Optimal participation of energy communities in electricity markets under uncertainty. A multi-stage stochastic programming approach
Optimization and Control
2025-10-07 v1 Systems and Control
Systems and Control
Abstract
We propose a multi-stage stochastic programming model for the optimal participation of energy communities in electricity markets. The multi-stage aspect captures the different times at which variable renewable generation and electricity prices are observed. This results in large-scale optimization problem instances containing large scenario trees with 34 stages, to which scenario reduction techniques are applied. Case studies with real data are discussed to analyse proposed regulatory frameworks in Europe. The added value of considering stochasticity is also analysed.
Keywords
Cite
@article{arxiv.2510.04965,
title = {Optimal participation of energy communities in electricity markets under uncertainty. A multi-stage stochastic programming approach},
author = {Albert Solà Vilalta and Ignasi Mañé and F. - Javier Heredia},
journal= {arXiv preprint arXiv:2510.04965},
year = {2025}
}