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The planning and operation of renewable energy, especially wind power, depend crucially on accurate, timely, and high-resolution weather information. Coarse-grid global numerical weather forecasts are typically downscaled to meet these…

Dynamic pricing through bilevel programming is widely used for demand response but often assumes perfect knowledge of prosumer behavior, which is unrealistic in practical applications. This paper presents a novel framework that integrates…

Optimization and Control · Mathematics 2025-01-31 Bennevis Crowley , Jalal Kazempour , Lesia Mitridati , Mahnoosh Alizadeh

Electrified heating systems with thermal storage, such as electric boilers and heat pumps, represent a major source of demand-side flexibility. Under current electricity market designs, balance responsible parties (BRPs) operating such…

Systems and Control · Electrical Eng. & Systems 2026-02-20 Alessandro Quattrociocchi , Manisha Talukdar , Pere Izquierdo Gómez , Tomislav Dragicevic

To ensure the smooth and near optimal operation of storage and controllable generation in a grid with a high share of renewable energies, it is important to have accurate forecasts for load and generation. But even with the advanced…

Systems and Control · Computer Science 2019-02-06 Benjamin Matthiss , Arghavan Momenifarahani , Kay Ohnmeiss , Martin Felder

Two-stage robust unit commitment (RUC) models have been widely used for day-ahead energy and reserve scheduling under high renewable integration. The current state of the art relies on budget-constrained polyhedral uncertainty sets to…

Optimization and Control · Mathematics 2019-05-14 Alexandre Velloso , Alexandre Street , David Pozo , José M. Arroyo , Noemi G. Cobos

Price based demand response schemes may significantly improve power system efficiency. Additionally, it is desired that such schemes yield improved power operation, by reducing the peak consumption. This paper proposes the Intraday Block…

Optimization and Control · Mathematics 2023-01-31 Carolina Cortez , Andreas Kasis , Dimitrios Papadaskalopoulos , Stelios Timotheou

Load forecasting is essential for the efficient, reliable, and cost-effective management of power systems. Load forecasting performance can be improved by learning the similarities among multiple entities (e.g., regions, buildings).…

Machine Learning · Statistics 2025-02-07 Onintze Zaballa , Verónica Álvarez , Santiago Mazuelas

The assessment of reactive power demand plays an instrumental role in power system planning. This paper presents a methodology for calculating reactive power demand based on a two-step approach. Unlike existing methodologies in the…

Systems and Control · Electrical Eng. & Systems 2026-04-29 Hassan Abouelgheit , Hendrik Lens

We study a bi-level online provisioning and scheduling problem motivated by network resource allocation, where provisioning decisions are made at a slow time scale while queue-/state-dependent scheduling is performed at a fast time scale.…

Machine Learning · Computer Science 2026-02-24 Jialei Liu , C. Emre Koksal , Ming Shi

To guarantee the well-functioning of electricity distribution networks, it is crucial to constantly ensure the demand-supply balance. To do this, one can control the means of production, but also influence the demand: demand-side management…

Optimization and Control · Mathematics 2021-03-01 Luce Brotcorne , Sébastien Lepaul , Léonard von Niederhäusern

We consider the problem of forecasting the aggregate demand of a pool of price-responsive consumers of electricity. The price-response of the aggregation is modeled by an optimization problem that is characterized by a set of marginal…

Optimization and Control · Mathematics 2016-07-26 Javier Saez-Gallego , Juan M. Morales

We consider energy-aware planning for an unmanned aerial vehicle (UAV) and unmanned ground vehicle (UGV) team operating in a stochastic environment. The UAV must visit a set of air points in minimum time while respecting energy constraints,…

Robotics · Computer Science 2026-04-03 Roger Fowler , Cahit Ikbal Er , Benjamin Johnsenberg , Yasin Yazicioglu

This paper studies flexible multi-facility capacity expansion with risk aversion. In this setting, the decision maker can periodically expand the capacity of facilities given observations of uncertain demand. We model this situation as a…

Optimization and Control · Mathematics 2019-05-15 Sixiang Zhao , William B. Haskell , Michel-Alexandre Cardin

This paper explores the application of Machine Learning techniques for pricing high-dimensional options within the framework of the Uncertain Volatility Model (UVM). The UVM is a robust framework that accounts for the inherent…

Computational Finance · Quantitative Finance 2025-06-06 Ludovic Goudenege , Andrea Molent , Antonino Zanette

The fast uptake of distributed energy resources (DERs) presents increasing challenges for managing hosting capacity in distribution networks. Existing solutions include direct load control, operating envelopes, and price-based control…

Systems and Control · Electrical Eng. & Systems 2026-02-16 Jiawei Zhang , Gregor Verbic , Frederik Geth , Mohsen Aldaadi , Rahmat Heidari , Julio Braslavsky

This paper proposes a multiagent based bi-level operation framework for the low-carbon demand management in distribution networks considering the carbon emission allowance on the demand side. In the upper level, the aggregate load agents…

Systems and Control · Electrical Eng. & Systems 2024-01-22 Jichen Zhang , Linwei Sang , Yinliang Xu , Hongbin Sun

Companies try to maximize their profits by recovering returned products of highly uncertain quality and quantity. In this paper, a reverse logistics network for an Original Equipment Manufacturer (OEM) is presented. Returned products are…

General Finance · Quantitative Finance 2019-09-26 Mohsen Zamani , Mahdi Abolghasemi , Seyed Mohammad Seyed Hosseini , Mir Saman Pishvaee

This paper proposes a Real-Time Market (RTM) platform for an aggregator and its corresponding prosumers to participate in the electricity wholesale market. The proposed energy market platform is modeled as a bilevel optimization problem…

Optimization and Control · Mathematics 2022-09-13 Koorosh Shomalzadeh , Jacquelien M. A. Scherpen , M. Kanat Camlibel

Bilevel optimization, a well-established field for modeling hierarchical decision-making problems, has recently intersected with sustainability studies and practices, resulting in a series of works focusing on bilevel optimization problems…

Optimization and Control · Mathematics 2026-04-07 Giulia Caselli , Manuel Iori , Ivana Ljubić

In this paper, we study the operational problem of connected hydro power reservoirs which involves sequential decision-making in an uncertain and dynamic environment. The problem is traditionally formulated as a stochastic dynamic program…

Optimization and Control · Mathematics 2022-05-17 Farzaneh Pourahmadi , Trine Krogh Boomsma
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