Shengwei Mei

Bio: Shengwei Mei is an academic researcher from Tsinghua University. The author has contributed to research in topics: Electric power system & Nonlinear system. The author has an hindex of 45, co-authored 428 publications receiving 6746 citations. Previous affiliations of Shengwei Mei include Qinghai University.

Energy Pricing and Dispatch for Smart Grid Retailers Under Demand Response and Market Price Uncertainty

Abstract: This paper proposes a two-stage two-level model for the energy pricing and dispatch problem faced by a smart grid retailer who plays the role of an intermediary agent between a wholesale energy market and end consumers. Demand response of consumers with respect to the retail price is characterized by a Stackelberg game in the first stage, thus the first stage has two levels. A risk-aversive energy dispatch accounting for market price uncertainty is modeled by a linear robust optimization with objective uncertainty in the second stage. The proposed model is transformed to a mixed integer linear program (MILP) by jointly using the Karush-Kuhn-Tucker (KKT) condition, the disjunctive constraints, and the duality theory. We propose a heuristic method to select the parameter in disjunctive constraints based on the interpretation of Lagrange multipliers. Moreover, we suggest solving an additional linear program (LP) to acquire a possible enhanced bidding strategy that guarantees a Pareto improvement on the retailer's profit over the entire uncertainty set. Case studies demonstrate the proposed model and method is valid.

Nonlinear control systems and power system dynamics

Abstract: Preface. 1. Introduction. 2. Basic Concepts of Nonlinear Control Theory. 3. Design Principles of Single-Input Single-Output Nonlinear Control Systems. 4. Design Principles of Multi-Input Multi-Output Nonlinear Control Systems. 5. Basic Mathematical Descriptions for Electric Power Systems. 6. Nonlinear Excitation Control of Large Synchronous Generators. 7. Nonlinear Steam Valving Control. 8. Nonlinear Control of HVDC Systems. 9. Nonlinear Control of Static Var Systems. 10. Nonlinear Robust Control of Power Systems. Index.

An Improved OPA Model and Blackout Risk Assessment

Abstract: The ORNL-PSerc-Alaska (OPA) model is a blackout model proposed by researchers at Oak Ridge National Laboratory (ORNL), Power System Engineering Research Center of Wisconsin University (PSerc), and Alaska University (Alaska). Although the OPA model is a landmark study, it has two limitations. First, there is a significant difference between simulation and practice in transmission line outage and update; and second, the simulation of cascading failure and the probability distribution of blackout size are in general not accurate enough. Hence, an improved OPA model is proposed in this paper to address these limitations. The proposed model contains two layers of iteration. The inner iteration describes the fast dynamics of the system and considers the influence of power flow, dispatching, automation, relay protection, and so on. The outer iteration describes the slow overall system evolution and is concerned with the update of the power grid, operation modes and planning. Such a model can be applied to practical large-scale systems. Furthermore, based on the Value at Risk (VaR) and Conditional Value at Risk (CVaR), two new complementary blackout risk indices are defined, which reveal critical characteristics of blackouts and are used to evaluate security levels of power systems. The effectiveness of the improved OPA model is verified by the simulations concerning the Northeast Power Grid of China.

Robust Energy and Reserve Dispatch Under Variable Renewable Generation

Abstract: Global warming and environmental pollution concerns have promoted dramatic integrations of renewable energy sources all over the world. Associated with benefits of environmental conservation, essentially uncertain and variable characteristics of such energy resources significantly challenge the operation of power systems. In order to implement reliable and economical operations, a robust energy and reserve dispatch (RERD) model is proposed in this paper, in which the operating decisions are divided into pre-dispatch and re-dispatch. A robust feasibility constraint set is imposed on pre-dispatch variables, such that operation constraints can be recovered by adjusting re-dispatch after wind generation realizes. The model is extended to more general dispatch decision making problems involving uncertainties in the framework of adjustable robust optimization. By revealing the convexity of the robust feasibility constraint set, a comprehensive mixed integer linear programming based oracle is presented to verify the robust feasibility of pre-dispatch decisions. A cutting plane algorithm is established to solve associated optimization problems. The proposed model and method are applied to a five-bus system as well as a realistic provincial power grid in China. Numeric experiments demonstrate that the proposed methodology is effective and efficient.

