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The roll-out of stochastic renewable energy sources (RES) undermines the efficiency of power system and market operations. This paper proposes an approach to derive electricity prices that internalize RES stochasticity. We leverage a…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Robert Mieth , Jip Kim , Yury Dvorkin

Robust simulation is essential for reliable operation and planning of transmission and distribution power grids. At present, disparate methods exist for steady-state analysis of the transmission (power flow) and distribution power grid…

Signal Processing · Electrical Eng. & Systems 2018-08-10 Amritanshu Pandey , Marko Jereminov , Martin R. Wagner , David M. Bromberg , Gabriela Hug , Larry Pileggi

To capture the stochastic characteristics of renewable energy generation output, the chance-constrained unit commitment (CCUC) model is widely used. Conventionally, analytical solution for CCUC is usually based on simplified probability…

Optimization and Control · Mathematics 2019-05-30 Yue Yang , Wenchuan Wu , Bin Wang , Mingjie Li

We study network design problems for nonlinear and nonconvex flow models without controllable elements under load scenario uncertainties, i.e., under uncertain injections and withdrawals. To this end, we apply the concept of adjustable…

Optimization and Control · Mathematics 2025-01-20 Johannes Thürauf , Julia Grübel , Martin Schmidt

We consider the performance modeling and evaluation of network systems powered with renewable energy sources such as solar and wind energy. Such energy sources largely depend on environmental conditions, which are hard to predict…

Performance · Computer Science 2011-08-09 Kui Wu , Yuming Jiang , Dimitri Marinakis

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

Methods based on polynomial chaos expansion allow to approximate the behavior of systems with uncertain parameters by deterministic dynamics. These methods are used in a wide range of applications, spanning from simulation of uncertain…

Systems and Control · Computer Science 2017-11-28 Tillmann Mühlpfordt , Rolf Findeisen , Veit Hagenmeyer , Timm Faulwasser

We propose a generic multistage stochastic model for the Alternating Current Optimal Power Flow (AC OPF) problem for radial distribution networks, to account for the random electricity production of renewable energy sources and dynamic…

Optimization and Control · Mathematics 2021-11-19 Maxime Grangereau , Wim van Ackooij , Stéphane Gaubert

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert

Real world networks are often subject to severe uncertainties which need to be addressed by any reliable prescriptive model. In the context of the maximum flow problem subject to arc failure, robust models have gained particular attention.…

Discrete Mathematics · Computer Science 2017-05-24 Fabian Mies , Britta Peis , Andreas Wierz

A surrogate model approximates a computationally expensive solver. Polynomial Chaos is a method to construct surrogate models by summing combinations of carefully chosen polynomials. The polynomials are chosen to respect the probability…

Numerical Analysis · Mathematics 2017-06-29 Thomas A. McCourt , Brodie Lawson , Fengde Zhou , Bevan Thompson , Stephen Tyson , Diane Donovan

Many practical planning and operational applications in power systems require simultaneous consideration of a large number of operating conditions or Multi-Scenario AC-Optimal Power Flow (MS-AC-OPF) solution. However, when the number of…

Optimization and Control · Mathematics 2019-05-28 Vladimir Frolov , Line Roald , Michael Chertkov

Current research on robust trajectory planning for autonomous agents aims to mitigate uncertainties arising from disturbances and modeling errors while ensuring guaranteed safety. Existing methods primarily utilize stochastic optimal…

Systems and Control · Electrical Eng. & Systems 2025-02-13 Christian Vitale , Savvas Papaioannou , Panayiotis Kolios , Georgios Ellinas

Optimal Power Flow (OPF) dispatches controllable generation at minimum cost subject to operational constraints on generation and transmission assets. The uncertainty and variability of intermittent renewable generation is challenging…

Optimization and Control · Mathematics 2015-11-24 Miles Lubin , Yury Dvorkin , Scott Backhaus

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

Wind power is playing an increasingly important role in electricity markets. However, it's inherent variability and uncertainty cause operational challenges and costs as more operating reserves are needed to maintain system reliability.…

Optimization and Control · Mathematics 2016-03-01 Yishen Wang , Zhi Zhou , Cong Liu , Audun Botterud

With rising shares of renewables and the need to properly assess trade-offs between transmission, storage and sectoral integration as balancing options, building a bridge between energy system models and detailed power flow studies becomes…

Physics and Society · Physics 2022-04-29 Fabian Neumann , Veit Hagenmeyer , Tom Brown

Chance-constrained optimization (CCO) has been widely used for uncertainty management in power system operation. With the prevalence of wind energy, it becomes possible to consider the wind curtailment as a dispatch variable in CCO.…

Systems and Control · Electrical Eng. & Systems 2023-04-06 Xingyu Lei , Zhifang Yang , Junbo Zhao , Juan Yu

This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Marcell Bartos , Alexandre Didier , Jerome Sieber , Johannes Köhler , Melanie N. Zeilinger

This paper introduces a framework to capture previously intractable optimization constraints and transform them to a mixed-integer linear program, through the use of neural networks. We encode the feasible space of optimization problems…

Systems and Control · Electrical Eng. & Systems 2022-07-15 Ilgiz Murzakhanov , Andreas Venzke , George S. Misyris , Spyros Chatzivasileiadis