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Related papers: Dispatch-Embedded Long-Term Tail Risk Assessment a…

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This paper shows that the CoVaR,$\Delta$-CoVaR,CoES,$\Delta$-CoES and MES systemic risk measures can be represented in terms of the univariate risk measure evaluated at a quantile determined by the copula. The result is applied to derive…

Risk Management · Quantitative Finance 2023-04-27 Aleksy Leeuwenkamp

The increasing use of renewable energy sources (RESs) and responsive loads has made power systems more uncertain. Meanwhile, thanks to the development of advanced metering and forecasting technologies, predictions by RESs and load owners…

Optimization and Control · Mathematics 2023-08-01 Rui Xie , Pierre Pinson , Yin Xu , Yue Chen

Real-time coordination of distributed energy resources (DERs) is crucial for regulating the voltage profile in distribution grids. By capitalizing on a scalable neural network (NN) architecture, one can attain decentralized DER decisions to…

Machine Learning · Computer Science 2022-04-20 Shanny Lin , Shaohui Liu , Hao Zhu

Stochastic allocation of resources in the context of wireless systems ultimately demands reactive decision making for meaningfully optimizing network-wide random utilities, while respecting certain resource constraints. Standard…

Signal Processing · Electrical Eng. & Systems 2023-12-05 Gokberk Yaylali , Dionysios S. Kalogerias

Energy management is a critical aspect of risk assessment for Uncrewed Aerial Vehicle (UAV) flights, as a depleted battery during a flight brings almost guaranteed vehicle damage and a high risk of human injuries or property damage.…

Machine Learning · Computer Science 2021-11-02 Arnav Choudhry , Brady Moon , Jay Patrikar , Constantine Samaras , Sebastian Scherer

Existing modeling approaches for long-duration energy storage (LDES) are often based either on an oversimplified representation of power system operations or limited representation of storage technologies, e.g., evaluation of only a single…

Systems and Control · Electrical Eng. & Systems 2024-01-31 Omar J. Guerra , Sourabh Dalvi , Amogh A. Thatte , Brady Cowiestoll , Jennie Jorgenson , Bri-Mathias Hodge

Conditional Value-at-Risk (CVaR) is a widely used risk-sensitive objective for learning under rare but high-impact losses, yet its statistical behavior under heavy-tailed data remains poorly understood. Unlike expectation-based risk, CVaR…

Machine Learning · Statistics 2026-02-23 Dinesh Karthik Mulumudi , Piyushi Manupriya , Gholamali Aminian , Anant Raj

Microgrid operation is highly vulnerable to short-term load uncertainty, while conventional predict-then-optimize pipelines cannot fully align probabilistic forecasting quality with downstream robust scheduling performance. This paper…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Tingwei Cao , Yan Xu

Out-of-distribution (OOD) generalization remains challenging when models simultaneously encounter correlation shifts across environments and diversity shifts driven by rare or hard samples. Existing invariant risk minimization (IRM) methods…

Machine Learning · Computer Science 2026-02-03 Yuanchao Wang , Zhao-Rong Lai , Tianqi Zhong , Fengnan Li

Diversity schemes play a vital role in improving the performance of ultra-reliable communication systems by transmitting over two or more communication channels to combat fading and co-channel interference. Determining an appropriate…

Information Theory · Computer Science 2024-01-12 Niloofar Mehrnia , Sinem Coleri

With the extensive integration of volatile and uncertain renewable energy, power systems face significant challenges in primary frequency regulation due to instantaneous power fluctuations. However, the maximum frequency deviation…

Systems and Control · Electrical Eng. & Systems 2025-12-15 Kai Kang , Xiaoyu Peng , Kui Luo , Xi Ru , Feng Liu

The increasing penetration of flexible loads, such as electric vehicles and AI data-centers necessitates new methodologies for quantifying electrical load hosting capacity under operational constraints and flexible connection agreements. We…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Gobinda Chandra Sarker , Nathan Dahlin

Renewable energy power is influenced by the atmospheric system, which exhibits nonlinear and time-varying features. To address this, a dynamic temporal correlation modeling framework is proposed for renewable energy scenario generation. A…

Machine Learning · Computer Science 2025-01-27 Xiaochong Dong , Yilin Liu , Xuemin Zhang , Shengwei Mei

As power systems become more complex with the continuous integration of intelligent distributed energy resources (DERs), new risks and uncertainties arise. Consequently, to enhance system resiliency, it is essential to account for various…

Systems and Control · Electrical Eng. & Systems 2024-12-30 Md Isfakul Anam , Tuyen Vu , Jianhua Zhang

Long-tailed classification is challenging due to its heavy imbalance in class probabilities. While existing methods often focus on overall accuracy or accuracy for tail classes, they overlook a critical aspect: certain types of errors can…

Machine Learning · Computer Science 2025-01-27 Bolian Li , Ruqi Zhang

The joint Value at Risk (VaR) and expected shortfall (ES) quantile regression model of Taylor (2017) is extended via incorporating a realized measure, to drive the tail risk dynamics, as a potentially more efficient driver than daily…

Risk Management · Quantitative Finance 2018-05-23 Richard Gerlach , Chao Wang

In this work we propose a novel data-driven, real-time power system voltage control method based on the physics-informed guided meta evolutionary strategy (ES). The main objective is to quickly provide an adaptive control strategy to…

Systems and Control · Electrical Eng. & Systems 2021-11-30 Yan Du , Qiuhua Huang , Renke Huang , Tianzhixi Yin , Jie Tan , Wenhao Yu , Xinya Li

Natural hazards such as hurricanes and floods damage power grid equipment, forcing operators to replan restoration repeatedly as new information becomes available. This paper develops a deep reinforcement learning (DRL) dispatcher that…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Farshad Amani , Faezeh Ardali , Amin Kargarian

High wind energy penetration critically challenges the economic dispatch of current and future power systems. Supply and demand must be balanced at every bus of the grid, while respecting transmission line ratings and accounting for the…

Optimization and Control · Mathematics 2013-05-28 Yu Zhang , Nikolaos Gatsis , Vassilis Kekatos , Georgios B. Giannakis

We consider calculation of capital requirements when the underlying economic scenarios are determined by simulatable risk factors. In the respective nested simulation framework, the goal is to estimate portfolio tail risk, quantified via…

Risk Management · Quantitative Finance 2018-05-18 Michael Ludkovski , James Risk