Optimal Charging of Electric Vehicles in Smart Grid: Characterization and Valley-Filling Algorithms

Electric vehicles (EVs) offer an attractive long-term solution to reduce the dependence on fossil fuel and greenhouse gas emission. However, a fleet of EVs with different EV battery charging rate constraints, that is distributed across a smart power grid network requires a coordinated charging schedule to minimize the power generation and EV charging costs. In this paper, we study a joint optimal power flow (OPF) and EV charging problem that augments the OPF problem with charging EVs over time. While the OPF problem is generally nonconvex and nonsmooth, it is shown recently that the OPF problem can be solved optimally for most practical power networks using its convex dual problem. Building on this zero duality gap result, we study a nested optimization approach to decompose the joint OPF and EV charging problem. We characterize the optimal offline EV charging schedule to be a valley-filling profile, which allows us to develop an optimal offline algorithm with computational complexity that is significantly lower than centralized interior point solvers. Furthermore, we propose a decentralized online algorithm that dynamically tracks the valley-filling profile. Our algorithms are evaluated on the IEEE 14 bus system, and the simulations show that the online algorithm performs almost near optimality ($<1$ relative difference from the offline optimal solution) under different settings.Comment: This paper is temporarily withdrawn in preparation for journal submissio

Online Pricing with Offline Data: Phase Transition and Inverse Square Law

This paper investigates the impact of pre-existing offline data on online learning, in the context of dynamic pricing. We study a single-product dynamic pricing problem over a selling horizon of $T$ periods. The demand in each period is determined by the price of the product according to a linear demand model with unknown parameters. We assume that before the start of the selling horizon, the seller already has some pre-existing offline data. The offline data set contains $n$ samples, each of which is an input-output pair consisting of a historical price and an associated demand observation. The seller wants to utilize both the pre-existing offline data and the sequential online data to minimize the regret of the online learning process. We characterize the joint effect of the size, location and dispersion of the offline data on the optimal regret of the online learning process. Specifically, the size, location and dispersion of the offline data are measured by the number of historical samples $n$, the distance between the average historical price and the optimal price $\delta$, and the standard deviation of the historical prices $\sigma$, respectively. We show that the optimal regret is $\widetilde \Theta\left(\sqrt{T}\wedge \frac{T}{(n\wedge T)\delta^2+n\sigma^2}\right)$, and design a learning algorithm based on the "optimism in the face of uncertainty" principle, whose regret is optimal up to a logarithmic factor. Our results reveal surprising transformations of the optimal regret rate with respect to the size of the offline data, which we refer to as phase transitions. In addition, our results demonstrate that the location and dispersion of the offline data also have an intrinsic effect on the optimal regret, and we quantify this effect via the inverse-square law.Comment: Forthcoming in Management Scienc

An integrated method for short-term prediction of road traffic conditions for intelligent transportation systems applications

The paper deals with the short-term prediction of road traffic conditions within Intelligent Transportation Systems applications. First, the problem of traffic modeling and the potential of different traffic monitoring technologies are discussed. Then, an integrated method for short-term traffic prediction is presented, which integrates an Artificial Neural Network predictor that forecasts future states in standard conditions, an anomaly detection module that exploits floating car data to individuate possible occurrences of anomalous traffic conditions, and a macroscopic traffic model that predicts speeds and queue progressions in case of anomalies. Results of offline applications on a primary Italian motorway are presented