相关论文: Combined Stochastic Optimization of Frequency Cont…
Wind farms can increase annual energy production (AEP) with advanced control algorithms by coordinating the set points of individual turbine controllers across the farm. However, it remains a significant challenge to achieve performance…
Systems harvesting energy from a stochastic source have been widely studied in the literature. However, we are not aware of any work that deals with the time it takes for a battery to recharge up to a given level, when the energy source is…
This work addresses the optimal covariance control problem for stochastic discrete-time linear time-varying systems subject to chance constraints. Covariance steering is a stochastic control problem to steer the system state Gaussian…
Transmission system operators employ reserves to deal with unexpected variations of demand and generation to guarantee the security of supply. The French transmission system operator RTE dynamically sizes the required margins using a…
Utility-based power allocation in wireless ad-hoc networks is inherently nonconvex because of the global coupling induced by the co-channel interference. To tackle this challenge, we first show that the globally optimal point lies on the…
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…
We propose a self-triggered control algorithm to reduce onboard processor usage, communication bandwidth, and energy consumption across a linear time-invariant networked control system. We formulate an optimal control problem by penalizing…
We propose a novel stochastic radio resource allocation strategy that achieves long-term fairness considering backhaul and air-interface capacity limitations. The base station is considered to be only powered with a finite battery that is…
When State of Charge, State of Health, and parameters of the Lithium-ion battery are estimated simultaneously, the estimation accuracy is hard to be ensured due to uncertainties in the estimation process. To improve the estimation…
This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…
The supply of electrical energy is being increasingly sourced from renewable generation resources. The variability and uncertainty of renewable generation, compared to a dispatch-able plant, is a significant dissimilarity of concern to the…
We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…
Providing frequency control services with flexible assets connected to the low-voltage distribution grid, amongst which residential battery storage or electrical hot water boilers, can lead to congestion problems and voltage issues in the…
This paper investigates wireless-powered cell-free systems, in which the users send their uplink data signal while simultaneously harvesting energy from network nodes and user terminals - including the transmitting user terminal itself - by…
We consider a periodic-review, fixed-lifetime perishable inventory control problem where demand is a general stochastic process. The optimal solution for this problem is intractable due to "curse of dimensionality". In this paper, we first…
High penetration of renewable energy sources intensifies frequency fluctuations in multi-area power systems, challenging both stability and operational safety. This paper proposes a novel distributed frequency control method that ensures…
Efficiently integrating renewable resources into electricity markets is vital for addressing the challenges of matching real-time supply and demand while reducing the significant energy wastage resulting from curtailments. To address this…
This paper addresses a risk-constrained decentralized stochastic linear-quadratic optimal control problem with one remote controller and one local controller, where the risk constraint is posed on the cumulative state weighted variance in…
This thesis mainly focuses on two problems in capital structure and individual's life-cycle portfolio choice. In the first problem, we derive a stochastic control model to optimize banks' dividend and recapitalization policies and calibrate…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…