相关论文: Implementing General-Order Frequency Dynamic Respo…

This paper provides new conditions for dynamic optimality in discrete time and uses them to establish fundamental dynamic programming results for several commonly used recursive preference specifications. These include Epstein-Zin…

Power systems Unit Commitment (UC) problem determines the generator commitment schedule and dispatch decisions to realize the reliable and economic operation of power networks. The growing penetration of stochastic renewables and demand…

Public transit systems are the backbone of urban mobility systems in the era of urbanization. The design of transit schedules is important for the efficient and sustainable operation of public transit. However, previous studies usually…

Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…

Modelling random dynamical systems in continuous time, diffusion processes are a powerful tool in many areas of science. Model parameters can be estimated from time-discretely observed processes using Markov chain Monte Carlo (MCMC) methods…

We propose a novel global solution algorithm for the network-constrained unit commitment problem incorporating a nonlinear alternating current model of the transmission network, which is a nonconvex mixed-integer nonlinear programming…

Quantization techniques have been applied in many challenging finance applications, including pricing claims with path dependence and early exercise features, stochastic optimal control, filtering problems and efficient calibration of large…

The U.S. power grid is undergoing a major paradigm shift with the increased development of renewable generators, electric vehicles, and data centers. In response to this growing need, the U.S. has ramped up the construction of…

This paper proposes a global optimization method for it ensures finding good solutions while solving the unit commitment (UC) problem with carbon emission trading (CET). This method con-sists of two parts. In the first part, a sequence of…

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

We consider the pricing problem related to payoffs that can have discontinuities of polynomial growth. The asset price dynamic is modeled within the Black and Scholes framework characterized by a stochastic volatility term driven by a…

In high-renewable power systems, active-power disturbances are becoming larger and exhibit increasingly diverse time scales, which complicates frequency stability assessment under unanticipated events. This paper presents a response-based…

Unit maintenance and unit commitment are two critical and interrelated aspects of electric power system operation, both of which face the challenge of coordinating efforts to enhance reliability and economic performance. This challenge…

We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…

This paper presents a new efficient algorithm which guarantees a solution for a class of multi-agent trajectory planning problems in obstacle-dense environments. Our algorithm combines the advantages of both grid-based and…

We study sequential cost-efficient design in a situation where each update of covariates involves a fixed time cost typically considerable compared to a single measurement time. The problem arises from parameter estimation in switching…

We propose a new framework to design and analyze accelerated methods that solve general monotone equation (ME) problems $F(x)=0$. Traditional approaches include generalized steepest descent methods and inexact Newton-type methods. If $F$ is…

Maintaining instantaneous balance between electricity supply and demand is critical for reliability and grid instability. System operators achieve this through solving the task of Unit Commitment (UC),ca high dimensional large-scale…

We study high frequency response functions, notably the optical conductivity, in the vicinity of quantum critical points (QCPs) by allowing for both detuning from the critical coupling and finite temperature. We consider general dimensions…

In this article, a formulation of a point-collocation method in which the unknown function is approximated using global expansion in tensor product Bernstein polynomial basis is presented. Bernstein polynomials used in this study are…