相关论文: Adaptive flexibility function in smart energy syst…
In this paper, we derive and analyze a continuous of a binary option market with exogenous information. The resulting non-linear system has a discontinuous right hand side, which can be analyzed using zero-dimensional Filippov surfaces.…
The development of finite/fixed-time stable optimization algorithms typically involves study of specific problem instances. The lack of a unified framework hinders understanding of more sophisticated algorithms, e.g., primal-dual gradient…
We propose using an adaptive sampling method to detect changes for a system with multiple lines. The adaptive sampling utilizes the information in responses to learn on which line is more likely to have a change thus allocating more units…
The Ensemble Kalman filter and Ensemble square root filters are data assimilation methods used to combine high dimensional nonlinear models with observed data. These methods have proved to be indispensable tools in science and engineering…
We consider the problem of optimizing the economic performance of nonlinear constrained systems subject to uncertain time-varying parameters and bounded disturbances. In particular, we propose an adaptive economic model predictive control…
We study decentralized optimization over networks where agents cooperatively minimize a smooth (strongly) convex sum of local losses while communicating only with immediate neighbors. Prevailing decentralized methods require either…
This paper addresses the stability problem for discrete-time switched systems under autonomous switching. Each mode of the switched system is modeled as a Linear Parameter Varying (LPV) system, the time-varying parameters can vary…
The increasing integration of renewable energy sources into power systems is intensifying the demand for greater flexibility among industrial electricity consumers. However, operational constraints, production requirements, and market…
This paper studies distributed adaptive estimation over sensor networks with partially unknown source dynamics. We present parallel continuous-time and discrete-time designs in which each node runs a local adaptive observer and exchanges…
Income- and price-elasticity of demand quantify the responsiveness of markets to changes in income, and in prices, respectively. Under the assumptions of utility maximization and preference-independence (additive preferences), mathematical…
Many loads have flexibility in demand that can be used to provide ancillary services to power grids. A large body of literature exists on designing algorithms to coordinate actions of many loads to provide such a service. The topic of…
This whitepaper introduces an innovative mechanism for pricing perpetual contracts and quoting fees to traders based on current market conditions. The approach employs liquidity curves and on-chain oracles to establish a new adaptive…
In this note we identify a class of underactuated mechanical systems whose desired constant equilibrium position can be globally stabilised with the ubiquitous PID controller. The class is characterised via some easily verifiable conditions…
We consider the estimation of the value of a linear functional of the slope parameter in functional linear regression, where scalar responses are modeled in dependence of random functions. In Johannes and Schenk [2010] it has been shown…
Demand estimation plays an important role in dynamic pricing where the optimal price can be obtained via maximizing the revenue based on the demand curve. In online hotel booking platform, the demand or occupancy of rooms varies across…
This paper discusses desirable properties of forecasting models in production systems. It then develops a family of models which are designed to satisfy these properties: highly customizable to capture complex patterns; accommodates a large…
The rapid expansion of data center infrastructure is reshaping power system dynamics by significantly increasing electricity demand while also offering potential for fast and controllable flexibility. To ensure reliable operation under such…
This article deals with stability of continuous-time switched linear systems under constrained switching. Given a family of linear systems, possibly containing unstable dynamics, we characterize a new class of switching signals under which…
Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…
Demand response (DR) leverages demand-side flexibility, offering a promising approach to enhance market conditions like mitigating wholesale price spikes. However, poorly chosen DR locations can inadvertently increase electricity prices.…