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This paper introduces a unified framework for battery energy arbitrage under uncertain market prices that integrates chance-constrained terminal state-of-charge requirements with online threshold policies. We first cast the multi-interval…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Tomás Tapia , Yury Dvorkin

This paper presents a unified framework for the optimal scheduling of battery dispatch and internal power allocation in Battery energy storage systems (BESS). This novel approach integrates both market-based (price-aware) signals and…

Systems and Control · Electrical Eng. & Systems 2025-07-02 Sheng Yin , Vivek Teja Tanjavooru , Thomas Hamacher , Christoph Goebel , Holger Hesse

This work proposes a conformal approach for energy storage arbitrage to control the downside risk arising from imperfect price forecasts. Energy storage arbitrage relies solely on predictions of future market prices, while inaccurate price…

Systems and Control · Electrical Eng. & Systems 2025-12-10 Yiqian Wu , Ming Yi , Bolun Xu , James Anderson

Unfair pricing policies have been shown to be one of the most negative perceptions customers can have concerning pricing, and may result in long-term losses for a company. Despite the fact that dynamic pricing models help companies maximize…

Machine Learning · Computer Science 2018-03-28 Roberto Maestre , Juan Duque , Alberto Rubio , Juan Arévalo

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

Machine Learning · Computer Science 2025-07-25 Yilie Huang , Yanwei Jia , Xun Yu Zhou

In response to the growing uptake of distributed energy resources (DERs), community batteries have emerged as a promising solution to support renewable energy integration, reduce peak load, and enhance grid reliability. This paper presents…

Machine Learning · Computer Science 2023-12-07 Jiarong Fan , Hao Wang

Battery energy storage systems are providing increasing level of benefits to power grid operations by decreasing the resource uncertainty and supporting frequency regulation. Thus, it is crucial to obtain the optimal policy for battery to…

Optimization and Control · Mathematics 2022-06-06 Kyung-bin Kwon , Hao Zhu

In the backdrop of an increasingly pressing need for effective urban and highway transportation systems, this work explores the synergy between model-based and learning-based strategies to enhance traffic flow management by use of an…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Filippo Airaldi , Bart De Schutter , Azita Dabiri

Efficient robot control often requires balancing task performance with energy expenditure. A common approach in reinforcement learning (RL) is to penalize energy use directly as part of the reward function. This requires carefully tuning…

Robotics · Computer Science 2025-09-03 Skand Peri , Akhil Perincherry , Bikram Pandit , Stefan Lee

This paper explores the application of a reinforcement learning (RL) framework using the Q-Learning algorithm to enhance dynamic pricing strategies in the retail sector. Unlike traditional pricing methods, which often rely on static demand…

Machine Learning · Computer Science 2024-11-28 Mohit Apte , Ketan Kale , Pranav Datar , Pratiksha Deshmukh

The increasing integration of electric vehicles (EVs) into the grid can pose a significant risk to the distribution system operation in the absence of coordination. In response to the need for effective coordination of EVs within the…

Systems and Control · Electrical Eng. & Systems 2024-03-21 Jiarong Fan , Ariel Liebman , Hao Wang

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

Energy storage devices, such as batteries, thermal energy storages, and hydrogen systems, can help mitigate climate change by ensuring a more stable and sustainable power supply. To maximize the effectiveness of such energy storage,…

Machine Learning · Computer Science 2024-05-21 Jaeik Jeong , Tai-Yeon Ku , Wan-Ki Park

Reinforcement learning (RL) is a promising method to solve control problems. However, model-free RL algorithms are sample inefficient and require thousands if not millions of samples to learn optimal control policies. A major source of…

Machine Learning · Computer Science 2022-10-31 Atish Dixit , Ahmed Elsheikh

Uncertainties in renewable generation and demand dynamics challenge day-ahead scheduling. To enhance renewable penetration and maintain intra-day balance, we develop a multi-agent reinforcement learning framework for self-interested…

Multiagent Systems · Computer Science 2026-04-13 Junhao Ren , Honglin Gao , Lan Zhao , Qiyu Kang , Gaoxi Xiao , Yajuan Sun

We aim to better understand the tradeoffs between traditional and reinforcement learning (RL) approaches for energy storage management. More specifically, we wish to better understand the performance loss incurred when using a generative RL…

Machine Learning · Computer Science 2025-06-03 Elinor Ginzburg , Itay Segev , Yoash Levron , Sarah Keren

Model-free or learning-based control, in particular, reinforcement learning (RL), is expected to be applied for complex robotic tasks. Traditional RL requires a policy to be optimized is state-dependent, that means, the policy is a kind of…

Machine Learning · Computer Science 2022-08-09 Taisuke Kobayashi , Kenta Yoshizawa

This paper investigates the reinforcement learning (RL) based disturbance rejection control for uncertain nonlinear systems having non-simple nominal models. An extended state observer (ESO) is first designed to estimate the system state…

Dynamical Systems · Mathematics 2020-11-25 Maopeng Ran , Juncheng Li , Lihua Xie

This paper proposes a novel energy storage price arbitrage algorithm combining supervised learning with dynamic programming. The proposed approach uses a neural network to directly predicts the opportunity cost at different energy storage…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Ningkun Zheng , Xiaoxiang Liu , Bolun Xu , Yuanyuan Shi

Data-driven learning-based control methods such as reinforcement learning (RL) have become increasingly popular with recent proliferation of the machine learning paradigm. These methods address the parameter sensitiveness and unmodeled…

Systems and Control · Electrical Eng. & Systems 2023-12-08 Yihao Wan , Qianwen Xu , Tomislav Dragičević