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This paper studies the behavior of a strategic aggregator offering regulation capacity on behalf of a group of distributed energy resources (DERs, e.g. plug-in electric vehicles) in a power market. Our objective is to maximize the…

最优化与控制 · 数学 2017-08-18 Hongcai Zhang , Zechun Hu , Eric Munsing , Scott J. Moura , Yonghua Song

In recent years, there have been a surge in applications of neural networks (NNs) in physical sciences. Although various algorithmic advances have been proposed, there are, thus far, limited number of studies that assess the…

流体动力学 · 物理学 2020-12-17 Kai Fukami , Romit Maulik , Nesar Ramachandra , Koji Fukagata , Kunihiko Taira

In this paper, we propose control-theoretic methods as tools for the design of online optimization algorithms that are able to address dynamic, noisy, and partially uncertain time-varying quadratic objective functions. Our approach…

最优化与控制 · 数学 2025-02-03 Umberto Casti , Sandro Zampieri

This paper presents and demonstrates a stochastic logic time delay reservoir design in FPGA hardware. The reservoir network approach is analyzed using a number of metrics, such as kernel quality, generalization rank, performance on simple…

神经与进化计算 · 计算机科学 2018-09-17 Lisa Loomis , Nathan McDonald , Cory Merkel

Extreme weather frequently cause widespread outages in distribution systems (DSs), demonstrating the importance of hardening strategies for resilience enhancement. However, the well-utilization of real-world outage data with associated…

系统与控制 · 电气工程与系统科学 2025-10-06 Wenlong Shi , Hongyi Li , Zhaoyu Wang

We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in…

This study proposes two straightforward yet effective approaches to reduce the required computational time of the training process for time-series modeling through a recurrent neural network (RNN) using multi-time-scale time-series data as…

大气与海洋物理 · 物理学 2021-11-11 Kei Ishida , Masato Kiyama , Ali Ercan , Motoki Amagasaki , Tongbi Tu

Short-term water demand forecasting (StWDF) is the foundation stone in the derivation of an optimal plan for controlling water supply systems. Deep learning (DL) approaches provide the most accurate solutions for this purpose. However, they…

机器学习 · 计算机科学 2025-12-09 Tony Salloom , Okyay Kaynak , Wei He

Operational decisions relying on predictive distributions of electricity prices can result in significantly higher profits compared to those based solely on point forecasts. However, the majority of models developed in both academic and…

统计金融 · 定量金融 2024-10-08 Arkadiusz Lipiecki , Bartosz Uniejewski , Rafał Weron

In this paper, a two-stage stochastic day-ahead (DA) scheduling model is proposed incorporating wind power units and compressed air energy storage (CAES) to clear a co-optimized energy and reserve market. The two-stage stochastic…

系统与控制 · 电气工程与系统科学 2021-02-23 Mohammad Ghaljehei , Mahrad Rahimi , Zahra Soltani , Behrouz Azimian , Behzad Vatandoust , Masoud Aliakbar Golkar

This paper conducts research on the short-term electric load forecast method under the background of big data. It builds a new electric load forecast model based on Deep Auto-Encoder Networks (DAENs), which takes into account…

信号处理 · 电气工程与系统科学 2019-07-23 Xin Shi

In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…

机器人学 · 计算机科学 2021-07-12 Marcus Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

Many modern distributed systems consist of devices that generate more data than what can be transmitted via a communication link in near real time with high-fidelity. We consider the scheduling problem in which a device has access to…

系统与控制 · 电气工程与系统科学 2024-05-20 Marcos M. Vasconcelos , Yifei Zhang

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

计量经济学 · 经济学 2024-09-27 Manuel Schlenkrich , Wolfgang Seiringer , Klaus Altendorfer , Sophie N. Parragh

Well-designed queuing systems form the backbone of modern communications, distributed computing, and content delivery architectures. Designs balancing infrastructure costs and user experience indices require tools from teletraffic theory…

信息论 · 计算机科学 2019-07-23 Srujan Teja Thomdapu , Ketan Rajawat

The advent of predictive methodologies has catalyzed the emergence of data-driven decision support across various domains. However, developing models capable of effectively handling input time series data presents an enduring challenge.…

机器学习 · 计算机科学 2023-11-17 Yijun Li , Mengzhuo Guo , Miłosz Kadziński , Qingpeng Zhang

Precise day-ahead forecasts for electricity prices are crucial to ensure efficient portfolio management, support strategic decision-making for power plant operations, enable efficient battery storage optimization, and facilitate demand…

机器学习 · 计算机科学 2026-03-31 Btissame El Mahtout , Florian Ziel

We propose a neural network approach to produce probabilistic weather forecasts from a deterministic numerical weather prediction. Our approach is applied to operational surface temperature outputs from the Global Deterministic Prediction…

大气与海洋物理 · 物理学 2025-04-07 David Landry , Anastase Charantonis , Claire Monteleoni

Stochastic programs where the uncertainty distribution must be inferred from noisy data samples are considered. The stochastic programs are approximated with distributionally-robust optimizations that minimize the worst-case expected cost…

最优化与控制 · 数学 2024-01-04 Farhad Farokhi

Stochastic control problems with delay are challenging due to the path-dependent feature of the system and thus its intrinsic high dimensions. In this paper, we propose and systematically study deep neural networks-based algorithms to solve…

最优化与控制 · 数学 2021-06-18 Jiequn Han , Ruimeng Hu