Distributionally Robust Co-Optimization of Energy and Reserve Dispatch

Abstract: This paper proposes a two-stage distributionally robust optimization model for the joint energy and reserve dispatch (D-RERD for short) of bulk power systems with significant renewable energy penetration. Distinguished from the prevalent uncertainty set-based and worst-case scenario oriented robust optimization methodology, we assume that the output of volatile renewable generation follows some ambiguous distribution with known expectations and variances, the probability distribution function (pdf) is restricted in a functional uncertainty set. D-RERD aims at minimizing the total expected production cost in the worst renewable power distribution. In this way, D-RERD inherits the advantages from both stochastic optimization and robust optimization: statistical characteristic is taken into account in a data-driven manner without requiring the exact pdf of uncertain factors. We present a convex optimization-based algorithm to solve the D-RERD, which involves solving semidefinite programming (SDP), convex quadratic programming (CQP), and linear programming (LP). The performance of the proposed approach is compared with the emerging adaptive robust optimization (ARO)-based model on the IEEE 118-bus system. Their respective features are discussed in case studies.

I and i

Abstract: There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality. Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

Machine learning

Abstract: Machine Learning is the study of methods for programming computers to learn. Computers are applied to a wide range of tasks, and for most of these it is relatively easy for programmers to design and implement the necessary software. However, there are many tasks for which this is difficult or impossible. These can be divided into four general categories. First, there are problems for which there exist no human experts. For example, in modern automated manufacturing facilities, there is a need to predict machine failures before they occur by analyzing sensor readings. Because the machines are new, there are no human experts who can be interviewed by a programmer to provide the knowledge necessary to build a computer system. A machine learning system can study recorded data and subsequent machine failures and learn prediction rules. Second, there are problems where human experts exist, but where they are unable to explain their expertise. This is the case in many perceptual tasks, such as speech recognition, hand-writing recognition, and natural language understanding. Virtually all humans exhibit expert-level abilities on these tasks, but none of them can describe the detailed steps that they follow as they perform them. Fortunately, humans can provide machines with examples of the inputs and correct outputs for these tasks, so machine learning algorithms can learn to map the inputs to the outputs. Third, there are problems where phenomena are changing rapidly. In finance, for example, people would like to predict the future behavior of the stock market, of consumer purchases, or of exchange rates. These behaviors change frequently, so that even if a programmer could construct a good predictive computer program, it would need to be rewritten frequently. A learning program can relieve the programmer of this burden by constantly modifying and tuning a set of learned prediction rules. Fourth, there are applications that need to be customized for each computer user separately. Consider, for example, a program to filter unwanted electronic mail messages. Different users will need different filters. It is unreasonable to expect each user to program his or her own rules, and it is infeasible to provide every user with a software engineer to keep the rules up-to-date. A machine learning system can learn which mail messages the user rejects and maintain the filtering rules automatically. Machine learning addresses many of the same research questions as the fields of statistics, data mining, and psychology, but with differences of emphasis. Statistics focuses on understanding the phenomena that have generated the data, often with the goal of testing different hypotheses about those phenomena. Data mining seeks to find patterns in the data that are understandable by people. Psychological studies of human learning aspire to understand the mechanisms underlying the various learning behaviors exhibited by people (concept learning, skill acquisition, strategy change, etc.).

