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

We study risk-aware linear policy approximations for the optimal operation of an energy system with stochastic wind power, storage, and limited fuel. The resulting problem is a sequential decision-making problem with rolling forecasts. In…

In this paper we propose a distributed algorithm for the estimation and control of the connectivity of ad-hoc networks in the presence of a random topology. First, given a generic random graph, we introduce a novel stochastic power…

The roll-out of stochastic renewable energy sources (RES) undermines the efficiency of power system and market operations. This paper proposes an approach to derive electricity prices that internalize RES stochasticity. We leverage a…

The past decade has seen a revived interest in the unavoidable or intrinsic noise in biochemical and genetic networks arising from the finite copy number of the participating species. That is, rather than modeling regulatory networks in…

Congestion game is a widely used model for modern networked applications. A central issue in such applications is that the selfish behavior of the participants may result in resource overloading and negative externalities for the system…

This paper is concerned with synchronization of complex stochastic dynamical networks in the presence of noise and functional uncertainty. A probabilistic control method for adaptive synchronization is presented. All required probabilistic…

Natural gas is undoubtedly an essential component of the global energy system. Accurate short-term forecasting of natural gas price is challenging due to pronounced volatility driven by seasonal demand patterns, geopolitical developments,…

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

New generation electricity network called Smart Grid is a recently conceived vision for a cleaner, more efficient and cheaper electricity system. One of the major challenges of electricity network is that generation and consumption should…

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Renewable energy brings huge uncertainties to the power system, which challenges the traditional power system operation with limited flexible resources. One promising solution is to introduce dynamic pricing to more consumers, which, if…

In this paper, we investigate the control of a cyber-physical system (CPS) while accounting for its vulnerability to external attacks. We formulate a constrained stochastic problem with a robust constraint to ensure robust operation against…

We consider the scheduling control problem for a family of unitary networks under heavy traffic, with general interarrival and service times, probabilistic routing and infinite horizon discounted linear holding cost. A natural…

In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…

The multidimensional Uncertain Volatility Model leads to robust option pricing problems under joint volatility and correlation uncertainty. Their numerical resolution quickly becomes challenging because the associated stochastic control…

We consider an arbitrary network of $M/M/\infty$ queues with controlled transitions between queues. We consider optimal control problems where the costs are linear functions of the state and inputs over a finite or infinite horizon. We…

Introduction of renewable generation leads to significant reduction of inertia in power system, which deteriorates the quality of frequency control. This paper suggests a new control scheme utilizing controllable load to deal with low…

In this article we survey recent progress on mathematical results on gas flow in pipe networks with a special focus on questions of control and stabilization. We briefly present the modeling of gas flow and coupling conditions for flow…

The paper presents a predictive control method for the water distribution networks (WDNs) powered by photovoltaics (PVs) and the electrical grid. This builds on the controller introduced in a previous study and is designed to reduce the…

Integrating measurements and historical data can enhance control systems through learning-based techniques, but ensuring performance and safety is challenging. Robust model predictive control strategies, like stochastic model predictive…