Ren , Colin Chen , Hyeontae Sung , Heejin Ahn , Ian Mitchell , Maryam Kamgarpour

Many real-world decision-making problems have uncertain parameters in constraints. Wasserstein distributionally robust joint chance constraints (WDRJCC) offer a promising solution by explicitly guaranteeing the probability of the…

Optimization and Control · Mathematics 2026-05-13 Yihong Zhou , Yuxin Xia , Hanbin Yang , Thomas Morstyn

Safety in obstacle avoidance is critical for autonomous driving. While model predictive control (MPC) is widely used, simplified prediction models such as linearized or single-track vehicle models introduce discrepancies between predicted…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Shiming Fang , Xilin Li , Changzhi Wu , Kaiyan Yu

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa

Joint chance-constrained optimal power flow (JCC-OPF) is a promising tool to manage uncertainties from distributed renewable generation. However, most existing works are based on power flow equations, which require accurate network…

Optimization and Control · Mathematics 2022-04-12 Ge Chen , Hongcai Zhang , Hongxun Hui , Yonghua Song

Integrating Distributed Energy Resources (DERs) with peer-to-peer (P2P) energy trading offers promising solutions for grid modernization by incentivizing prosumers to participate in mitigating peak demand. However, this integration also…

Optimization and Control · Mathematics 2025-07-18 Amir Noori , Babak Tavassoli , Alireza Fereidunian

This work presents a robust Model Predictive Controller (MPC) to solve the problem of spacecraft rendezvous in the context of the restricted three-body problem (R3BP) as will be required to dock with space stations in cislunar space. The…

Systems and Control · Electrical Eng. & Systems 2025-01-22 Julio C. Sanchez , Francisco Gavilan , Rafael Vazquez

High wind energy penetration critically challenges the economic dispatch of current and future power systems. Supply and demand must be balanced at every bus of the grid, while respecting transmission line ratings and accounting for the…

Optimization and Control · Mathematics 2013-05-28 Yu Zhang , Nikolaos Gatsis , Vassilis Kekatos , Georgios B. Giannakis