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This paper describes a novel approach based on "proportional imputation" when identical units produced in a batch have random but independent installation and failure times. The current problem is motivated by a real life industrial…

Applications · Statistics 2011-01-10 Samiran Ghosh

This paper presents an improved mixed-integer model for the Thermal Unit Commitment Problem. By introducing new variables for the temperature of each thermal unit, the off-time-dependent start-up costs are modeled accurately and with a…

Optimization and Control · Mathematics 2015-06-29 Matthias Silbernagl , Matthias Huber , René Brandenberg

The rapid expansion of wind and solar energy leads to an increasing volatility in the electricity generation. Previous studies have shown that storage devices provide an opportunity to balance fluctuations in the power grid. An economical…

Optimization and Control · Mathematics 2017-11-06 Lars Siemer , Wided Medjroubi

We consider a simulation-based Ranking and Selection (R&S) problem with input uncertainty, where unknown input distributions can be estimated using input data arriving in batches of varying sizes over time. Each time a batch arrives,…

Optimization and Control · Mathematics 2022-09-05 Di Wu , Yuhao Wang , Enlu Zhou

Text embeddings are essential components in modern NLP pipelines. Although numerous embedding models have been proposed, no single model consistently dominates across domains and tasks. This variability motivates the use of ensemble…

Machine Learning · Computer Science 2026-02-13 Sungjun Lim , Kangjun Noh , Youngjun Choi , Heeyoung Lee , Kyungwoo Song

In the electric system, extreme weather events can cause trips or physical damage to transmission lines, leading to large-scale load shedding. To mitigate power shedding, we propose a framework that pre-positions the commitment of…

Optimization and Control · Mathematics 2026-04-07 Yongzheng Dai , Antonio J. Conejo , Feng Qiu

The goal of strategic classification is to learn decision rules which are robust to strategic input manipulation. Earlier works assume that these responses are known; while some recent works handle unknown responses, they exclusively study…

Machine Learning · Computer Science 2024-06-24 Elan Rosenfeld , Nir Rosenfeld

Due to the penetration of renewable energy resources and load deviation, uncertainty handling is one of the main challenges for power system; therefore the need for accurate decision-making in a power system under the penetration of…

Systems and Control · Electrical Eng. & Systems 2019-11-26 Mohammad Hemmati , Behnam Mohammadi-Ivatloo , Alireza Soroudi

Flow-based generative modeling is a powerful tool for solving inverse problems in physical sciences that can be used for sampling and likelihood evaluation with much lower inference times than traditional methods. We propose to refine flows…

Machine Learning · Computer Science 2024-10-31 Benjamin Holzschuh , Nils Thuerey

Cooperating interconnected microgrids with the Distribution System Operation (DSO) can lead to an improvement in terms of operation and reliability. This paper investigates the optimal operation and scheduling of interconnected microgrids…

Optimization and Control · Mathematics 2018-03-12 Morteza Dabbaghjamanesh , Shahab Mehraeen , Abdollah Kavousi Fard , Farzad Ferdowsi

Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex…

Machine Learning · Statistics 2025-02-18 Ayush Bharti , Daolang Huang , Samuel Kaski , François-Xavier Briol

Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…

Methodology · Statistics 2010-07-06 Robert B. Gramacy , Herbert K. H. Lee

Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

Across many domains of science, stochastic models are an essential tool to understand the mechanisms underlying empirically observed data. Models can be of different levels of detail and accuracy, with models of high-fidelity (i.e., high…

The information needed for fundamental modelling of the power markets -- the efficiency, start-up, fixed, and variable operating costs of each power plant -- is not publicly available. These parameters are usually estimated by considering…

Systems and Control · Electrical Eng. & Systems 2019-12-25 David Kraljic , Miha Troha , Blaz Sobocan

Modern network-constrained unit commitment (NCUC) bears a heavy computational burden due to the ever-growing model scale. This situation becomes more challenging when detailed operational characteristics, complicated constraints, and…

Systems and Control · Electrical Eng. & Systems 2024-04-09 Zekuan Yu , Haiwang Zhong , Guangchun Ruan , Xinfei Yan

Microgrids and, in general, active distribution networks require ultra-short-term prediction, i.e., for sub-second time scales, for specific control decisions. Conventional forecasting methodologies are not effective at such time scales. To…

Systems and Control · Electrical Eng. & Systems 2023-09-20 Plouton Grammatikos , Fabrizio Sossan , Jean-Yves Le Boudec , Mario Paolone

The reliable estimation of forecast uncertainties is crucial for risk-sensitive optimal decision making. In this paper, we propose implicit generative ensemble post-processing, a novel framework for multivariate probabilistic electricity…

Applications · Statistics 2020-11-16 Tim Janke , Florian Steinke

In this paper we focus on the problem of assigning uncertainties to single-point predictions generated by a deterministic model that outputs a continuous variable. This problem applies to any state-of-the-art physics or engineering models…

Machine Learning · Statistics 2020-03-12 Enrico Camporeale , Algo Carè

Distributed computing systems often consist of hundreds of nodes, executing tasks with different resource requirements. Efficient resource provisioning and task scheduling in such systems are non-trivial and require close monitoring and…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-10 Paul J. Pritz , Daniel Perez , Kin K. Leung
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