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The presented work addresses two-stage stochastic programs (2SPs), a broadly applicable model to capture optimization problems subject to uncertain parameters with adjustable decision variables. In case the adjustable or second-stage…

最优化与控制 · 数学 2023-07-21 Jan Kronqvist , Boda Li , Jan Rolfes , Shudian Zhao

Optimal sensor scheduling with applications to networked estimation and control systems is considered. We model sensor measurement and transmission instances using jumps between states of a continuous-time Markov chain. We introduce a cost…

最优化与控制 · 数学 2014-05-07 Farhad Farokhi , Karl H. Johansson

The emerging paradigm of interconnected microgrids advocates energy trading or sharing among multiple microgrids. It helps make full use of the temporal availability of energy and diversity in operational costs when meeting various energy…

系统与控制 · 电气工程与系统科学 2020-06-12 Dafeng Zhu , Bo Yang , Qi Liu , Kai Ma , Shanying Zhu , Xinping Guan

An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…

最优化与控制 · 数学 2017-12-29 Hongwei Mei , Jiongmin Yong

This paper is concerned with linear stochastic Hamiltonian (LSH) systems subject to random external forces. Their dynamics are modelled by linear stochastic differential equations, parameterised by stiffness, mass, damping and coupling…

系统与控制 · 电气工程与系统科学 2020-07-24 Igor G. Vladimirov , Ian R. Petersen

When an unexpected metro disruption occurs, metro managers need to reschedule timetables to avoid trains going into the disruption area, and transport passengers stranded at disruption stations as quickly as possible. This paper proposes a…

系统与控制 · 电气工程与系统科学 2022-12-27 Hui Wang , Jialin Liu , Feng Li , Hao Ji , Bin Jia , Ziyou Gao

We propose a stochastic model for the intersection of two urban streets. The vehicular traffic at the intersection is controlled by a set of traffic lights which can be operated subject to fix-time as well as traffic adaptive schemes.…

凝聚态物理 · 物理学 2012-03-19 M. Ebrahim Fouladvand , Zeinab Sadjadi , M. Reza Shaebani

The proliferation of distributed renewable energy triggers the peer-to-peer (P2P) energy market formations. To make profits, prosumers equipped with photovoltaic (PV) panels and even the energy storage system (ESS) can actively participate…

系统与控制 · 电气工程与系统科学 2025-05-29 Junhong Liu , Qinfei Long , Rong-Peng Liu , Wenjie Liu , Yunhe Hou

In order to coordinate the scheduling problem between an isolated microgrid (IMG) and electric vehicle battery swapping stations (BSSs) in multi-stakeholder scenarios, a new bi-level optimal scheduling model is proposed for promoting the…

信号处理 · 电气工程与系统科学 2018-10-05 Yang Li , Zhen Yang , Guoqing Li , Yunfei Mu , Dongbo Zhao , Chen Chen , Bo Shen

An operating entity utilizing community-integrated energy systems with a large number of small-scale distributed energy sources can easily trade with existing distribution markets. To solve the energy management and pricing problem of…

系统与控制 · 电气工程与系统科学 2021-12-23 Yang Li , Bin Wang , Zhen Yang , Jiazheng Li , Chen Chen

The large shares of wind power generation in electricity markets motivate higher levels of operating reserves. However, current reserve sizing practices fail to account for important topological aspects that might hinder their deployment,…

系统与控制 · 电气工程与系统科学 2020-04-27 Nicola Viafora , Stefanos Delikaraoglou , Pierre Pinson , Gabriela Hug , Joachim Holbøll

Large scale electricity storage is set to play an increasingly important role in the management of future energy networks. A major aspect of the economics of such projects is captured in arbitrage, i.e. buying electricity when it is cheap…

最优化与控制 · 数学 2015-05-25 James Cruise , Lisa Flatley , Richard Gibbens , Stan Zachary

We introduce a stochastic model that describes the quasi-static dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random removing of system components from service, random repair times…

物理与社会 · 物理学 2007-05-23 Marian Anghel , Kenneth A. Werley , Adilson E. Motter

Introduction of renewable generation leads to significant reduction of inertia in power system, which deteriorates the quality of frequency control. This paper suggests a new control scheme utilizing controllable load to deal with low…

系统与控制 · 计算机科学 2018-11-30 Oleg O. Khamisov , Janusz W. Bialek , Anatoly Dymarsky

Accurate price predictions are essential for market participants in order to optimize their operational schedules and bidding strategies, especially in the current context where electricity prices become more volatile and less predictable…

计算工程、金融与科学 · 计算机科学 2025-09-26 Naga Venkata Sai Jitin Jami , Juraj Kardoš , Olaf Schenk , Harald Köstler

Transactive or market-based coordination strategies have recently been proposed for controlling the aggregate demand of a large number of electric loads. Such schemes offer operational benefits such as enforcing distribution feeder capacity…

系统与控制 · 计算机科学 2017-02-17 Md Salman Nazir , Ian A. Hiskens

Assemble-to-order approaches deal with randomness in demand for end items by producing components under uncertainty, but assembling them only after demand is observed. Such planning problems can be tackled by stochastic programming, but…

最优化与控制 · 数学 2023-11-23 Daniele Giovanni Gioia , Edoardo Fadda , Paolo Brandimarte

This work considers energy management in a grid-connected microgrid which consists of multiple conventional generators (CGs), renewable generators (RGs) and energy storage systems (ESSs). A two-stage optimization approach is presented to…

最优化与控制 · 数学 2016-03-21 Wuhua Hu , Ping Wang , Hoay Beng Gooi

Considering that the existing setup of the European electricity markets promotes the spatial coordination of neighbouring power systems only on the day-ahead market stage, regional system operators have to rely mainly on their internal…

最优化与控制 · 数学 2015-03-03 Stefanos Delikaraoglou , Pierre Pinson , Robert Eriksson , Tilman Weckesser

We study randomized experiments in a service system when stochastic congestion can arise from temporarily limited supply or excess demand. Such congestion gives rise to cross-unit interference between the waiting customers, and analytic…

系统与控制 · 电气工程与系统科学 2026-02-17 Shuangning Li , Ramesh Johari , Xu Kuang , Stefan Wager