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相关论文: Mean-Field Backward-Forward SDE with Jumps and Sto…

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In this article we propose a model for stochastic delay differential equation with jumps (SDDEJ) in a differentiable manifold $M$ endowed with a connection $\nabla$. In our model, the continuous part is driven by vector fields with a fixed…

动力系统 · 数学 2015-03-20 Leandro Morgado , Paulo R. Ruffino

The growing prevalence of extreme weather events driven by climate change poses significant challenges to power system resilience. Infrastructure damage and prolonged power outages highlight the urgent need for effective grid-hardening…

系统与控制 · 电气工程与系统科学 2026-01-30 Sifat Chowdhury , Yihsu Chen , Yu Zhang

In this paper, we introduce various machine learning solvers for (coupled) forward-backward systems of stochastic differential equations (FBSDEs) driven by a Brownian motion and a Poisson random measure. We provide a rigorous comparison of…

数值分析 · 数学 2024-05-28 Clémence Alasseur , Zakaria Bensaid , Roxana Dumitrescu , Xavier Warin

Reinforcement Learning (RL) has proven effective in solving complex decision-making tasks across various domains, but challenges remain in continuous-time settings, particularly when state dynamics are governed by stochastic differential…

机器学习 · 计算机科学 2025-09-19 Chenyang Jiang , Donggyu Kim , Alejandra Quintos , Yazhen Wang

The purpose of this paper is to study the following topics and the relation between them: (i) Optimal singular control of mean-field stochastic differential equations with memory, (ii) reflected advanced mean-field backward stochastic…

最优化与控制 · 数学 2018-10-26 Nacira Agram , Achref Bachouch , Bernt Øksendal , Frank Proske

Large-scale integration of renewables in power systems gives rise to new challenges for keeping synchronization and frequency stability in volatile and uncertain power flow states. To ensure the safety of operation, the system must maintain…

系统与控制 · 电气工程与系统科学 2021-09-21 Chao Duan , Pratyush Chakraborty , Takashi Nishikawa , Adilson E. Motter

Achieving the economical and stable operation of Multi-microgrids (MMG) systems is vital. However, there are still some challenging problems to be solved. Firstly, from the perspective of stable operation, it is necessary to minimize the…

系统与控制 · 电气工程与系统科学 2023-07-03 Yijian Wang , Yang Cui , Yang Li , Yang Xu

Seismic datasets contain valuable information that originate from areas of interest in the subsurface; such seismic reflections are however inevitably contaminated by other events created by waves reverberating in the overburden.…

地球物理 · 物理学 2022-08-10 Matteo Ravasi , Tamil Selvan , Nick Luiken

The Smart Grid is not just about the digitalization of the Power Grid. In its more visionary acceptation, it is a model of energy management in which the users are engaged in producing energy as well as consuming it, while having…

物理与社会 · 物理学 2013-12-04 Giuliano Andrea Pagani , Marco Aiello

This papers highlights the benefit of coordinating resources on mulitple active distribution feeders during severe long duration outages through multi-microgrid formation. A graph-theory based multi-microgrid formation algorithm is…

系统与控制 · 电气工程与系统科学 2023-11-28 Valliappan Muthukaruppan , Rongxing Hu , Ashwin Shirsat , Mesut Baran , Ning Lu , Wenyuan Tang , David Lubkeman

To bridge the gap between idealised communication models and the stochastic reality of networked systems, we introduce a framework for embedding asynchronous communication directly into algorithm dynamics using stochastic differential…

最优化与控制 · 数学 2025-11-11 Marc Weber , John Paul Strachan , Christian Ebenbauer

In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equations with jumps. The conditions we posed are weaker than…

概率论 · 数学 2014-07-08 Guangqiang Lan , Jiang-Lun Wu

The energy transition supports the shift towards more sustainable energy alternatives, paving towards decentralized smart grids, where the energy is generated closer to the point of use. The decentralized smart grids foresee novel…

网络与互联网体系结构 · 计算机科学 2024-02-06 Gabriel Ioan Arcas , Tudor Cioara , Ionut Anghel , Dragos Lazea , Anca Hangan

We propose a unified framework for robustly and adaptively stabilizing large-scale networked uncertain Markovian jump linear systems (MJLS) under external disturbances and mode switches that can change the network's topology. Adaptation is…

系统与控制 · 电气工程与系统科学 2024-08-29 SooJean Han , Minwoo M. Kim , Ieun Choo

Grid-based storage systems with uniformly shaped loads (e.g., containers, pallets, totes) are commonplace in logistics, industrial, and transportation domains. A key performance metric for such systems is the maximization of space…

机器人学 · 计算机科学 2025-05-29 Tzvika Geft , Kostas Bekris , Jingjin Yu

We consider an energy system with $n$ consumers who are linked by a Demand Side Management (DSM) contract, i.e. they agreed to diminish, at random times, their aggregated power consumption by a predefined volume during a predefined…

最优化与控制 · 数学 2021-01-18 Clémence Alasseur , Luciano Campi , Roxana Dumitrescu , Jia Zeng

An extended use of renewable energies and a trend towards increasing energy consumption lead to challenges such as temporal and spatial decoupling of energy generation and consumption. This work evaluates the possible applications and…

系统与控制 · 电气工程与系统科学 2022-03-16 C. Zugschwert , S. Göschl , F. Martin Ibanez , K. Pettinger

Large scale grid expansion planning studies are essential to rapidly and efficiently decarbonizing the electricity sector. These studies help policy makers and grid participants understand which renewable generation, storage, and…

最优化与控制 · 数学 2024-10-18 Anthony Degleris , Abbas El Gamal , Ram Rajagopal

The ability of deeply decarbonised power systems to ensure adequacy may increasingly depend on long-duration energy storage (LDES). A central challenge is whether capacity markets (CMs), originally designed around thermal generation, can…

系统与控制 · 电气工程与系统科学 2025-12-30 Adam Suski , Elina Spyrou , Richard Green

We consider a microgrid where different prosumers exchange energy altogether by the edges of a given network. Each prosumer is located to a node of the network and encompasses energy consumption, energy production and storage capacities…

最优化与控制 · 数学 2019-12-24 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , François Pacaud