相关论文: Stochastic Control and Pricing for Natural Gas Net…

Optimizing the transient control of gas networks is a highly challenging task. The corresponding model incorporates the combinatorial complexity of determining the settings for the many active elements as well as the non-linear and…

This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states and control inputs. The chance constraints are…

We outline a new control system model for the distributed dynamics of compressible gas flow through large-scale pipeline networks with time-varying injections, withdrawals, and control actions of compressors and regulators. The gas dynamics…

Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…

Efficiently accommodating uncertain renewable resources in wholesale electricity markets is among the foremost priorities of market regulators in the US, UK and EU nations. However, existing deterministic market designs fail to internalize…

Price determination is a central research topic of revenue management in marketing. The important aspect in pricing is controlling the stochastic behavior of demand, and the previous studies have tackled price optimization problems with…

We consider general, steady, balanced flows of a commodity over a network where an instance of the network flow is characterized by edge flows and nodal potentials. Edge flows in and out of a node are assumed to be conserved, thus…

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…

Stochastic Model Predictive Control addresses uncertainties by incorporating chance constraints that provide probabilistic guarantees of constraint satisfaction. However, simultaneously optimizing over the risk allocation and the feedback…

A stochastic Model Predictive Control strategy for control systems with communication networks between the sensor node and the controller and between the controller and the actuator node is proposed. Data packets are subject to random…

In this paper, the problem of smart grid energy management under stochastic dynamics is investigated. In the considered model, at the demand side, it is assumed that customers can act as prosumers who own renewable energy sources and can…

In this article, we consider transport networks with uncertain demands. Network dynamics are given by linear hyperbolic partial differential equations and suitable coupling conditions, while demands are incorporated as solutions to…

Optimal sensor scheduling with applications to networked estimation and control systems is considered. We model sensor measurement and transmission instances using jumps between states of a continuous-time Markov chain. We introduce a cost…

Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…

An increasing amount of gas-fired power plants are currently being installed in modern power grids worldwide. This is due to their low cost and the inherent flexibility offered to the electrical network, particularly in the face of…

Stochastic matching is the stochastic version of the well-known matching problem, which consists in maximizing the rewards of a matching under a set of probability distributions associated with the nodes and edges. In most stochastic…

In energy systems with high shares of weather-driven renewable power sources, gas-fired power plants can serve as a back-up technology to ensure security of supply and provide short-term flexibility. Therefore, a tighter coordination…

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…