Publications

Forecating of COVID-19 Pademic Using Coupled SEIR and Replicator-Dynamics Model

Published in , 2015

Authors: Hossein Khazaei, Alfredo Garcia, Ceyhun Eksin
Task: To predict the trajectory, number of infectious, and most importantly, the number of hospitalized individuals for COVID-19 pandemic.
Summary: We proposed a coupled SEIR-replicator dymanics model that is capable of capturing the dynamics of the disease. Here we modified the model to be suitable to be applied to the real-world data, test it, and observed that the proposed model can accurately capture the dynamics of the pandemic, and make forecasts for the hospitalizations.

For more information and see some of the simulations, see link.

Physics-Aware Fast Learning and Inference for Predicting Active Set of DC-OPF

Published in , 2015

Authors: Hossein Khazaei, Yue Zhao
Task: To use machine learning methods to solve large optimization problems.
Summary: Motivated by the fact that identifying a set of active constraints in an optimization problem can significantly improve our capabilities in solving it, in this paper we investigate the idea of predicting binding constraints, referred to as active sets, in quadratic optimization problems, and then solving the new reduced optimization problem.
The Optimization problem we look into in the DC-OPF, widely used in electricity markets and power system operations. We show that the regions for the classes in this problem are linearly separable, and hence algorithms like SVM and LDA should work very well. LDA in particular achives very good results considering the fact that its training and evaluation time are really fast. For more information and see some of the simulations, see link. To see the pdf of the paper, see link.

A Market Mechanism for Trading Flexibility Between Interconnected Electricity Markets

Published in , 2015

Authors: Hossein Khazaei, Ceyhun Eksin, Alfredo Garcia
Task: To design and implement an intra-market over regional markets where regional market operators are able share very limited amount of information while ensuring the efficiency.
Summary: We designed a market mechanism, which in essense is a distributed optimization problem, that in an iterative approach the market can converge to the optimal results. For more information and see some of the simulations, see link.

Disease spread coupled with evolutionary social distancing dynamics can lead to growing oscillations

Published in , 2015

Authors: Hossein Khazaei, Keith Paarporn, Alfredo Garcia, Ceyhun Eksin
Task: To design a model for the pandemic that can captures multiple waves of the disease.
Summary: Classic epidemiological models such as SIR, SIS, and SEIR fail to capture the multiple waves of the pandemic. Observing that it is the behavior of the individuals in the society and the governmental policies that causes multiple waves of the disease, we propose a model that capture such factors into consideration.
The proposed model consists of a standard SEIR model and a replicator dynamics model that are connected with two feedback loops. The SEIR model captures the dynamics of the disease while the replicator dynamics model captures the behavior of the individuals in the society in a game-theoric framework.
The results show that the proposed model is well capable of capturing different waves of the pandemic.

For more information, see link. To see the pdf of the paper, see link.

Stochastic Decision-Making Model for Aggregation of Residential Units with PV-Systems and Storages

Published in , 2015

Authors: Hossein Khazaei, Ramin Moslemi, Ratnesh Sharma
Task: To design optimal energy procuring model for households with PV panelds and energy storage.
Summary: We propose a scenario based stochastic optimization framework for optimal decision making for households. The proposed model

• Uses Seasonal Autoregressive Integrated Moving Average (SARIMA) to generate forecasts for the energy prices and the power produced by the PV panels.
  
• The joint probability distribution function (pdf) of the forecast errors are used to generate (forecast error) scenarios and add them to the forecasts to create the scenarios (for the market prices and the PV generations).
  
• We use gaussian probability distribution functions to model the forecast errors. This significantly decreases the computational burden as the conditional probability distribution function for a Gaussian pdf has a closed form formula.
  
• We further use Simultaneous Backward Scenario Reduction to decrease the number of scenarios while keeping the information of the important scenarios as much as possible.
  
• With the arrival of any new observation of the unknown variables (i.e. power generation of PV panels, and market prices, for some hours), the conditional pdf of the random variables are updates, new scenarios are generated, and new decisions are made. For more information, see link. To see the pdf of the paper, see link.

On the Market Equilibria with Renewable Power Producers in Power Networks

Published in , 2015

Authors: Hossein Khazaei, Andy Sun, Yue Zhao
Task: To design a two-settlement market (forward/spot markets) that the operator can implement it in reality, and achieves optimality.
Summary: We propose a two settlement market for stochastic renewable power producers (RPPs) that

• The bid format of the stochatic RPPs is compatible to non-stochastic energy resources, and the system operator can use its conventional tools to operate the system optimally.
  * There exists a computationally feasible method for finding the Nash equilibrium in the game. We detail this algorithm in the paper.
  

For more information, see link. To see the pdf of the paper, see link.

Indirect Mechanism Design for Efficient and Stable Renewable Energy Aggregation

Published in , 2015

Authors: Hossein Khazaei, Yue Zhao
Task: Design an aggregation mechanism that achieves a set of desired ex-ante (in expectation) and ex-post desired properties.
Summary: Motivated by the competitive equilibrium (CE) of a specially formulated market with transferrable payoff, we design a aggregation model that:

• Asking for very limited information (a single number) from the stochastic renewable power producers, and yet able to achieve a wide range of desired properties.
  * Exitence of a unique Nash equilibrium with closed form formula (ex-ante and ex-post)
  
• In-core payments from the point of view of cooperative game theory (ex-ante and ex-post)
  
• No collusion (ex-ante and ex-post).
  
