相关论文: Combined Stochastic Optimization of Frequency Cont…
A method is developed to numerically solve chance constrained optimal control problems. The chance constraints are reformulated as nonlinear constraints that retain the probability properties of the original constraint. The reformulation…
As the cost of batteries lowers, sizing and control methods that are both fast and can achieve their promised performances when deployed are becoming more important. In this paper, we show how stochastically tuned rule based controllers…
Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…
Energy storage devices, such as batteries, thermal energy storages, and hydrogen systems, can help mitigate climate change by ensuring a more stable and sustainable power supply. To maximize the effectiveness of such energy storage,…
Uncertainty in renewable energy generation has the potential to adversely impact the operation of electric networks. Numerous approaches to manage this impact have been proposed, ranging from stochastic and chance-constrained programming to…
Motivated by optimal execution with stochastic signals, market impact and constraints in financial markets, and optimal storage management in commodity markets, we formulate and solve an optimal trading problem with a general propagator…
We consider joint control of a switchable capacitor and a D-STATCOM for voltage regulation in a distribution circuit with intermittent load. The control problem is formulated as a two-timescale optimal power flow problem with chance…
The large adoption of EVs brings practical interest to the operation optimization of the charging station. The joint scheduling of pricing and charging control will achieve a win-win situation both for the charging station and EV drivers,…
Load flexibility management is a promising approach to face the problem of balancing generation and demand in electrical grids. This problem is becoming increasingly difficult due to the variability of renewable energies. Thermostatically…
Most control systems run on digital hardware with limited communication resources. This work develops self-triggered control for linear systems where sensors update independently (asynchronous measurements). The controller computes an…
This paper studies finite-time optimal consumption-investment problems with power, logarithmic and exponential utilities, in a regime switching market with random coefficients, subject to coupled constraints on the consumption and…
We consider optimal signalling and control of discrete-time nonlinear partially observable stochastic systems in state space form. In the first part of the paper, we characterize the operational {\it control-coding capacity}, $C_{FB}$ in…
We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…
In this paper, we propose a unified stochastic optimal control framework that integrates time-optimal control problems with classical stochastic optimal control formulations. Unlike conventional deterministic time-optimal control models,…
This paper studies the problem of frequency regulation in power grids, while maximizing the social welfare. Two price-based controllers are proposed; the first one an internal-model-based controller and the second one based on a continuous…
This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…
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…
The integration of renewable energy sources (RES) into power distribution grids poses challenges to system reliability due to the inherent uncertainty in their power production. To address this issue, battery energy sources (BESs) are being…
This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…
In this paper, we study a stochastic optimal control problem with stochastic volatility. We prove the sufficient and necessary maximum principle for the proposed problem. Then we apply the results to solve an investment, consumption and…