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We consider the use of pricing as a regulatory mechanism when an unknown number of autonomous agents compete for access to a shared resource (possibly limited in volume or capacity). In standard dynamic pricing control systems, an…

Optimization and Control · Mathematics 2025-11-24 Christopher King , Homayoun Hamedmoghadam , Christos G. Cassandras , Fabian R. Wirth , Robert N. Shorten

Electricity markets are experiencing a rapid increase in energy storage unit participation. Unlike conventional generation resources, quantifying the competitive operation and identifying if a storage unit is exercising market power is…

Systems and Control · Electrical Eng. & Systems 2025-01-16 Yiqian Wu , Bolun Xu , James Anderson

This paper develops learning-augmented algorithms for energy trading in volatile electricity markets. The basic problem is to sell (or buy) $k$ units of energy for the highest revenue (lowest cost) over uncertain time-varying prices, which…

Machine Learning · Computer Science 2024-02-29 Russell Lee , Bo Sun , Mohammad Hajiesmaili , John C. S. Lui

This work focuses on the electric power market, comparing the status quo with the recent trend towards the increase in distributed self-generation capabilities by prosumers. Starting from the existing tension between the intrinsically…

Physics and Society · Physics 2020-03-30 Luca Mazzola , Alexander Denzler , Ramon Christen

Smart metering infrastructure allows for two-way communication and power transfer. Based on this promising technology, we propose a demand-side management (DSM) scheme for a residential neighbourhood of prosumers. Its core is a discrete…

Computer Science and Game Theory · Computer Science 2018-07-24 Matthias Pilz , Luluwah Al-Fagih

Electrification is contributing to substantial growth in U.S. commercial and industrial loads, but the cost and Scope 2 carbon emission implications of this load growth are opaque for both power consumers and utilities. This work describes…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Fletcher T. Chapin , Akshay K. Rao , Adhithyan Sakthivelu , Carson I. Tucker , Eres David , Casey S. Chen , Erin Musabandesu , Meagan S. Mauter

We present modeling and analysis of day-ahead spatio-temporal energy markets in which each competitive aggregator aims at making the highest profit by managing a complex mixture of different energy resources, such as conventional…

Optimization and Control · Mathematics 2020-09-23 Takayuki Ishizaki , Masakazu Koike , Nobuyuki Yamaguchi , Yuzuru Ueda , Jun-ichi Imura

In this paper, we consider a future electricity market consisting of aggregated energy prosumers, who are equipped with local wind power plants (WPPs) to support (part of) their energy demands and can also trade energy with day-ahead market…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Jianzheng Wang , Guoqiang Hu

We adopt the perspective of an aggregator, which seeks to coordinate its purchase of demand reductions from a fixed group of residential electricity customers, with its sale of the aggregate demand reduction in a two-settlement wholesale…

Systems and Control · Computer Science 2017-12-29 Kia Khezeli , Eilyan Bitar

The fast uptake of distributed energy resources (DERs) presents increasing challenges for managing hosting capacity in distribution networks. Existing solutions include direct load control, operating envelopes, and price-based control…

Systems and Control · Electrical Eng. & Systems 2026-02-16 Jiawei Zhang , Gregor Verbic , Frederik Geth , Mohsen Aldaadi , Rahmat Heidari , Julio Braslavsky

Distributed Generation (DG) units are increasingly installed in the power systems. Distribution Companies (DisCo) can opt to purchase the electricity from DG in an energy purchase contract to supply the customer demand and reduce energy…

Computational Engineering, Finance, and Science · Computer Science 2017-12-04 Ashkan Sadeghi Mobarakeh , Abbas Rajabi-Ghahnavieh , Hossein Haghighat

Given the vital role that smart meter data could play in handling uncertainty in energy markets, data markets have been proposed as a means to enable increased data access. However, most extant literature considers energy markets and data…

Systems and Control · Electrical Eng. & Systems 2024-12-11 Saurab Chhachhi , Fei Teng

We study how storage, operating as a price maker within a market environment, may be optimally operated over an extended period of time. The optimality criterion may be the maximisation of the profit of the storage itself, where this profit…

Optimization and Control · Mathematics 2016-06-20 James Cruise , Lisa Flatley , Stan Zachary

In this paper, we examine in an abstract framework, how a tradeoff between efficiency and robustness arises in different dynamic oligopolistic market architectures. We consider a market in which there is a monopolistic resource provider and…

Systems and Control · Computer Science 2013-10-02 Qingqing Huang , Mardavij Roozbehani , Munther A Dahleh

Demand response (DR) refers to change in electricity consumption pattern of customers during on-peak hours in lieu of financial gains to reduce stress on distribution systems. Existing dynamic price models have not provided adequate success…

Systems and Control · Electrical Eng. & Systems 2021-05-24 Rayees A. Thokar , Nikhil Gupta , K. R. Niazi , Anil Swarnkar , Nand K. Meena

A first attempt at obtaining market--directional information from a non--stationary solution of the dynamic equation "future price tends to the value that maximizes the number of shares traded per unit time" [1] is presented. We demonstrate…

Trading and Market Microstructure · Quantitative Finance 2019-03-29 Vladislav Gennadievich Malyshkin

A virtual power plant (VPP) is operated by an aggregator that acts as a market intermediary, aggregating consumers to participate in wholesale power markets. By setting incentive prices, the aggregator induces consumers to sell energy and…

Computer Science and Game Theory · Computer Science 2026-04-07 Liudong Chen , Hyemi Kim , Adam N. Elmachtoub , Bolun Xu

We propose a real-time nodal pricing mechanism for cost minimization and voltage control in a distribution network with autonomous distributed energy resources and analyze the resulting market using stochastic game theory. Unlike existing…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Eli Brock , Jingqi Li , Javad Lavaei , Somayeh Sojoudi

Demand response (DR) leverages demand-side flexibility, offering a promising approach to enhance market conditions like mitigating wholesale price spikes. However, poorly chosen DR locations can inadvertently increase electricity prices.…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Yufan Zhang , Honglin Wen , Tao Feng , Yize Chen

This work studies the decentralized and uncoordinated energy source selection problem for smart-grid consumers with heterogeneous energy profiles and risk attitudes: they compete for a limited amount of renewable energy in their local…

Systems and Control · Electrical Eng. & Systems 2022-03-16 Eleni Stai , Evangelia Kokolaki , Lesia Mitridati , Petros Tatoulis , Ioannis Stavrakakis , Gabriela Hug
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