• Optimality (compared to the ideal case where the aggregator knows all the private information of the members).
  For more information, see link. To see the pdf of the paper, see link.

Two-Level Decision Making Model for A Distribution Company in Day-Ahead Market

Published in , 2015

Authors: Hossein Khazaei, Behrooz Vahidi, Seyed Hossein Hosseinian, Hasan Rastegar
Task: To design a decision making model for a utility (distribution company) to buy energy from forward market and sell it to customers.
Summary: We propose a two-level model for which in the upper level the buying step is modeled and in the lower level, the selling step is modeled. We modeled the problem as a game for which we significantly decreased the size of the problem. Finally, we used reinforcement learning to find the equilibrium in this game.
For more information, see link. To see the pdf of the paper, see link.

An Incentive Compatible Market Mechanism for Integrating Demand Response into Power Systems

Published in , 2015

Authors: Hossein Khazaei, Yue Zhao
Task: To design a market mechanism for demand response to participate in two-settlement forward/spot markets.
Summary: Each demand response providers bids her demand reduction capacity and cost rate, and the system operator schedules the power dispatch to minimize the overall system cost. We show that, with the proposed mechanism, truthful bidding by the demand response providers is achieved at a Nash equilibrium (NE), and as a result, the social welfare is maximized.
For more information, see link. To see the pdf of the paper, see link.

A Simple Market Mechanism For Renewable Power Producers Achieves Asymptotic Social Efficiency

Published in , 2015

Authors: Hossein Khazaei, Yue Zhao
Summary: Here we prove that the Nash equilibria of the simple forward market mechanism we proposed before (see here) asymptotically converges to the social optimality.
For more information, see link. To see the pdf of the paper, see link.

Competitive Market with Renewable Power Producers Achieves Asymptotic Social Efficiency

Published in , 2015

Authors: Hossein Khazaei, Yue Zhao
Task: To design forward market for intermittent renewable energy resources to bid into it. What is the challenge? Intermittency. If the renewable energy resources do not know how much they can deliver, how can they in a forward market?
Goal: The goal is to design a market that at there exists an ex-post Nash equilibrium where the social optimality is maximized.
For more information, see link. To see the pdf of the paper, see link. The codes can be found in a Github repository in link.

A Simple Payoff Allocation Mechanism Achieves Efficiency And Stability In Renewable Energy Aggregation

Published in , 2015

Authors: Hossein Khazaei, Yue Zhao
Goal: To design aggregation mechanisms for renewable power producers that guarantees no collusion among the members of the aggregation.
For more information, see link. To see the pdf of the paper, see link.

Ex-post Stable and Fair Payoff Allocation for Renewable Energy Aggregation

Published in , 2015

Authors: Hossein Khazaei, Yue Zhao
Task: Aggregating statistically diverse renewable power producers (RPPs) is an effective way to reduce their overall uncertainty. The question is: How to do this?
Goal: In this paper the goal is four-fold: (1) To extract as little information as possible (for example do not extract the probability distribution function. It’s a lot of data and how to aggregate a bunch of such data is itself quite problematic) (2) each group of renewable power producers has incentive to stay in the coalition (group rationality), (3) to ensure the truthfulness of the submitted information of the members, and (4) that the payment mechanism achieves budget balance, meaning that the aggregator doesn’t keep anything for itself.
For more information, see link. To see the pdf of the paper, see link.

An Incentive Compatible Profit Allocation Mechanism for Renewable Energy Aggregation

Published in , 2015

Authors: Yue Zhao, Hossein Khazaei
Task: To define a comprehensive mechanism for aggregating renewable power producers, coordinate them, solicit information from them, represent the aggregation in the market on behalf of the renewable power producers, and distribute the payoffs among the members.
Goal: In this paper the goal is four-fold: (1) The performance of the aggregator, as a whole, is optimized, (2) each single renewable power producer has incentive to stay (individual rationality), (3) to ensure the truthfulness of the submitted information of the members, and (4) that the payment mechanism achieves budget balance, meaning that the aggregator doesn’t keep anything for itself.
For more information, see link. To see the pdf of the paper, see link.

A New Transmission Expansion Planning Framework and Cost Allocation Method Considering Financial Transmission Rights

Published in , 2015

Authors: Hossein Khazaei, Moein Sabounchi
Task: Transmission system in power grids is a public service. The question is: How to allocate the costs of planning and expanding the transmission systems among the generators, utilities, and finally the customers.
Goal: The transmission system is a public service available to all members of the grid. However some benefit more from it comparing to others. In allocating the costs, we need to be fair.
For more information, see link. To see the pdf of the paper, see link.

A New Method for Equilibrium Selection in Financial Transmission Right’s Auctions

Published in , 2015

Authors: Hossein Khazaei, Moein Sabounchi
Task: To define a criteria for selecting equilibrium in auctions, specifically, the Financial Transmission Right’s auction.
Goal: To select an equilibrium that is (1) on the Pareto curve, (2) to quantify the tradeoff between different equilibria, and (3) to include the likelihood of the equilibrium into account
For more information, see link. To see the pdf of the paper, see link.

A New Residential Demand Response Management Method Based on a Social Welfare Optimization Framework

Published in , 2015

Authors: Moein Sabounchi, Hossein Khazaei, Seyed Kamal Hosseini Sani
Task: To design policies such that (electricity) consumers participate in demand response projects.
Goal: To achieve welfare maximization.
For more information, see link. To see the pdf of the paper, see link.