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In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

最优化与控制 · 数学 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

系统与控制 · 电气工程与系统科学 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

In this paper, a sampling-based Stochastic Model Predictive Control algorithm is proposed for discrete-time linear systems subject to both parametric uncertainties and additive disturbances. One of the main drivers for the development of…

Probabilistic load forecasting (PLF) is a key component in the extended tool-chain required for efficient management of smart energy grids. Neural networks are widely considered to achieve improved prediction performances, supporting highly…

信号处理 · 电气工程与系统科学 2021-01-12 Alessandro Brusaferri , Matteo Matteucci , Stefano Spinelli , Andrea Vitali

Owing to the rapid growth number of vehicles, urban traffic congestion has become more and more severe in the last decades. As an effective approach, Model Predictive Control (MPC) has been applied to urban traffic signal control system.…

系统与控制 · 计算机科学 2018-11-12 Qiming Zou , Ke Lu , Yu Li

Dynamic line rating (DLR) is an effective approach to enhancing the utilization of existing transmission line infrastructure by adapting line ratings according to real-time weather conditions. Accurate DLR forecasts are essential for grid…

系统与控制 · 电气工程与系统科学 2025-12-30 Minsoo Kim , Vladimir Dvorkin , Jip Kim

Distribution locational marginal prices (DLMPs) facilitate the efficient operation of low-voltage electric power distribution systems. We propose an approach to internalize the stochasticity of renewable distributed energy resources (DERs)…

系统与控制 · 计算机科学 2020-04-28 Robert Mieth , Yury Dvorkin

Physical design process commonly consumes hours to days for large designs, and routing is known as the most critical step. Demands for accurate routing quality prediction raise to a new level to accelerate hardware innovation with advanced…

机器学习 · 计算机科学 2019-04-16 Cunxi Yu , Zhiru Zhang

Traffic congestion has lead to an increasing emphasis on management measures for a more efficient utilization of existing infrastructure. In this context, this paper proposes a novel framework that integrates real-time optimization of…

系统与控制 · 电气工程与系统科学 2024-12-20 Samarth Gupta , Ravi Seshadri , Bilge Atasoy , A. Arun Prakash , Francisco Pereira , Gary Tan , Moshe Ben-Akiva

Online map generation and trajectory prediction are critical components of the autonomous driving perception-prediction-planning pipeline. While modern vectorized mapping models achieve high geometric accuracy, they typically treat map…

机器人学 · 计算机科学 2026-03-23 Pritom Gogoi , Faris Janjoš , Bin Yang , Andreas Look

Logistic models are studied as a tool to convert output from numerical weather forecasting systems (deterministic and ensemble) into probability forecasts for binary events. A logistic model obtains by putting the logarithmic odds ratio…

大气与海洋物理 · 物理学 2009-01-29 Jochen Bröcker

In recent years, there has been a significant focus on advancing the next generation of power systems. Despite these efforts, persistent challenges revolve around addressing the operational impact of uncertainty on predicted data,…

最优化与控制 · 数学 2024-03-15 Hien Thanh Doan , Minsoo Kim , Keunju Song , Hongseok Kim

Short-term forecasts of energy consumption are invaluable for the operation of energy systems, including low voltage electricity networks. However, network loads are challenging to predict when highly desegregated to small numbers of…

应用统计 · 统计学 2023-01-10 Ciaran Gilbert , Jethro Browell , Bruce Stephen

This study develops an online predictive optimization framework for dynamically operating a transit service in an area of crowd movements. The proposed framework integrates demand prediction and supply optimization to periodically redesign…

机器学习 · 统计学 2020-02-25 Inon Peled , Kelvin Lee , Yu Jiang , Justin Dauwels , Francisco C. Pereira

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…

系统与控制 · 计算机科学 2020-07-15 Shuhao Yan , Paul Goulart , Mark Cannon

A large-scale complex system comprising many, often spatially distributed, dynamical subsystems with partial autonomy and complex interactions are called system of systems. This paper describes an efficient algorithm for model predictive…

最优化与控制 · 数学 2019-04-25 Branimir Novoselnik , Vedrana Spudić , Mato Baotić

Computing shortest paths is one of the most researched topics in algorithm engineering. Currently available algorithms compute shortest paths in mere fractions of a second on continental sized road networks. In the presence of…

数据结构与算法 · 计算机科学 2014-08-01 Moritz Kobitzsch , Samitha Samaranayake , Dennis Schieferdecker

Accurate traffic prediction is vital for effective traffic management during hurricane evacuation. This paper proposes a predictive modeling system that integrates Multilayer Perceptron (MLP) and Long-Short Term Memory (LSTM) models to…

机器学习 · 计算机科学 2024-06-19 Qinhua Jiang , Brian Yueshuai He , Changju Lee , Jiaqi Ma

The local volatility model is a widely used for pricing and hedging financial derivatives. While its main appeal is its capability of reproducing any given surface of observed option prices---it provides a perfect fit---the essential…

计算金融 · 定量金融 2019-01-24 Martin Tegnér , Stephen Roberts

The increasing penetration of embedded renewables makes forecasting net-load, consumption less embedded generation, a significant and growing challenge. Here a framework for producing probabilistic forecasts of net-load is proposed with…

应用统计 · 统计学 2022-10-06 Jethro Browell , Matteo Fasiolo