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

Wider adoption of the Grid concept has led to an increasing amount of federated computational, storage and visualisation resources being available to scientists and researchers. Distributed and heterogeneous nature of these resources…

This paper proposes a fully distributed Demand-Side Management system for Smart Grid infrastructures, especially tailored to reduce the peak demand of residential users. In particular, we use a dynamic pricing strategy, where energy tariffs…

We propose a probabilistic numerical algorithm to solve Backward Stochastic Differential Equations (BSDEs) with nonnegative jumps, a class of BSDEs introduced in [9] for representing fully nonlinear HJB equations. In particular, this allows…

The integration of intermittent and stochastic renewable energy resources requires increased flexibility in the operation of the electric grid. Storage, broadly speaking, provides the flexibility of shifting energy over time; network, on…

Minimizing both power fluctuations and energy waste in an electrical grid is a central challenge to energy policy. Any discrepancy between power production and loads may lead to inefficiencies and instability in the system. Right now, the…

The design of self-sustainable base station (BS) deployments is addressed in this paper: BSs have energy harvesting and storage capabilities, they can use ambient energy to serve the local traffic or store it for later use. A dedicated…

This article introduces and solves a general class of fully coupled forward-backward stochastic dynamics by investigating the associated system of functional differential equations. As a consequence, we are able to solve many different…

We consider an optimal switching problem where the terminal reward depends on the entire control trajectory. We show existence of an optimal control by applying a probabilistic technique based on the concept of Snell envelopes. We then…

Demand response provides utilities with a mechanism to share with end users the stochasticity resulting from the use of renewable sources. Pricing is accordingly used to reflect energy availability, to allocate such a limited resource to…

In this paper, we consider a stochastic decision problem for a system governed by a stochastic differential equation, in which an optimal decision is made in such a way to minimize a vector-valued accumulated cost over a finite-time horizon…

Efficient and accurate state estimation is essential for the optimal management of the future smart grid. However, to meet the requirements of deploying the future grid at a large scale, the state estimation algorithm must be able to…

An investor has to carefully select the location and size of new generation units it intends to build, since adding capacity in a market affects the profit from units this investor may already own. To capture this closed-loop…

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is…

This paper is concerned with a general maximum principle for the fully coupled forward-backward stochastic optimal control problem with jumps, where the control domain is not necessarily convex, within the progressively measurable…

Today's smart-grids have seen a clear rise in new ways of energy generation, transmission, and storage. This has not only introduced a huge degree of variability, but also a continual shift away from traditionally centralized generation and…

Due to the energy transition, lots of research has been conducted within the last decade on the topics of energy management systems or local energy trading approaches, often on the day-ahead or intraday level. A large majority of these…

Proliferation of grid resources on the distribution network along with the inability to forecast them accurately will render the existing methodology of grid operation and control untenable in the future. Instead, a more distributed yet…

The paper proposes a solution for the Grid scheduling problem, addressing in particular the requirement of high performance an efficient algorithm must fulfill. Advance Reservation engages a distributed, dynamic, fault-tolerant and…

Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they are commonly used to model economic and financial evolutions, the calibration and optimal control…

This paper introduces a distributed contingency detection algorithm for detecting unobservable contingencies in power distribution systems using stochastic hybrid system (SHS) models. We aim to tackle the challenge of limited measurement…