 MC&SS |
 CTCN |
 CS&RL |
The Illinois Archive contains publications up to 2012.
Sorry to say, the selected references below are largely out of date. I hope to find time to update in the near future. Best for you to go to arXiv where I upload papers that I care about.
Selected references
Power Systems
- Electricity Markets – Archival
See also the 2013 INI tutorial, Control of the Grid in 2020, and How Economics Can Help Us, the 2015 National Academies tutorial (see post 2018 popular articles below)
- Ancillary Service to the Grid from Deferrable Loads
- Demand Dispatch with Heterogeneous Intelligent Loads
- Smart Fridge / Dumb Grid?
- State Estimation for the Individual and the Population in Mean Field Control with Application to Demand Dispatch
- Individual Risk in Mean Field models
- Buildings as Batteries
- Convex Hull Pricing in Energy and Reserves Markets
- Where is the Missing Money? The Impact of Ramping Costs in Dynamic Electricity Markets
Popular articles
- Electricity rates for the zero marginal cost grid
- Redesign of U.S. Electricity Capacity Markets
- Naïve electricity markets
- Addressing misconceptions on the performance of the Energy Market in Texas
- Regaining Control in our Electric Grid
- Could one million smart pool pumps ‘store’ renewable energy better than giant batteries?
- Energy storage: Power revolution – Peter Fairley. Nature, 2015
- Mathematical Sciences Research Challenges for the Next-Generation Electric Grid (see also video from 2015 NAS meeting, which includes survey of UF/Inria research).
- Math Model Explains High Prices in Electricity Markets – Sara Robinson (survey of Cho & Meyn)
Detection and Estimation
- Feedback Particle Filter
- Multivariable Feedback Particle Filter (much more at Mehta Inc.)
- Generalized Error Exponents For Small Sample Universal Hypothesis Testing
- Workload and Optimal Control for Dynamic Bipartite Matching Models
Stochastic Control and Applications
- Control Techniques for Complex Networks
- Differential TD learning for value function approximation
- ODE Methods For MDPs and Application to Kullback-Leibler Control Cost
- Feature Selection for Neuro-Dynamic Programming
- Workload and Optimal Control for Dynamic Bipartite Matching Models
- Q-learning and Pontryagin’s Minimum Principle
- Approximate Dynamic Programming using Fluid and Diffusion Approximations with Applications to Power Management
Mathematical foundations
- Markov Chains and Stochastic Stability
- Ergodic Theory for Controlled Markov Chains with Stationary Inputs
- On the f-Norm Ergodicity of Markov Processes in Continuous Time
- On the Efficiency of Equilibria in Mean-field Oscillator Games
- Large deviation asymptotics for busy periods (sequel to Most likely paths to error when estimating the mean of a reflected random walk)
- Approximating a diffusion by a Hidden Markov Model