Scalable probabilistic optimal power flow for high renewables using lite polynomial chaos expansion

S Ly, P Pareek, HD Nguyen - IEEE Systems Journal, 2022 - ieeexplore.ieee.org
This work introduces a novel polynomial chaos expansion (PCE)-based method for
uncertainty quantification (UQ) in power systems, addressing probabilistic optimal power …

Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system

X Zhang, X Li, J Xiong - ESAIM: Control, Optimisation and Calculus …, 2021 - esaim-cocv.org
This paper investigates the stochastic linear quadratic (LQ, for short) optimal control problem
of Markovian regime switching system. The representation of the cost functional for the …

Anticipated backward stochastic differential equations with quadratic growth

Y Hu, X Li, J Wen - Journal of Differential Equations, 2021 - Elsevier
In this paper, we study the solvability of anticipated backward stochastic differential
equations (BSDEs, for short) with quadratic growth for one-dimensional case and multi …

A fast optimal power flow algorithm using powerball method

HT Zhang, W Sun, Y Li, D Fu… - IEEE Transactions on …, 2019 - ieeexplore.ieee.org
The complexity and randomness of the power system with distributed energy resources
have led to the difficulties for fast optimal power flow (OPF) analysis. As a remedy, in this …

Linear-quadratic optimal control for backward stochastic differential equations with random coefficients

J Sun, H Wang - ESAIM: Control, Optimisation and Calculus of …, 2021 - esaim-cocv.org
This paper is concerned with a linear-quadratic (LQ, for short) optimal control problem for
backward stochastic differential equations (BSDEs, for short), where the coefficients of the …

Optimal control for controllable stochastic linear systems

X Bi, J Sun, J Xiong - ESAIM: Control, Optimisation and Calculus of …, 2020 - esaim-cocv.org
This paper is concerned with a constrained stochastic linear-quadratic optimal control
problem, in which the terminal state is fixed and the initial state is constrained to lie in a …

Stochastic Quantum Power Flow for Risk Assessment in Power Systems

B Sævarsson, H Jóhannsson… - arXiv preprint arXiv …, 2023 - arxiv.org
This paper introduces, to the best of our knowledge, the first quantum computing
methodology for stochastic power flow. Stochastic power flow is widely used in power …

Quantum Amplitude Estimation for Probabilistic Methods in Power Systems

E Jong, B Sævarsson, H Jóhannsson… - arXiv preprint arXiv …, 2023 - arxiv.org
This paper introduces quantum computing methods for Monte Carlo simulations in power
systems which are expected to be exponentially faster than their classical computing …

Linear quadratic mean field social control with random coefficients and common noise

BC Wang - 2019 Chinese Control Conference (CCC), 2019 - ieeexplore.ieee.org
This paper studies uniform stabilization and social optimality for linear quadratic mean field
control systems with common noise, where the coefficients in individual dynamics and costs …

Stochastic Analysis of Gas-Electricity Hybrid Grid Using Nataf Transformation Combined with Point Estimation Method

S Balaei-sani, F Jabari… - Integration of Clean and …, 2020 - Springer
Nowadays, the high fluctuations of the wind products causing large-scale energy systems
are operated at their stability margins. In a gas-power interconnected system, if the wind …