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Related papers: Stochastic Model Predictive Control based on Mixed…

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A stochastic Model Predictive Control strategy for control systems with communication networks between the sensor node and the controller and between the controller and the actuator node is proposed. Data packets are subject to random…

Systems and Control · Electrical Eng. & Systems 2025-01-30 Marijan Palmisano , Martin Steinberger , Martin Horn

This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Teruki Kato , Ryotaro Shima , Kenji Kashima

In the field of microgrids with a significant integration of Renewable Energy Sources, the efficient and practical power storage systems requirement is causing DC microgrids to gain increasing attention. However, uncertainties in power…

Optimization and Control · Mathematics 2023-03-14 Yanandlall Gopee , Margot Gaetani-Liseo , Anne Blavette , Guy Camilleri , Xavier Roboam , Corinne Alonso

By modeling the uncertainty of spinning reserves provided by energy storage with probabilistic constraints, a new optimal scheduling mode is proposed for minimizing the operating costs of an isolated microgrid (MG) by using…

Signal Processing · Electrical Eng. & Systems 2018-10-04 Yang Li , Zhen Yang , Guoqing Li , Dongbo Zhao , Wei Tian

This paper addresses a class of robust stochastic optimal control problems. Its main contribution lies in the introduction of a general optimization model with variance penalization and an associated solution algorithm that improves…

Optimization and Control · Mathematics 2025-10-21 Paul Malisani , Adrien Spagnol , Vivien Smis-Michel

In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

In this study, we propose a predictive model composed of a recurrent neural network including parametric bias and stochastic elements, and an environmentally adaptive robot control method including variance minimization using the model.…

Robotics · Computer Science 2024-12-12 Kento Kawaharazuka , Koki Shinjo , Yoichiro Kawamura , Kei Okada , Masayuki Inaba

Significant outages from weather and climate extremes have highlighted the critical need for resilience-centered risk management of the grid. This paper proposes a multi-stage stochastic robust optimization (SRO) model that advances the…

Multiagent Systems · Computer Science 2022-05-24 Nariman L. Dehghani , Abdollah Shafieezadeh

This paper presents a computation-efficient stochastic dynamic programming algorithm for solving energy storage price arbitrage considering variable charge and discharge efficiencies. We formulate the price arbitrage problem using…

Optimization and Control · Mathematics 2022-07-08 Ningkun Zheng , Joshua Jaworski , Bolun Xu

This paper presents a solution to a predict then optimise problem which goal is to reduce the electricity cost of a university campus. The proposed methodology combines a multi-dimensional time series forecast and a novel approach to…

Machine Learning · Computer Science 2025-01-24 Julian Ruddick , Evgenii Genov , Luis Ramirez Camargo , Thierry Coosemans , Maarten Messagie

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…

Statistical Mechanics · Physics 2025-01-15 Dario Lucente , Alessandro Manacorda , Andrea Plati , Alessandro Sarracino , Marco Baldovin

This paper presents a scenario based robust optimization framework for short term energy scheduling in electricity intensive industrial plants, explicitly addressing uncertainty in planning decisions. The model is formulated as a two-stage…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Sebastián Rojas-Innocenti , Enrique Baeyens , Alejandro Martín-Crespo , Sergio Saludes-Rodil , Fernando Frechoso Escudero

In many power grids, a large portion of the energy costs for commercial and industrial consumers are set with reference to the coincident peak load, the demand during the maximum system-wide peak, and their own maximum peak load, the…

Optimization and Control · Mathematics 2024-09-09 Rene Carmona , Xinshuo Yang , Siddharth Bhela , Claire Zeng

Power grid expansion planning requires making large investment decisions in the present that will impact the future cost and reliability of a system exposed to wide-ranging uncertainties. Extreme temperatures can pose significant challenges…

Optimization and Control · Mathematics 2024-05-30 Ramsey Rossmann , Mihai Anitescu , Julie Bessac , Michael Ferris , Mitchell Krock , James Luedtke , Line Roald

Due to the limited predictability of wind power and other stochastic generation, trading this energy in competitive electricity markets is challenging. This paper derives revenue-maximising and risk-constrained strategies for stochastic…

General Finance · Quantitative Finance 2018-05-31 Jethro Browell

This paper introduces an Electric Vehicle Charging Station (EVCS) model that incorporates real-world constraints, such as slot power limitations, contract threshold overruns penalties, or early disconnections of electric vehicles (EVs). We…

Optimization and Control · Mathematics 2024-11-14 Alban Puech , Tristan Rigaut , William Templier , Maud Tournoud

In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space of probability measures. We then introduce a penalized…

Optimization and Control · Mathematics 2025-08-05 Thibaut Bourdais , Nadia Oudjane , Francesco Russo

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Shawn Priore , Meeko Oishi

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…

Systems and Control · Electrical Eng. & Systems 2023-05-08 Salish Maharjan , Prashant Tiwari , Rui Cheng , Zhaoyu Wang

In response to the escalating need for sustainable manufacturing, this study introduces a Simulation-Based Approach (SBA) to model a stopping policy for energy-intensive stochastic production systems, developed and tested in a real-world…

Systems and Control · Electrical Eng. & Systems 2025-08-13 Balwin Bokor , Klaus Altendorfer , Andrea Matta