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The increasing reliance on dynamic pricing models, such as spot instances, in public cloud environments presents new challenges for workload scheduling and reliability. While these models offer cost advantages, they introduce volatility and…

分布式、并行与集群计算 · 计算机科学 2025-11-25 Christoph Goldgruber , Benedikt Pittl , Erich Schikuta

The increasing integration of renewable energy sources has led to greater volatility and unpredictability in electricity generation, posing challenges to grid stability. Ancillary service markets, such as the German control reserve market,…

机器学习 · 计算机科学 2025-11-19 Vincent Bezold , Lukas Baur , Alexander Sauer

Unscheduled islanding events of microgrids result in the transition between grid-connected and islanded modes and induce a sudden and unknown power imbalance, posing a threat to frequency security. To achieve seamless islanding, we propose…

最优化与控制 · 数学 2024-01-09 Lun Yang , Haoxiang Yang , Xiaoyu Cao , Xiaohong Guan

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

系统与控制 · 电气工程与系统科学 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

In this paper, we solve the multiple product price optimization problem under interval uncertainties of the price sensitivity parameters in the demand function. The objective of the price optimization problem is to maximize the overall…

最优化与控制 · 数学 2021-07-01 Mahdi Hamzeei , Alvin Lim , Jiefeng Xu

The deep penetration of wind and solar power is a critical component of the future power grid. However, the intermittency and stochasticity of these renewable resources bring significant challenges to the reliable and economic operation of…

最优化与控制 · 数学 2016-08-11 Alvaro Lorca , Xu Andy Sun

This paper proposes a risk-averse approach to energy storage price arbitrage, leveraging conformal uncertainty quantification for electricity price predictions. The method addresses the significant challenges posed by the inherent…

最优化与控制 · 数学 2024-12-11 Saud Alghumayjan , Ming Yi , Bolun Xu

Decarbonisation is driving dramatic growth in renewable power generation. This increases uncertainty in the load to be served by power plants and makes their efficient scheduling, known as the unit commitment (UC) problem, more difficult.…

系统与控制 · 电气工程与系统科学 2022-12-12 Cormac O'Malley , Patrick de Mars , Luis Badesa , Goran Strbac

The smart grid vision entails advanced information technology and data analytics to enhance the efficiency, sustainability, and economics of the power grid infrastructure. Aligned to this end, modern statistical learning tools are leveraged…

机器学习 · 统计学 2015-06-17 Vassilis Kekatos , Yu Zhang , Georgios B. Giannakis

Flexible ramping products (FRPs) emerge as a promising instrument for addressing steep and uncertain ramping needs through market mechanisms. Initial implementations of FRPs in North American electricity markets, however, revealed several…

系统与控制 · 电气工程与系统科学 2024-09-04 Ogun Yurdakul , Erik Ela , Farhad Billimoria

Distribution locational marginal pricing (DLMP) can adversely affect users in a grid-constrained transactive distribution system market (DSM) that are at a distance away from the substation, requiring longer paths to connect to the…

信号处理 · 电气工程与系统科学 2019-05-16 Ahmad Khaled Zarabie , Sanjoy Das , Mohammed Nazif Faqiry

Although the specific structures of electricity markets are diverse around the world, they were all conceived on the premise of predictable, controllable generation with nonnegligible marginal costs. Recent changes, specifically, the…

计算机科学与博弈论 · 计算机科学 2020-12-10 Orcun Karaca

Remaining Useful Life (RUL) estimation is the problem of inferring how long a certain industrial asset can be expected to operate within its defined specifications. Deploying successful RUL prediction methods in real-life applications is a…

机器学习 · 计算机科学 2021-04-09 Luca Biggio , Alexander Wieland , Manuel Arias Chao , Iason Kastanis , Olga Fink

This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…

系统与控制 · 电气工程与系统科学 2026-02-20 Renato Quartullo , Andrea Garulli , Mirko Leomanni

This paper compares the participation of Renewable-only Virtual Power Plants (RVPPs) and grid-scale Electrical Storage Systems (ESSs) in energy and reserve markets, evaluating their technical performance, market strategies, and economic…

系统与控制 · 电气工程与系统科学 2025-07-31 Hadi Nemati , Ignacio Egido , Pedro Sánchez-Martín , Álvaro Ortega

Edge computing allows Service Providers (SPs) to enhance user experience by placing their services closer to the network edge. Determining the optimal provisioning of edge resources to meet the varying and uncertain demand cost-effectively…

最优化与控制 · 数学 2024-12-23 Jiaming Cheng , Duong Thuy Anh Nguyen , Duong Tung Nguyen

The rapid deployment of distributed energy resources (DERs) is one of the essential efforts to mitigate global climate change. However, a vast number of small-scale DERs are difficult to manage individually, motivating the introduction of…

系统与控制 · 电气工程与系统科学 2026-03-26 Tao Tan , Rui Xie , Meng Yang , Yue Chen

This paper addresses the challenges of high-impact low-probability (HILP) events by proposing a novel capacity reserve event market for mobile generation assets, aimed at supporting the transmission network during such incidents. Despite…

系统与控制 · 电气工程与系统科学 2024-02-01 Umar T. Salman , Zongjie Wang , Timothy M. Hansen

In this paper, we propose a novel methodology for pricing equity-indexed annuities featuring cliquet-style payoff structures and early surrender risk, using advanced financial modeling techniques. Specifically, the market is modeled by an…

证券定价 · 定量金融 2025-02-18 Ludovic Goudenège , Andrea Molent , Antonino Zanette

The presence of variable renewable energy resources with uncertain outputs in day-ahead electricity markets results in additional balancing needs in real-time. Addressing those needs cost-effectively and reliably within a competitive market…

系统与控制 · 电气工程与系统科学 2025-01-23 Elina Spyrou , Qiwei Zhang , Robin B. Hytowitz , Ben F. Hobbs , Siddharth Tyagi , Mengmeng Cai , Michael Blonsky