Related papers: Stochastic Optimal Control Problems for the Cost-O…
We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…
We consider a stochastic control problem, where the control domain is convex and the system is governed by a nonlinear backward stochastic differential equation. With a L1 terminal data, we derive necessary optimality conditions in the form…
Quantifying energy flows at nanometer scales promises to guide future research in a variety of disciplines, from microscopic control and manipulation, to autonomously operating molecular machines. A general understanding of the…
The evolution of smart microgrid and its demand-response characteristics not only will change the paradigms of the century-old electric grid but also will shape the electricity market. In this new market scenario, once always energy…
We consider an energy storage problem involving a wind farm with a forecasted power output, a stochastic load, an energy storage device, and a connection to the larger power grid with stochastic prices. Electricity prices and wind power…
This paper deals with the problem of cost-optimal operation of smart buildings that integrate a centralized HVAC system, photovoltaic generation and both thermal and electrical storage devices. Building participation in a Demand-Response…
Efficient residential sector coupling plays a key role in supporting the energy transition. In this study, we analyze the structural properties associated with the optimal control of a home energy management system and the effects of common…
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…
Optimal processes in stochastic thermodynamics are a frontier for understanding the control and design of non-equilibrium systems, with broad practical applications in biology, chemistry, and nanoscale/mesoscale systems. Optimal mass…
Contemporary industrial parks are challenged by the growing concerns about high cost and low efficiency of energy supply. Moreover, in the case of uncertain supply/demand, how to mobilize delay-tolerant elastic loads and compensate…
We investigate the discrete-time stochastic linear quadratic control problem for a population of cooperative agents under the hard equality constraint on total control inputs, motivated by demand response in renewable energy systems. We…
Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…
The fluctuations of electricity prices in demand response schemes and intermittency of renewable energy supplies necessitate the adoption of energy storage in microgrids. However, it is challenging to design effective real-time energy…
Microgrids are autonomous clusters of generators, storage units and loads. Special requirements arise in interconnected operation: control schemes that do not require individual microgrids to disclose information about their internal…
Many techniques originally developed in the context of deterministic control theory have been recently applied to the quest for optimal protocols in stochastic processes. Given a system subject to environmental fluctuations, one may ask…
This paper studies a crucial problem in power system balancing control, i.e., the multi-time slot economic dispatch (MTSED) problem, for power grids with substantial renewables, synchronous generators (SGs), and energy storage devices…
We investigate a singular-optimal stopping stochastic control problem driven by self-exciting dynamics governed by a Hawkes process. In the continuous-time setting, we show that the optimization problem reduces to solving a variational…
The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with…
Ad hoc electrical networks are formed by connecting power sources and loads without pre-determining the network topology. These systems are well-suited to addressing the lack of electricity in rural areas because they can be assembled and…
The integration of renewable energy sources (RES) into power distribution grids poses challenges to system reliability due to the inherent uncertainty in their power production. To address this issue, battery energy sources (BESs) are being…