相关论文: Managing Risk using Rolling Forecasts in Energy-Li…

Task-based programming models are emerging as a promising alternative to make the most of multi-/many-core systems. These programming models rely on runtime systems, and their goal is to improve application performance by properly…

The most common approaches for solving stochastic resource allocation problems in the research literature is to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to approximate the impact of a…

This paper considers a stochastic production planning problem with regime switching. There are two regimes corresponding to different economic cycles. A factory is planning its production so as to minimize production costs. We analyze this…

This paper presents models for renewable energy systems with storage, and considers its optimal operation. We model and simulate wind and solar power production using stochastic differential equations as well as storage of the produced…

Renewable energy sources, especially wind energy, are to play a larger role in providing electricity to industrial and domestic consumers. This is already the case today for a number of European countries, closely followed by the US and…

Optimally combining frequency control with self-consumption can increase revenues from battery storage systems installed behind-the-meter. This work presents an optimized control strategy that allows a battery to be used simultaneously for…

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…

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

High wind energy penetration critically challenges the economic dispatch of current and future power systems. Supply and demand must be balanced at every bus of the grid, while respecting transmission line ratings and accounting for the…

Balancing safety and efficiency when planning in crowded scenarios with uncertain dynamics is challenging where it is imperative to accomplish the robot's mission without incurring any safety violations. Typically, chance constraints are…

E-powertrain of future electric vehicles could consist of energy generation units (e.g., fuel cells and photovoltaic modules), energy storage systems (e.g., batteries and supercapacitors), energy conversion units (e.g., bidirectional DC/DC…

The transition of the electrical power grid from fossil fuels to renewable sources of energy raises fundamental challenges to the market-clearing algorithms that drive its operations. Indeed, the increased stochasticity in load and the…

In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…

Multistage risk-averse optimal control problems with nested conditional risk mappings are gaining popularity in various application domains. Risk-averse formulations interpolate between the classical expectation-based stochastic and minimax…

In this paper we present a risk-averse model predictive control (MPC) scheme for the operation of islanded microgrids with very high share of renewable energy sources. The proposed scheme mitigates the effect of errors in the determination…

Within the last few years, the trend towards more distributed, renewable energy sources has led to major changes and challenges in the electricity sector. To ensure a stable electricity distribution in this changing environment, we propose…

We present a dynamic programming-based solution to a stochastic optimal control problem up to a hitting time for a discrete-time Markov control process. Firstly, we determine an optimal control policy to steer the process toward a compact…

This paper introduces the concept of affine reserve policies for accommodating large, fluctuating renewable infeeds in power systems. The approach uses robust optimization with recourse to determine operating rules for power system entities…

The incorporation of stochastic loads and generation into the operation of power grids gives rise to an exposure to stochastic risk. This risk has been addressed in prior work through a variety of mechanisms, such as scenario generation or…

This paper presents an online energy management system for an energy hub where electric vehicles are charged combining on-site photovoltaic generation and battery energy storage with the power grid, with the objective to decide on the…