相关论文: Pollution regulation for electricity generators in…

We consider a networked control system where a linear time-invariant (LTI) plant, subject to a stochastic disturbance, is controlled over a communication channel with colored noise and a signal-to-noise ratio (SNR) constraint. The…

Electricity markets differ in their ability to meet power imbalances in short notice in a controlled fashion. Relatively flexible markets have the ability to ramp up (or down) power flows across interties without compromising their ability…

In this paper, we consider the problem of pollution control in a system that undergoes regular regime shifts. We first show that the optimal policy of pollution abatement is periodic as well, and is described by the unique hybrid limit…

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…

This work concerns wireless cellular networks applying massive multiple-input multiple-output (MIMO) technology. In such a system, the base station in a given cell is equipped with a very large number (hundreds or even thousands) of…

We present a new way to make Ising machines, i.e., using networks of coupled self-sustaining nonlinear oscillators. Our scheme is theoretically rooted in a novel result that establishes that the phase dynamics of coupled oscillator systems,…

This paper analyses the interaction between centralised carbon emissive technologies and distributed intermittent non-emissive technologies. In our model, there is a representative consumer who can satisfy her electricity demand by…

Motivated by parallels between mean field games and random matrix theory, we develop stochastic optimal control problems and viscosity solutions to Hamilton-Jacobi equations in the setting of non-commutative variables. Rather than real…

In this paper, we study the optimal singular controls for stochastic recursive systems, in which the control has two components: the regular control, and the singular control. Under certain assumptions, we establish the dynamic programming…

Real-time hierarchical energy-sharing markets are promising to coordinate large numbers of prosumers. Still, most existing clearing methods rely on linearized or DC power-flow models and do not explicitly handle reactive power or…

In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space of probability measures. We then introduce a penalized…

An urban traffic system is a heterogeneous system, which consists of different types of intersections and dynamics. In this paper, we focus on one type of heterogeneous traffic network, which consists of signalized junctions and…

We study a problem of optimal investment/consumption over an infinite horizon in a market consisting of a liquid and an illiquid asset. The liquid asset is observed and can be traded continuously, while the illiquid one can only be traded…

In this paper, we investigate a sparse optimal control of continuous-time stochastic systems. We adopt the dynamic programming approach and analyze the optimal control via the value function. Due to the non-smoothness of the $L^0$ cost…

In this paper, we study an optimal stopping problem in the presence of model uncertainty and regime switching. The max-min formulation for robust control and the dynamic programming approach are adopted to establish a general theoretical…

We study a stochastic optimal control problem with the state constrained to a smooth, compact domain. The control influences both the drift and a possibly degenerate, control-dependent dispersion matrix, leading to a fully nonlinear,…

We address the problem of noise and interference corrupted channel estimation in massive MIMO systems. Interference, which originates from pilot reuse (or contamination), can in principle be discriminated on the basis of the distributions…

Voltage deviations occur frequently in power systems. If the violation at some buses falls outside the prescribed range, it will be necessary to correct the problem by controlling reactive power resources. In this paper, an optimal…

A new stochastic control problem of a dam-reservoir system installed in a river is analyzed both mathematically and numerically. Water balance dynamics of the reservoir are piece-wise deterministic and are driven by a stochastic…

This paper proposes a market clearing mechanism for energy trading in a local transactive market, where each player can participate in the market as seller or buyer and tries to maximize its welfare individually. Market players send their…