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The energy transition entails a rapid uptake of renewable energy sources. Besides physical changes within the grid infrastructure, energy storage devices and their smart operation are key measures to master the resulting challenges like,…

Optimization and Control · Mathematics 2019-11-13 Manuel Baumann , Sara Grundel , Philipp Sauerteig , Karl Worthmann

This paper presents a novel methodology that uses surrogate models in the form of neural networks to reduce the computation time of simulation-based optimization of a reference trajectory. Simulation-based optimization is necessary when…

Optimization and Control · Mathematics 2023-03-31 Evelyn Ruff , Rebecca Russell , Matthew Stoeckle , Piero Miotto , Jonathan P. How

This paper describes a new approach to solving some stochastic optimization problems for linear dynamic system with various parametric uncertainties. Proposed approach is based on application of tensor formalism for creation the…

Artificial Intelligence · Computer Science 2009-09-15 Vadim Yatsenko

We apply recent methods in stochastic data analysis for discovering a set of few stochastic variables that represent the relevant information on a multivariate stochastic system, used as input for artificial neural networks models for air…

Atmospheric and Oceanic Physics · Physics 2015-06-16 Ana Russo , Frank Raischel , Pedro G. Lind

Generative models of complex systems often require post-hoc parameter adjustments to produce useful outputs. For example, energy-based models for protein design are sampled at an artificially low ''temperature'' to generate novel,…

Quantitative Methods · Quantitative Biology 2025-12-11 Peter W Fields , Vudtiwat Ngampruetikorn , David J Schwab , Stephanie E Palmer

This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Teruki Kato , Ryotaro Shima , Kenji Kashima

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…

Machine Learning · Computer Science 2014-06-17 Francesco Orabona

Solving complex real problems often demands advanced algorithms, and then continuous improvements in the internal operations of a search technique are needed. Hybrid algorithms, parallel techniques, theoretical advances, and much more are…

Neural and Evolutionary Computing · Computer Science 2025-08-12 Tomohiro Harada , Enrique Alba , Gabriel Luque

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Marcus Aloysius Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the…

Systems and Control · Computer Science 2014-07-09 Cosmin Safta , Richard L. Chen , Habib N. Najm , Ali Pinar , Jean-paul watson

Optimal experimental design is a well studied field in applied science and engineering. Techniques for estimating such a design are commonly used within the framework of parameter estimation. Nonetheless, in recent years parameter…

Machine Learning · Statistics 2025-01-13 Md Shahriar Rahim Siddiqui , Arman Rahmim , Eldad Haber

Buildings are essential components of power grids, and their energy performance directly affects overall power system operation. This paper presents a novel stochastic optimization framework for building energy management systems, aiming to…

Systems and Control · Electrical Eng. & Systems 2025-03-12 Hossein Nourollahi Hokmabad , Tala Hemmati Shahsavar , Pedro P. Vergara , Oleksandr Husev , Juri Belikov

This study aims to provide a comprehensive assessment of single-objective and multi-objective optimisation algorithms for the design of an elbow-type draft tube, as well as to introduce a computationally efficient optimisation workflow. The…

Optimization and Control · Mathematics 2024-01-18 Ante Sikirica , Ivana Lučin , Marta Alvir , Lado Kranjčević , Zoran Čarija

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

With an increasing high penetration of solar photovoltaic generation in electric power grids, voltage phasors and branch power flows experience more severe fluctuations. In this context, probabilistic power flow (PPF) study aims at…

Systems and Control · Electrical Eng. & Systems 2022-05-03 Kejun Chen , Yu Zhang

Superoptimization requires the estimation of the best program for a given computational task. In order to deal with large programs, superoptimization techniques perform a stochastic search. This involves proposing a modification of the…

Machine Learning · Computer Science 2016-12-06 Rudy Bunel , Alban Desmaison , M. Pawan Kumar , Philip H. S. Torr , Pushmeet Kohli

We propose a data-driven method to solve a stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The objective is to determine power schedules for controllable devices in a power…

Optimization and Control · Mathematics 2018-01-22 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler Summers

In transportation planning and development, transport network design problem seeks to optimize specific objectives (e.g. total travel time) through choosing among a given set of projects while keeping consumption of resources (e.g. budget)…

Optimization and Control · Mathematics 2015-02-04 Mehran Fasihozaman Langerudi

Deep learning techniques play an increasingly important role in industrial and research environments due to their outstanding results. However, the large number of hyper-parameters to be set may lead to errors if they are set manually. The…

Machine Learning · Computer Science 2020-06-04 Michele Fraccaroli , Evelina Lamma , Fabrizio Riguzzi

Training learning parameterizations to solve optimal power flow (OPF) with pointwise constraints is proposed. In this novel training approach, a learning parameterization is substituted directly into an OPF problem with constraints required…

Systems and Control · Electrical Eng. & Systems 2025-10-24 Damian Owerko , Anna Scaglione , Alejandro Ribeiro