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In this paper, we address the task of setting up an optimal production plan taking into account an uncertain demand. The energy system is represented by a system of hyperbolic partial differential equations (PDEs) and the uncertain demand…
Precise probabilistic forecasts are fundamental for energy risk management, and there is a wide range of both statistical and machine learning models for this purpose. Inherent to these probabilistic models is some form of uncertainty…
Stochastic controllers are perceived as a promising solution for techno-economic operation of distribution networks having higher generation uncertainties at large penetration of renewables. These controllers are supported by forecasters…
This paper studies the problem of stochastic dynamic pricing and energy management policy for electric vehicle (EV) charging service providers. In the presence of renewable energy integration and energy storage system, EV charging service…
We address the co-optimization of behind-the-meter (BTM) distributed energy resources (DER), including flexible demands, renewable distributed generation (DG), and battery energy storage systems (BESS) under net energy metering (NEM)…
The objectives and contributions of this paper are mathematical and numerical analyses of a stochastic control problem of bounded population dynamics under ambiguity, an important but not well-studied problem, focusing on the optimality…
The aim of this work is to propose an extension of the deep solver by Han, Jentzen, E (2018) to the case of forward backward stochastic differential equations (FBSDEs) with jumps. As in the aforementioned solver, starting from a discretized…
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…
To enhance the reliability of Integrated Energy Systems (IESs) and address the research gap in reliability-based planning methods, this paper proposes a two-stage robust planning model specifically for park-level IESs. The proposed planning…
Deciding setpoints for distributed energy resources (DERs) via local control rules rather than centralized optimization offers significant autonomy. The IEEE Standard 1547 recommends deciding DER setpoints using Volt/VAR rules. Although…
The stochastic and dynamic nature of renewable energy sources and power electronic devices are creating unique challenges for modern power systems. One such challenge is that the conventional mathematical systems models-based optimal active…
In this paper, the impact of stochastic load and renewable generation uncertainty on the dynamic voltage stability margin is studied. Stochastic trajectories describing the uncertainty of load, wind and solar generation have been…
Rolling forecasts have been almost overlooked in the renewable energy storage literature. In this paper, we provide a new approach for handling uncertainty not just in the accuracy of a forecast, but in the evolution of forecasts over time.…
In recent years, learning-based control in robotics has gained significant attention due to its capability to address complex tasks in real-world environments. With the advances in machine learning algorithms and computational capabilities,…
Neural Stochastic Differential Equations (NSDEs) model the drift and diffusion functions of a stochastic process as neural networks. While NSDEs are known to make accurate predictions, their uncertainty quantification properties have been…
We propose a novel framework for solving a class of Partial Integro-Differential Equations (PIDEs) and Forward-Backward Stochastic Differential Equations with Jumps (FBSDEJs) through a deep learning-based approach. This method, termed the…
Buildings account for approximately 40% of global energy consumption, and with the growing share of intermittent renewable energy sources, enabling demand-side flexibility, particularly in heating, ventilation and air conditioning systems,…
We deal with a new maximum principle-based stochastic control model for river management through operating a dam and reservoir system. The model is based on coupled forward-backward stochastic differential equations (FBSDEs) derived from…
In order to protect the environment and address fossil fuel scarcity, renewable energy is increasingly used for power generation. However, due to the uncertainties it brings to electricity production, deterministic optimization is no longer…
For effective integration of building operations into the evolving demand response programs of the power grid, real-time decisions concerning the use of building appliances for grid services must excel on multiple criteria, ranging from the…