Related papers: Temporal and Spatial Decomposition for Prospective…

Increasing threats of global warming and climate changes call for an energy-efficient and sustainable design of future wireless communication systems. To this end, a novel two-scale stochastic control framework is put forth for smart-grid…

We consider a risk-averse stochastic capacity planning problem under uncertain demand in each period. Using a scenario tree representation of the uncertainty, we formulate a multistage stochastic integer program to adjust the capacity…

Modeling and predicting the dynamics of complex multiscale systems remains a significant challenge due to their inherent nonlinearities and sensitivity to initial conditions, as well as limitations of traditional machine learning methods…

The cooperative energy management of aggregated buildings has recently received a great deal of interest due to substantial potential energy savings. These gains are mainly obtained in two ways: (i) Exploiting the load shifting capabilities…

Empirical studies indicate the presence of multi-scales in the volatility of underlying assets: a fast-scale on the order of days and a slow-scale on the order of months. In our previous works, we have studied the portfolio optimization…

The rapid integration of renewable energy resources, such as tidal and photovoltaic (PV) power, coupled with the growing deployment of electric vehicle (EV) charging infrastructure, necessitates coordinated planning for coastal urban…

This paper investigates the optimal locations and capacities of hospital expansion facilities under uncertain future patient demands, considering both spatial and temporal correlations. We propose a novel two-stage distributionally robust…

In last decades, dynamic resource programming in partial resource domains has been extensively investigated for single time slot optimizations. However, with the emerging real-time media applications in fifth-generation communications,…

With the rapid growth of artificial intelligence (AI) and cloud services, data centers have become critical infrastructures driving digital economies, with increasing energy demand heightening concerns over electricity use and carbon…

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…

In this paper we investigate possible approaches to study general time-inconsistent optimization problems without assuming the existence of optimal strategy. This leads immediately to the need to refine the concept of time-consistency as…

We propose stochastic optimization methodologies for a staffing and capacity planning problem arising from home care practice. Specifically, we consider the perspective of a home care agency that must decide the number of caregivers to hire…

This paper introduces a multi-timescale stochastic programming framework designed to address decision-making challenges in power systems, particularly those with high renewable energy penetration. The framework models interactions across…

Energy consumption has become a first-class optimization goal in design and implementation of data-intensive computing systems. This is particularly true in the design of database management systems (DBMS), which was found to be the major…

We introduce StoDCuP (Stochastic Dynamic Cutting Plane), an extension of the Stochastic Dual Dynamic Programming (SDDP) algorithm to solve multistage stochastic convex optimization problems. At each iteration, the algorithm builds lower…

In this paper, we consider the day-ahead operational planning problem of a radial distribution network hosting Distributed Energy Resources (DERs) including rooftop solar and storage-like loads, such as electric vehicles. We present a novel…

Asset management attempts to keep the power system in working conditions. It requires much coordination between multiple entities and long term planning often months in advance. In this work we introduce a mid-term asset management…

The supply of electrical energy is being increasingly sourced from renewable generation resources. The variability and uncertainty of renewable generation, compared to a dispatch-able plant, is a significant dissimilarity of concern to the…

Microgrids are integrated systems that gather and operate energy production units to satisfy consumers demands. This paper details different mathematical methods to design the Energy Management System (EMS) of domestic microgrids. We…

Time series forecasting remains a central challenge problem in almost all scientific disciplines. We introduce a novel load forecasting method in which observed dynamics are modeled as a forced linear system using Dynamic Mode Decomposition…