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eess.SY2020★ 1 cited
On the Volatility of Optimal Control Policies and the Capacity of a Class of Linear Quadratic Regulators
Avinash Mohan, Shie Mannor, Arman Kizilkale
It is well known that highly volatile control laws, while theoretically optimal for certain systems, are undesirable from an engineering perspective, being generally deleterious to…
eess.SY2018★ 2 cited
An integral control formulation of Mean-field game based large scale coordination of loads in smart grids
Arman C. Kizilkale, Rabih Salhab, Roland P. Malhame
Pressure on ancillary reserves, i.e.frequency preserving, in power systems has significantly mounted due to the recent generalized increase of the fraction of (highly fluctuating)…
eess.SY2011
Regulation, Volatility and Efficiency in Continuous-Time Markets
Arman C. Kizilkale, Shie Mannor
We analyze the efficiency of markets with friction, particularly power markets. We model the market as a dynamic system with the demand process and $(s_t;\,t\geq…