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Managing perishable products with limited lifetimes is a fundamental challenge in inventory management, as poor ordering decisions can quickly lead to stockouts or excessive waste. We study a perishable inventory system with random lead…

机器学习 · 计算机科学 2026-01-23 Xuan Liao , Zhenkang Peng , Ying Rong

This study proposes a real-time control framework for cascaded hydropower systems that incorporates decision-dependent uncertainty (DDU) to capture the coupling of streamflow uncertainties across the reservoirs. The framework jointly models…

系统与控制 · 电气工程与系统科学 2026-05-26 Eliza Cohn , Ning Qi , Upmanu Lall , Bolun Xu

We study learning of continuous-time inventory dynamics under stochastic demand and quantify when structure helps or hurts forecasting of the bullwhip effect. BULL-ODE compares a fully learned Neural ODE (NODE) that models the entire…

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

This paper studies the problem of robustly optimal operation control of microgrids with a high share of renewable energy sources. The main goal is to ensure optimal operation under a wide range of circumstances, given the highly…

最优化与控制 · 数学 2025-12-10 Ujjwal Pratap , Steffen Hofmann

The worldwide economy and environmental sustainability depend on eff icient and reliable supply chains, in which container shipping plays a crucial role as an environmentally friendly mode of transport. Liner shipping companies seek to…

最优化与控制 · 数学 2025-04-08 Jaike Van Twiller , Djordje Grbic , Rune Møller Jensen

The Path-Dependent Neural Jump Ordinary Differential Equation (PD-NJ-ODE) is a model for predicting continuous-time stochastic processes with irregular and incomplete observations. In particular, the method learns optimal forecasts given…

机器学习 · 统计学 2024-02-06 William Andersson , Jakob Heiss , Florian Krach , Josef Teichmann

In response to the increasing deployment of battery storage systems for cost reduction and grid stress mitigation, this study presents the development of a new real-time Markov decision process model to efficiently schedule battery systems…

系统与控制 · 电气工程与系统科学 2024-09-17 Hussein Sharadga , Ahmad Dawahdeh , Golbon Zakeri , Abdullah Hayajneh , Geoff Pritchard

A robust control problem is considered in this paper, where the controlled stochastic differential equations (SDEs) include ambiguity parameters and their coefficients satisfy non-Lipschitz continuous and non-linear growth conditions, the…

数理金融 · 定量金融 2022-08-24 Zhou Yang , Jing Zhang , Chao Zhou

This paper demonstrates that continual relearning of control policies using incremental deep reinforcement learning (RL) can improve policy learning for non-stationary processes. We demonstrate this approach for a data-driven 'smart…

机器学习 · 计算机科学 2020-08-06 Avisek Naug , Marcos Quiñones-Grueiro , Gautam Biswas

When performing the resilience enhancement for distribution networks, there are two obstacles to reliably model the uncertain contingencies: 1) decision-dependent uncertainty (DDU) due to various line hardening decisions, and 2)…

系统与控制 · 电气工程与系统科学 2023-10-12 Yujia Li , Shunbo Lei , Wei Sun , Chenxi Hu , Yunhe Hou

The advent of renewable energy has huge implications for the design and control of power grids. Due to increasing supply-side uncertainty, traditional reliability constraints such as strict bounds on current, voltage and temperature in a…

最优化与控制 · 数学 2019-05-24 Tommaso Nesti , Jayakrishnan Nair , Bert Zwart

We study a smart grid with wind power and battery storage. Traditionally, day-ahead planning aims to balance demand and wind power, yet actual wind conditions often deviate from forecasts. Short-term flexibility in storage and generation…

系统与控制 · 电气工程与系统科学 2022-12-08 Thom S. Badings , Arnd Hartmanns , Nils Jansen , Marnix Suilen

The penetration of renewable energies requires additional storages to deal with intermittency. Accordingly, there is growing interest in evaluating the opportunity cost (usage value) associated with stored energy in large storages, a cost…

Renewable energy resources (RERs) have been increasingly integrated into distribution networks (DNs) for decarbonization. However, the variable nature of RERs introduces uncertainties to DNs, frequently resulting in voltage fluctuations…

系统与控制 · 电气工程与系统科学 2024-01-30 Jinhao Li , Ruichang Zhang , Hao Wang , Zhi Liu , Hongyang Lai , Yanru Zhang

Extreme weather is straining electricity systems, exposing the limitations of reactive responses, and prompting the need for proactive resilience planning. Most existing approaches to enhance electricity system resilience employ simplified…

机器学习 · 计算机科学 2025-10-03 Shuyi Chen , Shixiang Zhu , Ramteen Sioshansi

Increased uncertainty due to high penetration of renewables imposes significant costs to the system operators. The added costs depend on several factors including market design, performance of renewable generation forecasting and the…

最优化与控制 · 数学 2014-04-23 Baosen Zhang , Ram Rajagopal , David Tse

We study a constrained stochastic control problem with jumps; the jump times of the controlled process are given by a Poisson process. The cost functional comprises quadratic components for an absolutely continuous control and the…

最优化与控制 · 数学 2013-04-29 Peter Kratz

Long-duration energy storage (LDES) is a key component for fully renewable, sector-coupled energy systems based on wind and solar. While capacity expansion planning has begun to take into account interannual weather variability, it often…

综合经济学 · 经济学 2025-06-11 Felix Schmidt

Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…

数值分析 · 数学 2022-01-11 Yihao Hu , Tong Zhao , Shixin Xu , Zhiliang Xu , Lizhen Lin
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