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Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

Related publications (40)

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This paper provides a coherent method for scenario aggregation addressing model uncertainty. It is based on divergence minimization from a reference probability measure subject to scenario constraints. An example from regulatory practice motivates the defi ...

Wiley-Blackwell2017

Robust Portfolio Optimization

Zheng Wei Yap

Since the 2008 Global Financial Crisis, the financial market has become more unpredictable than ever before, and it seems set to remain so in the forseeable future. This means an investor faces unprecedented risks, hence the increasing need for robust port ...

EPFL2017

Robust Bounds In Multivariate Extremes

Sebastian Engelke

Extreme value theory provides an asymptotically justified framework for estimation of exceedance probabilities in regions where few or no observations are available. For multivariate tail estimation, the strength of extremal dependence is crucial and it is ...

Institute of Mathematical Statistics2017

MATHICSE Technical Report : Multilevel Monte Carlo approximation of functions

Fabio Nobile, Sebastian Krumscheid

Many applications across sciences and technologies require a careful quantification of non-deterministic effects to a system output, for example when evaluating the system's reliability or when gearing it towards more robust operation conditions. At the he ...

MATHICSE2017

Uncertainty propagation by using spectral methods: A practical application to a two-dimensional turbulence fluid model

Paolo Ricci, Fabio Riva

To reduce the computational cost of the uncertainty propagation analysis, which is used to study the impact of input parameter variations on the results of a simulation, a general and simple to apply methodology based on decomposing the solution to the mod ...

American Institute of Physics2017

Optimal Financial Decision Making Under Uncertainty

Daniel Kuhn

We use a fairly general framework to analyze a rich variety of financial optimization models presented in the literature, with emphasis on contributions included in this volume and a related special issue of OR Spectrum. We do not aim at providing readers ...

Springer International Publishing2017

Studying Linguistic Changes over 200 Years of Newspapers through Resilient Words Analysis

Frédéric Kaplan, Vincent Christian Buntinx, Cyril Antoine Michel Bornet

This paper presents a methodology to analyze linguistic changes in a given textual corpus allowing to overcome two common problems related to corpus linguistics studies. One of these issues is the monotonic increase of the corpus size with time, and the ot ...

2017

In this article, we propose a new controller for recovering intermittent pushes during bipedal locomotion. We use 3LP as a template model which can provide closed-form solutions for state evolution. The idea behind our controller is to project the perturbe ...

2016

Wind behavior in urban areas is receiving increasing interest from city planners and architects. Computational fluid dynamics (CFD) simulations are often employed to assess wind behavior around buildings. However, the accuracy of CFD simulations is often u ...

Elsevier2015

Robust system identification and model predictions in the presence of systematic uncertainty

Ian Smith, Romain Pasquier

Model-based data-interpretation techniques are increasingly used to improve the knowledge of complex system behavior. Physics-based models that are identified using measurement data are generally used for extrapolation to predict system behavior under othe ...

Elsevier2015