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Related papers: Optimal control of end-user energy storage

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It is likely that electricity storage will play a significant role in the balancing of future energy systems. A major challenge is then that of how to assess the contribution of storage to capacity adequacy, i.e. to the ability of such…

Optimization and Control · Mathematics 2019-01-16 James Cruise , Stan Zachary

A general theory of online power control for discrete-time battery limited energy harvesting communications is developed, which leads to, among other things, an explicit characterization of a maximin optimal policy. This policy only…

Information Theory · Computer Science 2021-03-26 Shengtian Yang , Jun Chen

Recently, the volatility associated with marginal prices has increased due to large scale integration of renewable generation. Price volatility is undesirable from a consumer perspective. To address this issue, we present a framework for…

Optimization and Control · Mathematics 2018-12-11 Shantanu Chakraborty , Kyri Baker , Milos Cvetkovic , Remco Verzijlbergh , Zofia Lukszo

Energy storage resources must consider both price uncertainties and their physical operating characteristics when participating in wholesale electricity markets. This is a challenging problem as electricity prices are highly volatile, and…

Machine Learning · Computer Science 2023-06-02 Yousuf Baker , Ningkun Zheng , Bolun Xu

The increasing interconnection of power systems through AC and DC links enables energy storage units to access multiple electricity markets yet most existing arbitrage models remain limited to singlemarket participation This gap restricts…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Md Umar Hashmi , Harsha Nagarajan , Dirk Van Hertem1

This paper applies computational techniques of convex stochastic optimization to optimal operation and valuation of electricity storages in the face of uncertain electricity prices. Our valuations are based on the indifference pricing…

This paper presents an analytical method for calculating the operational value of an energy storage device under multi-stage price uncertainties. Our solution calculates the storage value function from price distribution functions directly…

Optimization and Control · Mathematics 2024-03-29 Bolun Xu , Audun Botterud , Magnus Korpas

Studies looking at electricity market designs for very high shares of wind and solar often conclude that the energy-only market will break down. Without fuel costs, it is said that there is nothing to set prices. Symptoms of breakdown…

General Economics · Economics 2025-10-29 Tom Brown , Fabian Neumann , Iegor Riepin

In this letter, we model the day-ahead price-based demand response of a residential household with battery energy storage and other controllable loads, as a convex optimization problem. Further using duality theory and Karush-Kuhn-Tucker…

Systems and Control · Electrical Eng. & Systems 2021-04-14 Amit Joshi , Hamed Kebriaei , Valerio Mariani , Luigi Glielmo

Energy storage can facilitate the integration of renewable energy resources by providing arbitrage and ancillary services. Jointly optimizing energy and ancillary services in a centralized electricity market reduces the system's operating…

We consider the problem of planning the aggregate energy consumption for a set of thermostatically controlled loads for demand response, accounting price forecast trajectory and thermal comfort constraints. We address this as a…

Optimization and Control · Mathematics 2019-05-09 Fernando A. C. C. Fontes , Abhishek Halder , Jorge Becerril , P. R. Kumar

Because energy storage systems have better ramping characteristics than traditional generators, their participation in frequency regulation should facilitate the balancing of load and generation. However, they cannot sustain their output…

Optimization and Control · Mathematics 2016-02-20 Bolun Xu , Yury Dvorkin , Daniel S. Kirschen , C. A. Silva-Monroy , Jean-Paul Watson

Generation portfolio can be significantly altered due to the deployment of distributed energy resources (DER) in distribution networks and the concept of microgrid. Generally, distribution networks can operate in a more resilient and…

Systems and Control · Computer Science 2018-02-19 Yichen Zhang , Alexander Melin , Mohammed Olama , Seddik Djouadi , Jin Dong , Kevin Tomsovic

Electrical energy storage is considered essential for the future energy systems. Among all the energy storage technologies, battery systems may provide flexibility to the power grid in a more distributed and decentralized way. In countries…

General Finance · Quantitative Finance 2021-12-13 Yu Hu , David Soler Soneira , María Jesús Sánchez

High shares of variable renewable energy necessitate substantial energy storage capacity. However, it remains unclear how to design a market that, on the one hand, ensures a stable and sufficient income for storage firms, and, on the other…

Systems and Control · Electrical Eng. & Systems 2024-02-06 Aviad Navon , Juri Belikov , Ariel Orda , Yoash Levron

In this paper, we derive a temporal arbitrage policy for storage via reinforcement learning. Real-time price arbitrage is an important source of revenue for storage units, but designing good strategies have proven to be difficult because of…

Systems and Control · Computer Science 2020-10-27 Hao Wang , Baosen Zhang

The future power system is increasingly interconnected via both AC and DC interconnectors. These interconnectors establish links between previously decoupled energy markets. In this paper, we propose an optimal multi-market energy storage…

Optimization and Control · Mathematics 2023-10-03 Md Umar Hashmi , Stephen Hardy , Dirk Van Hertem , Harsha Nagarajan

There is need for an energy storage device capable of transferring high power in transient situations aboard naval vessels. Currently, batteries are used to accomplish this task, but previous research has shown that when utilized at high…

Optimization and Control · Mathematics 2016-02-08 Isaac J. Cohen , David A. Wetz , Stepfanie Veiga , Qing Dong , John Heinzel

Consider a battery limited energy harvesting communication system with online power control. Assuming independent and identically distributed (i.i.d.) energy arrivals and the harvest-store-use architecture, it is shown that the greedy…

Information Theory · Computer Science 2019-09-18 Ye Wang , Ali Zibaeenejad , Yaohui Jing , Jun Chen

We study power control for an energy harvesting communication system with independent and identically distributed Bernoulli energy arrivals. It is assumed that the transmitter is equipped with a finite-sized rechargeable battery and is able…

Information Theory · Computer Science 2019-04-30 Ali Zibaeenejad , Jun Chen
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