Online Stochastic Optimization of Networked Distributed Energy Resources

Xinyang Zhou, Emiliano Dall'Anese, Lijun Chen

Research output: Contribution to journalArticlepeer-review

22 Scopus Citations


This paper investigates distributed control and incentive mechanisms to coordinate distributed energy resources (DERs) with both continuous and discrete decision variables as well as device dynamics in distribution grids. We formulate a multiperiod social welfare maximization problem, and based on its convex relaxation propose a distributed stochastic dual gradient algorithm for managing DERs. We further extend it to an online real-time setting with time-varying operating conditions, asynchronous updates by devices, and feedback being leveraged to account for nonlinear power flows as well as reduce communication overhead. The resulting algorithm provides a general online stochastic optimization algorithm for coordinating networked DERs with discrete power setpoints and dynamics to meet operational and economic objectives and constraints. We characterize the convergence of the algorithm analytically and evaluate its performance numerically.

Original languageAmerican English
Article number8759982
Pages (from-to)2387-2401
Number of pages15
JournalIEEE Transactions on Automatic Control
Issue number6
StatePublished - Jun 2020

Bibliographical note

Publisher Copyright:
© 1963-2012 IEEE.

NREL Publication Number

  • NREL/JA-5D00-74054


  • Asynchronous updates
  • discrete decision variables
  • distribution grids
  • real-time pricing
  • stochastic dual algorithm
  • time-varying optimization


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