博弈论 : 矛盾冲突分析 = Game theory : analysis of conflict

Abstract: Preface 1. Decision-Theoretic Foundations 1.1 Game Theory, Rationality, and Intelligence 1.2 Basic Concepts of Decision Theory 1.3 Axioms 1.4 The Expected-Utility Maximization Theorem 1.5 Equivalent Representations 1.6 Bayesian Conditional-Probability Systems 1.7 Limitations of the Bayesian Model 1.8 Domination 1.9 Proofs of the Domination Theorems Exercises 2. Basic Models 2.1 Games in Extensive Form 2.2 Strategic Form and the Normal Representation 2.3 Equivalence of Strategic-Form Games 2.4 Reduced Normal Representations 2.5 Elimination of Dominated Strategies 2.6 Multiagent Representations 2.7 Common Knowledge 2.8 Bayesian Games 2.9 Modeling Games with Incomplete Information Exercises 3. Equilibria of Strategic-Form Games 3.1 Domination and Ratonalizability 3.2 Nash Equilibrium 3.3 Computing Nash Equilibria 3.4 Significance of Nash Equilibria 3.5 The Focal-Point Effect 3.6 The Decision-Analytic Approach to Games 3.7 Evolution. Resistance. and Risk Dominance 3.8 Two-Person Zero-Sum Games 3.9 Bayesian Equilibria 3.10 Purification of Randomized Strategies in Equilibria 3.11 Auctions 3.12 Proof of Existence of Equilibrium 3.13 Infinite Strategy Sets Exercises 4. Sequential Equilibria of Extensive-Form Games 4.1 Mixed Strategies and Behavioral Strategies 4.2 Equilibria in Behavioral Strategies 4.3 Sequential Rationality at Information States with Positive Probability 4.4 Consistent Beliefs and Sequential Rationality at All Information States 4.5 Computing Sequential Equilibria 4.6 Subgame-Perfect Equilibria 4.7 Games with Perfect Information 4.8 Adding Chance Events with Small Probability 4.9 Forward Induction 4.10 Voting and Binary Agendas 4.11 Technical Proofs Exercises 5. Refinements of Equilibrium in Strategic Form 5.1 Introduction 5.2 Perfect Equilibria 5.3 Existence of Perfect and Sequential Equilibria 5.4 Proper Equilibria 5.5 Persistent Equilibria 5.6 Stable Sets 01 Equilibria 5.7 Generic Properties 5.8 Conclusions Exercises 6. Games with Communication 6.1 Contracts and Correlated Strategies 6.2 Correlated Equilibria 6.3 Bayesian Games with Communication 6.4 Bayesian Collective-Choice Problems and Bayesian Bargaining Problems 6.5 Trading Problems with Linear Utility 6.6 General Participation Constraints for Bayesian Games with Contracts 6.7 Sender-Receiver Games 6.8 Acceptable and Predominant Correlated Equilibria 6.9 Communication in Extensive-Form and Multistage Games Exercises Bibliographic Note 7. Repeated Games 7.1 The Repeated Prisoners Dilemma 7.2 A General Model of Repeated Garnet 7.3 Stationary Equilibria of Repeated Games with Complete State Information and Discounting 7.4 Repeated Games with Standard Information: Examples 7.5 General Feasibility Theorems for Standard Repeated Games 7.6 Finitely Repeated Games and the Role of Initial Doubt 7.7 Imperfect Observability of Moves 7.8 Repeated Wines in Large Decentralized Groups 7.9 Repeated Games with Incomplete Information 7.10 Continuous Time 7.11 Evolutionary Simulation of Repeated Games Exercises 8. Bargaining and Cooperation in Two-Person Games 8.1 Noncooperative Foundations of Cooperative Game Theory 8.2 Two-Person Bargaining Problems and the Nash Bargaining Solution 8.3 Interpersonal Comparisons of Weighted Utility 8.4 Transferable Utility 8.5 Rational Threats 8.6 Other Bargaining Solutions 8.7 An Alternating-Offer Bargaining Game 8.8 An Alternating-Offer Game with Incomplete Information 8.9 A Discrete Alternating-Offer Game 8.10 Renegotiation Exercises 9. Coalitions in Cooperative Games 9.1 Introduction to Coalitional Analysis 9.2 Characteristic Functions with Transferable Utility 9.3 The Core 9.4 The Shapkey Value 9.5 Values with Cooperation Structures 9.6 Other Solution Concepts 9.7 Colational Games with Nontransferable Utility 9.8 Cores without Transferable Utility 9.9 Values without Transferable Utility Exercises Bibliographic Note 10. Cooperation under Uncertainty 10.1 Introduction 10.2 Concepts of Efficiency 10.3 An Example 10.4 Ex Post Inefficiency and Subsequent Oilers 10.5 Computing Incentive-Efficient Mechanisms 10.6 Inscrutability and Durability 10.7 Mechanism Selection by an Informed Principal 10.8 Neutral Bargaining Solutions 10.9 Dynamic Matching Processes with Incomplete Information Exercises Bibliography Index

Evolution and the Theory of Games

Abstract: In the Hamadryas baboon, males are substantially larger than females. A troop of baboons is subdivided into a number of ‘one-male groups’, consisting of one adult male and one or more females with their young. The male prevents any of ‘his’ females from moving too far from him. Kummer (1971) performed the following experiment. Two males, A and B, previously unknown to each other, were placed in a large enclosure. Male A was free to move about the enclosure, but male B was shut in a small cage, from which he could observe A but not interfere. A female, unknown to both males, was then placed in the enclosure. Within 20 minutes male A had persuaded the female to accept his ownership. Male B was then released into the open enclosure. Instead of challenging male A , B avoided any contact, accepting A’s ownership.

A review of energy storage technologies for wind power applications

Abstract: Due to the stochastic nature of wind, electric power generated by wind turbines is highly erratic and may affect both the power quality and the planning of power systems. Energy Storage Systems (ESSs) may play an important role in wind power applications by controlling wind power plant output and providing ancillary services to the power system and therefore, enabling an increased penetration of wind power in the system. This article deals with the review of several energy storage technologies for wind power applications. The main objectives of the article are the introduction of the operating principles, as well as the presentation of the main characteristics of energy storage technologies suitable for stationary applications, and the definition and discussion of potential ESS applications in wind power, according to an extensive literature review.