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相关论文: Conditional Value at Risk-Sensitive Solar Hosting …

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Solar energy is rapidly becoming a robust renewable energy source to conventional finite resources such as fossil fuels. It is harvested using interconnected photovoltaic panels, typically built with crystalline silicon cells, i.e.…

计算机视觉与模式识别 · 计算机科学 2024-03-12 Booy Vitas Faassen , Jorge Serrano , Paul D. Rosero-Montalvo

Electrical Distribution Systems are extensively penetrated with Distributed Energy Resources (DERs) to cater the energy demands with the general perception that it enhances the system's resilience. However, integration of DERs may adversely…

系统与控制 · 电气工程与系统科学 2023-11-07 Divyanshi Dwivedi , Pradeep Kumar Yemula , Mayukha Pal

We consider a liquidation problem in which a risk-averse trader tries to liquidate a fixed quantity of an asset in the presence of market impact and random price fluctuations. The trader encounters a trade-off between the transaction costs…

交易与市场微观结构 · 定量金融 2022-01-31 Seungki Min , Ciamac C. Moallemi , Costis Maglaras

Control Barrier functions (CBFs) have attracted extensive attention for designing safe controllers for their deployment in real-world safety-critical systems. However, the perception of the surrounding environment is often subject to…

机器人学 · 计算机科学 2023-09-19 Alaa Eddine Chriat , Chuangchuang Sun

The uncertainties of the renewable generation units and the proliferation of price-responsive loads make it a challenge for independent system operators (ISOs) to manage the energy trading market in the future power systems. A centralized…

系统与控制 · 计算机科学 2017-05-09 Shahab Bahrami , M. Hadi Amini

We study a linear-quadratic, optimal control problem on a discrete, finite time horizon with distributional ambiguity, in which the cost is assessed via Conditional Value-at-Risk (CVaR). We take steps toward deriving a scalable dynamic…

系统与控制 · 电气工程与系统科学 2022-06-28 Margaret P. Chapman , Laurent Lessard

We present a method to find the maximum magnitude of any supply-shortfall service that an aggregator of energy storage devices is able to sell to a grid operator. This is first demonstrated in deterministic settings, then applied to…

最优化与控制 · 数学 2020-05-12 Michael P. Evans , Simon H. Tindemans , David Angeli , Goran Strbac

Conservation voltage reduction (CVR) has been widely implemented in distribution networks and helped utilities effectively reduce energy and peak load. However, the increasing penetration level of solar photovoltaic (PV) has affected…

系统与控制 · 电气工程与系统科学 2021-10-29 Rui Cheng , Zhaoyu Wang , Yifei Guo , Fankun Bu

In this paper, we review the key figures of merit to assess the performance of advanced random access (RA) schemes exploiting physical layer coding, repetitions and collision resolution techniques. We then investigate RA modeling aspects…

信息论 · 计算机科学 2018-01-22 Alberto Mengali , Riccardo De Gaudenzi , Cedomir Stefanovic

Efforts to ensure reliable operation of existing low-voltage distribution systems with high photovoltaic (PV) generation have focused on the possibility of inverters providing ancillary services such as active power curtailment and reactive…

最优化与控制 · 数学 2016-11-17 Emiliano Dall'Anese , Sairaj V. Dhople , Brian B. Johnson , Georgios B. Giannakis

This paper introduces the notions of stability, ultimate boundedness, and positive invariance for stochastic systems in the view of risk. More specifically, those notions are defined in terms of the worst-case Conditional Value-at-Risk…

最优化与控制 · 数学 2023-08-29 Masako Kishida

Chance-constrained programs (CCPs) provide a powerful modeling framework for decision-making under uncertainty, but their nonconvex feasible regions make them computationally challenging. A widely used convex inner approximation replaces…

最优化与控制 · 数学 2026-03-31 Rui Chen , Nan Jiang

Organizations are increasingly moving towards the cloud computing paradigm, in which an on-demand access to a pool of shared configurable resources is provided. However, security challenges, which are particularly exacerbated by the…

密码学与安全 · 计算机科学 2025-02-06 Muhamad Felemban , Abdulrahman Almutairi , Arif Ghafoor

Optimal resource allocation (RA) in massive carrier aggregation scenarios is a challenging combinatorial optimization problem whose dimension is proportional to the number of users, component carriers (CCs), and OFDMA resource blocks per…

信息论 · 计算机科学 2017-06-19 Stelios Stefanatos , Fotis Foukalas , Theodoros A. Tsiftsis

Current contingency reserve criteria ignore the likelihood of individual contingencies and, thus, their impact on system reliability and risk. This paper develops an iterative approach, inspired by the current security-constrained unit…

系统与控制 · 电气工程与系统科学 2022-05-10 Robert Mieth , Yury Dvorkin , Miguel A. Ortega-Vazquez

In this work, we study the sample complexity problem of risk-sensitive Reinforcement Learning (RL) with a generative model, where we aim to maximize the Conditional Value at Risk (CVaR) with risk tolerance level $\tau$ at each step, a…

机器学习 · 计算机科学 2025-03-25 Zilong Deng , Simon Khan , Shaofeng Zou

In real-world scenarios, risk-averse learning is valuable for mitigating potential adverse outcomes. However, the delayed feedback makes it challenging to assess and manage risk effectively. In this paper, we investigate risk-averse…

机器学习 · 计算机科学 2025-08-06 Siyi Wang , Zifan Wang , Karl Henrik Johansson , Sandra Hirche

Voltage regulation in distribution networks is challenged by increasing penetration of distributed energy resources (DERs). Thanks to advancement in power electronics, these DERs can be leveraged to regulate the grid voltage by quickly…

最优化与控制 · 数学 2017-07-25 Hao Jan Liu , Wei Shi , Hao Zhu

In this study, we propose a new definition of multivariate conditional value-at-risk (MCVaR) as a set of vectors for discrete probability spaces. We explore the properties of the vector-valued MCVaR (VMCVaR) and show the advantages of…

最优化与控制 · 数学 2020-06-02 Merve Merakli , Simge Kucukyavuz

This paper presents a decentralized volt-var optimization (VVO) and network reconfiguration strategy to address the challenges arising from the growing integration of distributed energy resources, particularly photovoltaic (PV) generation…

最优化与控制 · 数学 2024-01-10 Geunyeong Byeon , Kibaek Kim