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We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss. Taking an…

General Finance · Quantitative Finance 2015-03-17 Edward Hoyle , Lane P. Hughston , Andrea Macrina

A critical aspect of power systems research is the availability of suitable data, access to which is limited by privacy concerns and the sensitive nature of energy infrastructure. This lack of data, in turn, hinders the development of…

Machine Learning · Computer Science 2021-10-27 Minas Chatzos , Mathieu Tanneau , Pascal Van Hentenryck

Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…

Optimization and Control · Mathematics 2019-04-16 Xinbo Geng , Le Xie

This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…

Machine Learning · Computer Science 2019-05-13 David Hubbard , Benoit Rostykus , Yves Raimond , Tony Jebara

This is the second part of a two-part paper on data-based distributionally robust stochastic optimal power flow (OPF). The general problem formulation and methodology have been presented in Part I [1]. Here, we present extensive numerical…

Optimization and Control · Mathematics 2018-10-29 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler H. Summers

With the escalating frequency of extreme grid disturbances, such as natural disasters, comes an increasing need for efficient recovery plans. Algorithms for optimal power restoration play an important role in developing such plans, but also…

Systems and Control · Electrical Eng. & Systems 2020-12-09 Noah Rhodes , David Fobes , Carleton Coffrin , Line Roald

Extreme weather events stemming from climate change can cause significant damage and disruption to power systems. Failure to mitigate and adapt to climate change and its cascading effects can lead to short and long term issues. The profound…

Applied Physics · Physics 2022-09-22 Rouzbeh Shirvani , Tarannom Parhizkar

The reliable operation of a power distribution system relies on a good prior knowledge of its topology and its system state. Although crucial, due to the lack of direct monitoring devices on the switch statuses, the topology information is…

Systems and Control · Electrical Eng. & Systems 2021-10-19 Yijun Xu , Jaber Valinejad , Mert Korkali , Lamine Mili , Yajun Wang , Xiao Chen , Zongsheng Zheng

Spreading processes are often modelled as a stochastic dynamics occurring on top of a given network with edge weights corresponding to the transmission probabilities. Knowledge of veracious transmission probabilities is essential for…

Social and Information Networks · Computer Science 2016-09-01 Andrey Y. Lokhov

The distribution system restoration (DSR) problem has received considerable attention over the last decade or more. Solutions to the DSR problem identify the best set or sequence of actions to perform on a distribution circuit to restore…

Systems and Control · Electrical Eng. & Systems 2026-04-20 David M. Fobes , Harsha Nagarajan , Manuel Garcia , Robert Ferrando , Russell Bent

Electric power network expanded rapidly in recent decades due of the excessive need of electricity in every aspect of life, including critical infrastructures such as medical services, and transportation and communication systems. Natural…

Systems and Control · Electrical Eng. & Systems 2019-11-14 Ebru Aydin Gol , Burcu Güldür Erkal , Murat Göl

It is of growing concern to ensure the resilience in electricity infrastructure systems to extreme weather events with the help of appropriate hardening measures and new operational procedures. An effective mitigation strategy requires a…

Systems and Control · Electrical Eng. & Systems 2023-07-19 Shiva Poudel , Anamika Dubey , Anjan Bose

We study the effectiveness of recovery strategies for a dynamic model of failure spreading in networks. These strategies control the distribution of resources based on information about the current network state and network topology. In…

Physics and Society · Physics 2009-11-13 Lubos Buzna , Karsten Peters , Hendrik Ammoser , Christian Kuehnert , Dirk Helbing

This paper addresses the load restoration problem after power outage events. Our primary proposed methodology is using multi-agent deep reinforcement learning to optimize the load restoration process in distribution systems, modeled as…

Systems and Control · Electrical Eng. & Systems 2024-01-25 Linh Vu , Tuyen Vu , Thanh-Long Vu , Anurag Srivastava

Quantifying the potential benefits of microgrids in the design phase can support the transition of passive distribution networks into microgrids. At current, reliability and resilience are the main drivers for this transition. Therefore,…

Optimization and Control · Mathematics 2020-06-12 Raphael Wu , Giovanni Sansavini

As the society becomes more dependent on the presence of electricity, the resilience of the power systems gains more importance. This paper develops a decision support method for distribution system operators to restore electricity after an…

Systems and Control · Electrical Eng. & Systems 2019-11-12 Onur Yigit Arpali , Ugur Can Yilmaz , Ebru Aydin Gol , Burcu Guldur Erkal , Murat Gol

A major outage in the electricity distribution system may affect the operation of water and natural gas supply systems, leading to an interruption of multiple services to critical customers. Therefore, enhancing resilience of critical…

Systems and Control · Electrical Eng. & Systems 2022-02-18 Jiaxu Li , Yin Xu , Ying Wang , Meng Li , Jinghan He , Chen-Ching Liu , Kevin P. Schneider

Transmission utilities routinely collect detailed outage data, including resilience events in which outages bunch up due to weather. The resilience events and their resilience metrics can readily be extracted from this historical outage…

Physics and Society · Physics 2025-01-15 Arslan Ahmad , Ian Dobson , Svetlana Ekisheva , Christopher Claypool , Mark Lauby

The ever-increasing penetration of Distributed Generators (DGs) in distribution networks suggests to enable their potentials in better fulfilling the restoration objective. The objective of the restoration problem is to resupply the maximum…

Systems and Control · Electrical Eng. & Systems 2020-03-26 Hossein Sekhavatmanesh , Rachid Cherkaoui

We study decision dependent distributionally robust optimization models, where the ambiguity sets of probability distributions can depend on the decision variables. These models arise in situations with endogenous uncertainty. The developed…

Optimization and Control · Mathematics 2018-06-26 Fengqiao Luo , Sanjay Mehrotra