相关论文: Stochastic Optimal Control Problems for the Cost-O…

This paper studies a finite-fuel two-dimensional degenerate singular stochastic control problem under regime switching that is motivated by the optimal irreversible extraction problem of an exhaustible commodity. A company extracts a…

This article addresses the residential energy cost optimization problem in smart grid. To date, most of the previous research only consider a partial aspect of the cost optimization problem. As a result, they fail to analyze scenarios when…

Transitioning to renewable power generation is often difficult for remote or isolated communities, due to generation intermittency and high cost barriers. Our paper presents a simulation-based optimization approach for the design of policy…

This paper investigates the problem of energy-optimal control for autonomous underwater vehicles (AUVs). To improve the endurance of AUVs, we propose a novel energy-optimal control scheme based on the economic model predictive control (MPC)…

We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…

This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…

This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…

We consider the optimal power management in renewable driven smart building MicroGrid under noise corrupted conditions as a stochastic optimization problem. We first propose our user satisfaction and electricity consumption balanced (USECB)…

Increasing threats of global warming and climate changes call for an energy-efficient and sustainable design of future wireless communication systems. To this end, a novel two-scale stochastic control framework is put forth for smart-grid…

One of the most important challenges in smart grid systems is the integration of renewable energy resources into its design. In this work, two different techniques to mitigate the time varying and intermittent nature of renewable energy…

In this paper, we present an Uzawa-based heuristic that is adapted to some type of stochastic optimal control problems. More precisely, we consider dynamical systems that can be divided into small-scale independent subsystems, though linked…

We derive the explicit solutions to singular stochastic control problems of the monotone follower type with (a) an expected discounted criterion, (b) an expected ergodic criterion and (c) a pathwise ergodic criterion. These problems have…

Gas-fired generators, with their ability to quickly ramp up and down their electricity production, play an important role in managing renewable energy variability. However, these changes in electricity production translate into variability…

This paper presents a millisecond-level look-ahead control algorithm for energy storage with constant space complexity and worst-case linear run-time complexity. The algorithm connects the optimal control with the Lagrangian multiplier…

We consider a class of optimal control problems, with finite or infinite horizon, for a continuous-time Markov chain with finite state space. In this case, the control process affects the transition rates. We suppose that the controlled…

This paper focuses on the problem of energy imbalance management in amicrogrid. The problem is investigated from the power market perspective. Unlike the traditional power grid, a microgrid can obtain extra energy froma renewable energy…

In this paper, we derive sufficient and necessary maximum principles for a stochastic optimal control problem where the system state is given by a controlled stochastic differential equation with default. We prove existence of a unique…

In an isolated power grid or a micro-grid with a small carbon footprint, the penetration of renewable energy is usually high. In such power grids, energy storage is important to guarantee an uninterrupted and stable power supply for end…

In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…

This article discusses an optimal control problem for a phase field model of two immiscible incompressible fluid flow, incorporating surface tension effects. The optimal control problem is defined with a $L^2$-cost functional and subject to…