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This paper focuses on price-based residential demand response implemented through dynamic adjustments of electricity prices during DR events. It extends existing DR models to a stochastic framework in which customer response is represented…

系统与控制 · 电气工程与系统科学 2026-03-18 Guido Cavraro , Andrey Bernstein , Emiliano Dall'Anese

Batteries play a critical role in microgrid energy management by ensuring power balance, enhancing renewable utilization, and reducing operational costs. However, battery degradation poses a significant challenge, particularly under extreme…

系统与控制 · 电气工程与系统科学 2026-03-13 Rui Xie , Jun Wang , Jiaxu Duan , Chao Ma , Yunhui Liu , Yue Chen

Pedestrian trajectory prediction plays a pivotal role in the realms of autonomous driving and smart cities. Despite extensive prior research employing sequence and generative models, the unpredictable nature of pedestrians, influenced by…

计算机视觉与模式识别 · 计算机科学 2024-05-14 Yao Liu , Quan Z. Sheng , Lina Yao

We study the interdependence between transportation and power systems considering decentralized renewable generators and electric vehicles (EVs). We formulate the problem in a stochastic multi-agent optimization framework considering the…

最优化与控制 · 数学 2021-01-05 Zhaomiao Guo , Fatima Afifah , Junjian Qi , Sina Baghali

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

统计理论 · 数学 2017-10-16 Trisha Maitra , Sourabh Bhattacharya

To address the environmental concern and improve the economic efficiency, the wind power is rapidly integrated into smart grids. However, the inherent uncertainty of wind energy raises operational challenges. To ensure the cost-efficient,…

系统与控制 · 电气工程与系统科学 2020-11-10 Wei Xie , Yuan Yi , Zhi Zhou , Keqi Wang

This paper studies decision problems where the decision maker's choice of action affects the probability distribution of a payoff relevant random variable. We establish sufficient conditions for the existence of an expected utility…

理论经济学 · 经济学 2026-05-29 Ayush Gupta

The increasing adoption of Electric Vehicles (EVs) for service and goods distribution operations has led to the emergence of Electric Vehicle Routing Problems (EVRPs), a class of vehicle routing problems addressing the unique challenges…

最优化与控制 · 数学 2025-12-04 Andrea Spinelli , Dario Bezzi , Ola Jabali , Francesca Maggioni

Recent studies on many-to-one matching markets have explored agents with flexible capacity and truthful preference reporting, focusing on mechanisms that jointly design capacities and select a matching. However, in real-world applications…

计算机科学与博弈论 · 计算机科学 2026-03-11 Maria Bazotte , Margarida Carvalho , Thibaut Vidal

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

机器学习 · 统计学 2026-01-09 James Rice

Learning in uncertain, noisy, or adversarial environments is a challenging task for deep neural networks (DNNs). We propose a new theoretically grounded and efficient approach for robust learning that builds upon Bayesian estimation and…

机器学习 · 计算机科学 2021-11-12 Giuseppina Carannante , Dimah Dera , Ghulam Rasool , Nidhal C. Bouaynaya , Lyudmila Mihaylova

Understanding Origin-Destination (O-D) travel demand is crucial for transportation management. However, traditional spatial-temporal deep learning models grapple with addressing the sparse and long-tail characteristics in high-resolution…

机器学习 · 计算机科学 2024-02-01 Xinke Jiang , Dingyi Zhuang , Xianghui Zhang , Hao Chen , Jiayuan Luo , Xiaowei Gao

Incorporating Renewable Energy Sources (RES) incurs a high level of uncertainties to electric power systems. This level of uncertainties makes the conventional energy management methods inefficient and jeopardizes the security of…

最优化与控制 · 数学 2019-10-17 Mohammad Rasoul Narimani , Ali Azizivahed , Ehsan Naderi

We developed a new integrated learning and optimization (ILO) methodology to predict context-aware unknown parameters in economic dispatch (ED), a crucial problem in power systems solved to generate optimal power dispatching decisions to…

系统与控制 · 电气工程与系统科学 2025-11-03 Imran Pervez , Omar Knio

This paper considers a nested stochastic distributed optimization problem. In it, approximate solutions to realizations of the inner-problem are leveraged to obtain a Distributed Stochastic Cubic Regularized Newton (DiSCRN) update to the…

最优化与控制 · 数学 2021-08-06 Tor Anderson , Sonia Martinez

To take unit commitment (UC) decisions under uncertain net load, most studies utilize a stochastic UC (SUC) model that adopts a one-size-fits-all representation of uncertainty. Disregarding contextual information such as weather forecasts…

最优化与控制 · 数学 2022-12-01 Ogun Yurdakul , Feng Qiu , Sahin Albayrak

The electrification and automation of mobility are reshaping how cities operate on-demand transport systems. Managing Electric Autonomous Mobility-on-Demand (EAMoD) fleets effectively requires coordinating dispatch, rebalancing, and…

系统与控制 · 电气工程与系统科学 2026-04-14 Sten Elling Tingstad Jacobsen , Balázs Kulcsár , Anders Lindman

There is a significant need for principled uncertainty reasoning in machine learning systems as they are increasingly deployed in safety-critical domains. A new approach with uncertainty-aware regression-based neural networks (NNs), based…

机器学习 · 计算机科学 2023-07-21 Nis Meinert , Jakob Gawlikowski , Alexander Lavin

Uncertainty levels in forecasting of renewable generation and demand are known to affect the amount of reserve required to operate the power grid with a given level of reliability. In this paper, we quantify the effects on the system…

信号处理 · 电气工程与系统科学 2018-06-18 Yihui Zuo , Fabrizio Sossan , Mokhtar Bozorg , Mario Paolone

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

最优化与控制 · 数学 2023-08-22 Shuzhen Yang