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Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…

Optimization and Control · Mathematics 2018-01-15 Shuoguang Yang , Mengdi Wang , Ethan X. Fang

Conservation Voltage Reduction (CVR) relies on the effective coordination of slow-acting devices, such as OLTCs and CBs, and fast-acting devices, such as SVGs and PV inverters, typically implemented through a hierarchical multi-stage…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Qintao Du , Ran Li , Weiyi Lv , Huan Zhou , Moduo Yu , Jianzhe Liu

As net-load becomes less predictable there is a lot of pressure in changing decision models for power markets such that they account explicitly for future scenarios in making commitment decisions. This paper proposes to make commitment…

Optimization and Control · Mathematics 2016-12-21 Bita Analui , Anna Scaglione

High variability of solar PV and sudden changes in load (e.g., electric vehicles and storage) can lead to large voltage fluctuations in the distribution system. In recent years, a number of controllers have been designed to optimize voltage…

Systems and Control · Electrical Eng. & Systems 2025-09-15 Wenqi Cui , Yiheng Xie , Steven Low , Adam Wierman , Baosen Zhang

Load-forecasting problems have already been widely addressed with different approaches, granularities and objectives. Recent studies focus not only on deep learning methods but also on forecasting loads on single building level. This study…

Systems and Control · Electrical Eng. & Systems 2020-07-15 Thomas Steens , Jan-Simon Telle , Benedikt Hanke , Karsten von Maydell , Carsten Agert , Gian-Luca di Modica , Bernd Engel , Matthias Grottke

Decisions for a variable renewable resource generators commitment in the energy market are typically made in advance when little information is obtainable about wind availability and market prices. Much research has been published…

Optimization and Control · Mathematics 2021-03-09 Razan A. H. Al-Lawati , Jose L. Crespo-Vazquez , Tasnim Ibn Faiz , Xin Fang , Md. Noor-E-Alam

Given the continuous increase in dataset sizes and the complexity of forecasting models, the trade-off between forecast accuracy and computational cost is emerging as an extremely relevant topic, especially in the context of ensemble…

Machine Learning · Computer Science 2025-07-10 Marco Zanotti

Forecast combination has been proven to be a very important technique to obtain accurate predictions. In many applications, forecast errors exhibit heavy tail behaviors for various reasons. Unfortunately, to our knowledge, little has been…

Methodology · Statistics 2015-08-27 Gang Cheng , Sicong Wang , Yuhong Yang

Valve-point loading affects the input-output characteristics of generating units, bringing the fuel costs nonlinear and nonsmooth. This has been considered in the solution of load dispatch problems, but not in the planning phase of unit…

Optimization and Control · Mathematics 2014-04-22 João Pedro Pedroso , Mikio Kubo , Ana Viana

Large penetration of renewable energy sources (RESs) brings huge uncertainty into the electricity markets. The current deterministic clearing approach in the day-ahead (DA) market, where RESs participate based on expected production, has…

Systems and Control · Electrical Eng. & Systems 2025-08-07 Yufan Zhang , Honglin Wen , Yuexin Bian , Yuanyuan Shi

The output of renewable energy fluctuates significantly depending on weather conditions. We develop a unit commitment model to analyze requirements of the forecast output and its error for renewable energies. Our model obtains the time…

Systems and Control · Computer Science 2016-11-17 Yuichi Ikeda , Takashi Ikegami , Kazuto Kataoka , Kazuhiko Ogimoto

This paper addresses a central challenge of jointly considering shorter-term (e.g. hourly) and longer-term (e.g. yearly) uncertainties in power system planning with increasing penetration of renewable and storage resources. In conventional…

Systems and Control · Electrical Eng. & Systems 2021-09-13 Chao Yan , Xinbo Geng , Zhaohong Bie , Le Xie

Given the rapid rise in energy demand by data centers and computing systems in general, it is fundamental to incorporate energy considerations when designing (scheduling) algorithms. Machine learning can be a useful approach in practice by…

Data Structures and Algorithms · Computer Science 2021-12-07 Antonios Antoniadis , Peyman Jabbarzade Ganje , Golnoosh Shahkarami

This paper presents an end-to-end framework for calibrating wind power forecast models to minimize operational costs in two-stage power markets, where the first stage involves a distributionally robust optimal power flow (DR-OPF) model.…

Systems and Control · Electrical Eng. & Systems 2024-12-17 Zhirui Liang , Qi Li , Anqi Liu , Yury Dvorkin

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 prediction of electrical power in combined cycle power plants is a key challenge in the electrical power and energy systems field. This power output can vary depending on environmental variables, such as temperature, pressure, and…

Signal Processing · Electrical Eng. & Systems 2019-08-06 Jesus L. Lobo , Igor Ballesteros , Izaskun Oregi , Javier Del Ser

Accurate and reliable energy forecasting is essential for power grid operators who strive to minimize extreme forecasting errors that pose significant operational challenges and incur high intra-day trading costs. Incorporating planning…

Computers and Society · Computer Science 2026-05-13 Raffael Theiler , Leandro Von Krannichfeldt , Giovanni Sansavini , Michael F. Howland , Olga Fink

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

Due to the stochastic nature of photovoltaic (PV) power generation, there is high demand for forecasting PV output to better integrate PV generation into power grids. Systematic knowledge regarding the factors influencing forecast accuracy…

Applications · Statistics 2021-11-04 Thi Ngoc Nguyen , Felix Müsgens

The penetration of renewable energies requires additional storages to deal with intermittency. Accordingly, there is growing interest in evaluating the opportunity cost (usage value) associated with stored energy in large storages, a cost…

Optimization and Control · Mathematics 2025-01-20 Camila Martinez Parra , Michel de Lara , Jean-Philippe Chancelier , Pierre Carpentier , Jean-Marc Janin , Manuel Ruiz