Dynamic scheduling of a multiclass make-to-stock queue
Operations Research
Heavy Traffic Convergence of a Controlled, Multiclass Queueing System
SIAM Journal on Control and Optimization
State space collapse with application to heavy traffic limits for multiclass queueing networks
Queueing Systems: Theory and Applications
Sequencing and Routing in Multiclass Queueing Networks Part II: Workload Relaxations
SIAM Journal on Control and Optimization
In Search of Sensitivity in Network Optimization
Queueing Systems: Theory and Applications
Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations
SIAM Journal on Control and Optimization
Modeling and control of complex stochastic networks, with applications to manufacturing systems and electric power transmission networks
Exponential bounds and stopping rules for MCMC and general Markov chains
valuetools '06 Proceedings of the 1st international conference on Performance evaluation methodolgies and tools
Impact of storage on the efficiency and prices in real-time electricity markets
Proceedings of the fourth international conference on Future energy systems
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The system operator of a large power transmission network must ensure that power is delivered whenever there is demand in order to maintain highly reliable electric service. To fulfill this mandate, the system operator must procure reserve capacity to respond to unforeseen events such as an unexpected surge in demand. This paper constructs a centralized optimal solution for a power network model by generalizing recent techniques for the centralized optimal control of demand-driven production systems. The optimal solution indicates how reserves must be adjusted according to environmental factors including variability, and the ramping-rate constraints on generation. Sensitivity to transmission constraints is addressed through the construction of an effective cost on an aggregate model.