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Decision support systems are essential for maintaining grid stability in low-carbon power systems, such as wind power plants, by providing real-time alerts to control room operators regarding potential events, including Wind Power Ramp…

Maneuver decision-making can be regarded as a Markov decision process and can be address by reinforcement learning. However, original reinforcement learning algorithms can hardly solve the maneuvering decision-making problem. One reason is…

Artificial Intelligence · Computer Science 2023-09-19 Zhang Hong-Peng

While deep learning gradually penetrates operational planning, its inherent prediction errors may significantly affect electricity prices. This letter examines how prediction errors propagate into electricity prices, revealing notable…

Machine Learning · Computer Science 2023-11-14 Vladimir Dvorkin , Ferdinando Fioretto

This study examines the economic impact of post-hoc uncertainty discounting in predictive energy management, specifically in battery energy arbitrage. A 2.2 MWh, 1.1 MW Tesla battery, emulating operations at the University of Queensland's…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Arnab Bhattacharjee

The increasing occurrence of continuous anomalous weather events has intensified the uncertainty in wind and photovoltaic power generation, posing significant challenges to the operation and optimization of building integrated energy…

Optimization and Control · Mathematics 2025-04-16 Deyi Shao , Hongru Li , Jingsheng Li , Xia Yu , Xiaoyu Sun , Bowen Han

Wind power forecasting is essential for managing daily operations at wind farms and enabling market operators to manage power uncertainty effectively in demand planning. This paper explores advanced cross-temporal forecasting models and…

Methodology · Statistics 2024-12-17 Mahdi Abolghasemi , Daniele Girolimetto , Tommaso Di Fonzo

Electricity forecasting has been a recurring research topic, as it is key to finding the right balance between production and consumption. While most papers are focused on the national or regional scale, few are interested in the household…

We develop a Monte-Carlo based numerical method for solving discrete-time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory…

Optimization and Control · Mathematics 2018-02-05 Alessandro Balata , Jan Palczewski

Renewable energy brings huge uncertainties to the power system, which challenges the traditional power system operation with limited flexible resources. One promising solution is to introduce dynamic pricing to more consumers, which, if…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Jiaman Wu , Zhiqi Wang , Yang Yu , Chenye Wu

Since exchange economy considerably varies in the market assets, asset prices have become an attractive research area for investigating and modeling ambiguous and uncertain information in today markets. This paper proposes a new generative…

General Finance · Quantitative Finance 2018-03-28 Farouq Abdulaziz Masoudy

We study an islanded microgrid system designed to supply a small village with the power produced by photovoltaic panels, wind turbines and a diesel generator. A battery storage system device is used to shift power from times of high…

Optimization and Control · Mathematics 2018-03-01 Clemence Alasseur , Alessandro Balata , Sahar Ben Aziza , Aditya Maheshwari , Peter Tankov , Xavier Warin

A modern radar may be designed to perform multiple functions, such as surveillance, tracking, and fire control. Each function requires the radar to execute a number of transmit-receive tasks. A radar resource management (RRM) module makes…

Artificial Intelligence · Computer Science 2018-05-21 Mahdi Shaghaghi , Raviraj S. Adve , Zhen Ding

High-dimensional data are routinely collected in many areas. We are particularly interested in Bayesian classification models in which one or more variables are imbalanced. Current Markov chain Monte Carlo algorithms for posterior…

Methodology · Statistics 2024-01-15 Deborshee Sen , Matthias Sachs , Jianfeng Lu , David Dunson

Retailers and major consumers of electricity generally purchase an important percentage of their estimated electricity needs years ahead in the forward market. This long-term electricity procurement task consists of determining when to buy…

Trading and Market Microstructure · Quantitative Finance 2022-06-06 Thibaut Théate , Sébastien Mathieu , Damien Ernst

Monte Carlo Tree Search (MCTS) is a powerful algorithm for solving complex decision-making problems. This paper presents an optimized MCTS implementation applied to the FrozenLake environment, a classic reinforcement learning task…

Artificial Intelligence · Computer Science 2024-09-26 Esteban Aldana Guerra

In response to the increasing deployment of battery storage systems for cost reduction and grid stress mitigation, this study presents the development of a new real-time Markov decision process model to efficiently schedule battery systems…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Hussein Sharadga , Ahmad Dawahdeh , Golbon Zakeri , Abdullah Hayajneh , Geoff Pritchard

This study explores the prediction of high-frequency price changes using deep learning models. Although state-of-the-art methods perform well, their complexity impedes the understanding of successful predictions. We found that an…

Statistical Finance · Quantitative Finance 2024-09-24 Kyungsub Lee

Feature acquisition algorithms address the problem of acquiring informative features while balancing the costs of acquisition to improve the learning performances of ML models. Previous approaches have focused on calculating the expected…

Machine Learning · Computer Science 2022-12-23 Sungsoo Lim , Diego Klabjan , Mark Shapiro

We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…

Computation · Statistics 2019-11-05 Siddhant Wahal , George Biros

This paper presents a novel fleet management strategy for battery-powered robot fleets tasked with intra-factory logistics in an autonomous manufacturing facility. In this environment, repetitive material handling operations are subject to…

Robotics · Computer Science 2024-09-10 Mithun Goutham , Stephanie Stockar