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In this paper, we address the task of setting up an optimal production plan taking into account an uncertain demand. The energy system is represented by a system of hyperbolic partial differential equations (PDEs) and the uncertain demand…

最优化与控制 · 数学 2020-01-13 Simone Göttlich , Oliver Kolb , Kerstin Lux

Precise probabilistic forecasts are fundamental for energy risk management, and there is a wide range of both statistical and machine learning models for this purpose. Inherent to these probabilistic models is some form of uncertainty…

机器学习 · 计算机科学 2025-10-10 Andreas Lebedev , Abhinav Das , Sven Pappert , Stephan Schlüter

Stochastic controllers are perceived as a promising solution for techno-economic operation of distribution networks having higher generation uncertainties at large penetration of renewables. These controllers are supported by forecasters…

系统与控制 · 电气工程与系统科学 2023-05-08 Salish Maharjan , Prashant Tiwari , Rui Cheng , Zhaoyu Wang

This paper studies the problem of stochastic dynamic pricing and energy management policy for electric vehicle (EV) charging service providers. In the presence of renewable energy integration and energy storage system, EV charging service…

信号处理 · 电气工程与系统科学 2018-01-09 Chao Luo , Yih-Fang Huang , Vijay Gupta

We address the co-optimization of behind-the-meter (BTM) distributed energy resources (DER), including flexible demands, renewable distributed generation (DG), and battery energy storage systems (BESS) under net energy metering (NEM)…

系统与控制 · 电气工程与系统科学 2025-03-12 Ruixiao Yang , Gulai Shen , Ahmed S. Alahmed , Chuchu Fan

The objectives and contributions of this paper are mathematical and numerical analyses of a stochastic control problem of bounded population dynamics under ambiguity, an important but not well-studied problem, focusing on the optimality…

最优化与控制 · 数学 2020-07-06 H. Yoshioka , M. Tsujimura

The aim of this work is to propose an extension of the deep solver by Han, Jentzen, E (2018) to the case of forward backward stochastic differential equations (FBSDEs) with jumps. As in the aforementioned solver, starting from a discretized…

As the penetration level of transmission-scale time-intermittent renewable generation resources increases, control of flexible resources will become important to mitigating the fluctuations due to these new renewable resources. Flexible…

最优化与控制 · 数学 2011-07-11 Krishnamurthy Dvijotham , Scott Backhaus , Misha Chertkov

To enhance the reliability of Integrated Energy Systems (IESs) and address the research gap in reliability-based planning methods, this paper proposes a two-stage robust planning model specifically for park-level IESs. The proposed planning…

系统与控制 · 电气工程与系统科学 2024-10-14 Zuxun Xiong , Xinwei Shen , Hongbin Sun

Deciding setpoints for distributed energy resources (DERs) via local control rules rather than centralized optimization offers significant autonomy. The IEEE Standard 1547 recommends deciding DER setpoints using Volt/VAR rules. Although…

系统与控制 · 电气工程与系统科学 2023-08-01 Jinlei Wei , Sarthak Gupta , Dionysios C. Aliprantis , Vassilis Kekatos

The stochastic and dynamic nature of renewable energy sources and power electronic devices are creating unique challenges for modern power systems. One such challenge is that the conventional mathematical systems models-based optimal active…

最优化与控制 · 数学 2019-09-02 Jiajun Duan , Haifeng Li , Xiaohu Zhang , Ruisheng Diao , Bei Zhang , Di Shi , Xiao Lu , Zhiwei Wang , Siqi Wang

In this paper, the impact of stochastic load and renewable generation uncertainty on the dynamic voltage stability margin is studied. Stochastic trajectories describing the uncertainty of load, wind and solar generation have been…

系统与控制 · 电气工程与系统科学 2019-06-21 Georgia Pierrou , Xiaozhe Wang

Rolling forecasts have been almost overlooked in the renewable energy storage literature. In this paper, we provide a new approach for handling uncertainty not just in the accuracy of a forecast, but in the evolution of forecasts over time.…

最优化与控制 · 数学 2022-04-18 Saeed Ghadimi , Warren B. Powell

In recent years, learning-based control in robotics has gained significant attention due to its capability to address complex tasks in real-world environments. With the advances in machine learning algorithms and computational capabilities,…

机器人学 · 计算机科学 2023-05-30 Taekyung Kim , Jungwi Mun , Junwon Seo , Beomsu Kim , Seongil Hong

Neural Stochastic Differential Equations (NSDEs) model the drift and diffusion functions of a stochastic process as neural networks. While NSDEs are known to make accurate predictions, their uncertainty quantification properties have been…

机器学习 · 计算机科学 2022-09-13 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

We propose a novel framework for solving a class of Partial Integro-Differential Equations (PIDEs) and Forward-Backward Stochastic Differential Equations with Jumps (FBSDEJs) through a deep learning-based approach. This method, termed the…

数值分析 · 数学 2024-12-17 Zaijun Ye , Wansheng Wang

Buildings account for approximately 40% of global energy consumption, and with the growing share of intermittent renewable energy sources, enabling demand-side flexibility, particularly in heating, ventilation and air conditioning systems,…

系统与控制 · 电气工程与系统科学 2026-04-20 Colin Jüni , Mina Montazeri , Yi Guo , Federica Bellizio , Giovanni Sansavini , Philipp Heer

We deal with a new maximum principle-based stochastic control model for river management through operating a dam and reservoir system. The model is based on coupled forward-backward stochastic differential equations (FBSDEs) derived from…

系统与控制 · 电气工程与系统科学 2021-04-23 Hidekazu Yoshioka

In order to protect the environment and address fossil fuel scarcity, renewable energy is increasingly used for power generation. However, due to the uncertainties it brings to electricity production, deterministic optimization is no longer…

最优化与控制 · 数学 2022-12-13 Shuhan Lyu

For effective integration of building operations into the evolving demand response programs of the power grid, real-time decisions concerning the use of building appliances for grid services must excel on multiple criteria, ranging from the…

系统与控制 · 电气工程与系统科学 2021-03-23 Milan Jain , Soumya Kundu , Arnab Bhattacharya , Sen Huang , Vikas Chandan , Nikitha Radhakrishnan , Veronica Adetola , Draguna Vrabie