Stochastic generation, i.e. electrical power production by an uncontrolled primary energy source, is expected to play an important role in future power systems. A new power system structure is created due to the largescale implementation of this small-scale, distributed, nondispatchable generation; the ’horizontally operated’ system. Modelling methodologies that can deal with the operational un...

This paper addresses control design in networked control system by considering stochastic packet dropouts in the forward path of the control loop. The packet dropouts are modelled by mutually independent stochastic variables satisfying Bernoulli binary distribution. A sliding mode controller is utilized to overcome the adverse influences of stochastic packet dropouts in networked control system...

In this paper, a comprehensive mathematical model for designing an electric power supply chain network via considering preventive maintenance under risk of network failures is proposed. The risk of capacity disruption of the distribution network is handled via using a two-stage stochastic programming as a framework for modeling the optimization problem. An applied method of planning for the net...

deregulation policy has caused some changes in the concepts of power systems reliability assessment and enhancement. in this paper, generation reliability is considered, and a method for its assessment using intelligent systems is proposed. also, because of power market and generators’ forced outages stochastic behavior, monte carlo simulation is used for reliability evaluation. generation r...

For system identification, the ordinary differential equations (ODEs) model is popular for its accuracy and effectiveness. Consequently, the ODEs model is extended to the stochastic differential equations (SDEs) model to tackle the stochastic case intuitively. But the existence of stochastic integral is a rigid barrier. We simply transform the SDEs to their corresponding stochastic difference e...

in this paper, we present an application of the stochastic calculusto the problem of modeling electrical networks. the filtering problem have animportant role in the theory of stochastic differential equations(sdes). in thisarticle, we present an application of the continuous kalman-bucy filter for a rlcircuit. the deterministic model of the circuit is replaced by a stochastic model byadding a ...

We consider the necessary conditions for backward doubly stochastic control system, via the second-order Taylor expansion we have obtained. All the results are got under no restriction on the convexity of control domain and the diffusion coefficient does not contain the control variable.