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Electricity storage is used for intertemporal price arbitrage and for ancillary services that balance unforeseen supply and demand fluctuations via frequency regulation. We present an optimization model that computes bids for both arbitrage…
The cross-dock door design problem consists of deciding the strip and stack doors and nominal capacity of an entity under uncertainty. Inbound commodity flow from origin nodes is assigned to the strip doors, it is consolidated in the…
Supply chain management has been concentrated on productive ways to manage flows through a sophisticated vendor, manufacturer, and consumer networks for decades. Recently, energy and material rates have been greatly consumed to improve the…
Achieving the flexibility from house heating, cooling, and ventilation systems (HVAC) has the potential to enable large-scale demand response by aggregating HVAC load adjustments across many homes. This demand response strategy helps…
We present an optimisation-based method for synthesising a dynamic regret optimal controller for linear systems with potentially adversarial disturbances and known or adversarial initial conditions. The dynamic regret is defined as the…
We deal with the problem of energy management in buildings subject to uncertain occupancy. To this end, we formulate this as a finite horizon optimization program and optimize with respect to the windows' blinds position, radiator and…
An autonomous adaptive MPC architecture is presented for control of heating, ventilation and air condition (HVAC) systems to maintain indoor temperature while reducing energy use. Although equipment use and occupant changes with time,…
As the penetration level of transmission-scale time-intermittent renewable generation resources increases, control of flexible resources will become important to mitigating the fluctuations due to these new renewable resources. Flexible…
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…
With the continuous increase in the penetration of renewable energy in the emerging power systems, the pressure on system peak regulation has been significantly intensified. Against this backdrop, demand side resources particularly air…
One way to make decisions under uncertainty is to select an optimal option from a possible range of options, by maximizing the expected utilities derived from a probability model. However, under severe uncertainty, identifying precise…
We study the optimal control of storage which is used for both arbitrage and buffering against unexpected events, with particular applications to the control of energy systems in a stochastic and typically time-heterogeneous environment.…
We consider assortment optimization over a continuous spectrum of products represented by the unit interval, where the seller's problem consists of determining the optimal subset of products to offer to potential customers. To describe the…
The energy transition is expected to significantly increase the share of renewable energy sources whose production is intermittent in the electricity mix. Apart from key benefits, this development has the major drawback of generating a…
Robust optimization methods have shown practical advantages in a wide range of decision-making applications under uncertainty. Recently, their efficacy has been extended to multi-period settings. Current approaches model uncertainty either…
The increasing penetration of renewable energy poses significant challenges to power grid reliability. There have been increasing interests in utilizing financial tools, such as insurance, to help end-users hedge the potential risk of lost…
Studies have evaluated the economic feasibility of 100% renewable power systems using the optimization approach, but the mechanisms determining the results remain poorly understood. Based on a simple but essential model, this study found…
The assortment planning problem is a central piece in the revenue management strategy of any company in the retail industry. In this paper, we study a robust assortment optimization problem for substitutable products under a sequential…
Electric power grids regularly experience uncertain fluctuations from load demands and renewables, which poses a risk of violating operational limits designed to safeguard the system. In this paper, we consider the robust AC OPF problem…
This work seeks to quantify the benefits of using energy storage toward the reduction of the energy generation cost of a power system. A two-fold optimization framework is provided where the first optimization problem seeks to find the…