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Traditionally, Internet Access Providers (APs) only charge end-users for Internet access services; however, to recoup infrastructure costs and increase revenues, some APs have recently adopted two-sided pricing schemes under which both…

Networking and Internet Architecture · Computer Science 2017-06-14 Xin Wang , Richard T. B. Ma , Yinlong Xu

Dynamic pricing schemes were introduced as an alternative to posted-price mechanisms. In contrast to static models, the dynamic setting allows to update the prices between buyer-arrivals based on the remaining sets of items and buyers, and…

Computer Science and Game Theory · Computer Science 2022-04-27 Kristóf Bérczi , Erika R. Bérczi-Kovács , Evelin Szögi

An increase in energy production from renewable energy sources is viewed as a crucial achievement in most industrialized countries. The higher variability of power production via renewables leads to a rise in ancillary service costs over…

General Finance · Quantitative Finance 2017-09-25 Mario Mureddu , Hildegard Meyer-Ortmanns

We consider the problem of characterizing the locational marginal value of energy storage capacity in electric power networks with stochastic renewable supply and demand. The perspective taken is that of a system operator, whose objective…

Optimization and Control · Mathematics 2016-12-07 Subhonmesh Bose , Eilyan Bitar

We study the minimization of the expected costs under stochastic constraint at the terminal time. The first and the main result says that for a power type of costs, the value function is the minimal positive solution of a second order…

Probability · Mathematics 2020-01-28 Yan Dolinsky , Benjamin Gottesman , Ori Gurel-Gurevich

Competition has been introduced in the electricity markets with the goal of reducing prices and improving efficiency. The basic idea which stays behind this choice is that, in competitive markets, a greater quantity of the good is exchanged…

Physics and Society · Physics 2009-11-11 Ettore Bompard , Yuchao Ma , Elena Ragazzi

Reliability Options are capacity remuneration mechanisms aimed at enhancing security of supply in electricity systems. They can be framed as call options on electricity sold by power producers to System Operators. This paper provides a…

Pricing of Securities · Quantitative Finance 2019-09-13 Luisa Andreis , Maria Flora , Fulvio Fontini , Tiziano Vargiolu

The problem of heat and electricity pricing in combined heat and power systems regarding the time scales of electricity and heat, as well as thermal energy quality, is studied. Based on the asynchronous coordinated dispatch of the combined…

Systems and Control · Electrical Eng. & Systems 2022-08-18 Xinyi Yi , Ye Guo , Hongbin Sun , Qiuwei Wu , Li Xiao

Pricing and settlement mechanisms are crucial for efficient re-source allocation, investment incentives, market competition, and regulatory oversight. In the United States, Regional Transmission Operators (RTOs) adopts a uniform pricing…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Hamid Davoudi , Fengyu Wang , Yonghong Chen , Di Shi , Alinson Xavier , Feng Qiu

Electric power generation, transmission, and distribution systems are attracting a large amount of interest from researchers with the development of the smart grid technologies. A smart grid aims at effective control and conditioning of the…

Systems and Control · Electrical Eng. & Systems 2020-09-01 Abhishek Tyagi , Ram Bhagat

This paper evaluates the impact of the power extent on price in the electricity market. The competitiveness extent of the electricity market during specific times in a day is considered to achieve this. Then, the effect of competitiveness…

Statistical Finance · Quantitative Finance 2019-07-30 Naser Rostamni , Tarik A. Rashid

This paper addresses the question of how much to bid to maximize the profit when trading in two electricity markets: the hourly Day-Ahead Auction and the quarter-hourly Intraday Auction. For optimal coordinated bidding many price scenarios…

Statistical Finance · Quantitative Finance 2026-01-27 Michał Narajewski , Florian Ziel

Electricity market mechanisms designed to steer sustainable generation of electricity play an important role for the energy transition intended to mitigate climate change. One of the major problems is to complement volatile renewable energy…

Computers and Society · Computer Science 2017-05-01 Cem Kiyak , Andreas de Vries

In this study, we develop a theoretical model of strategic equilibrium bidding and price-setting behaviour by heterogeneous and boundedly rational electricity producers and a grid operator in a single electricity market under uncertain…

Physics and Society · Physics 2017-04-27 Jobst Heitzig , Hildegard Meyer-Ortmanns , Sabine Auer

A distributed, hierarchical, market based approach is introduced to solve the economic dispatch problem. The approach requires only a minimal amount of information to be shared between a central market operator and the end-users. Price…

Multiagent Systems · Computer Science 2020-09-07 Cornelis Jan van Leeuwen , Joost Stam , Arun Subramanian , Koen Kok

As distribution systems move towards being more actively managed there is increased potential for regional markets and the application of locational marginal prices (LMPs) to capture spatial variation in the marginal cost of electricity at…

Computational Engineering, Finance, and Science · Computer Science 2019-06-06 Calum Edmunds , Waqquas Bukhsh , Simon Gill , Stuart Galloway

The intermittent nature of the renewable energies increases the operation costs of conventional generators. As the share of energy supplied by renewable sources increases, these costs also increase. In this paper, we quantify these costs by…

Systems and Control · Computer Science 2018-02-26 Ashkan Zeinalzadeh , Donya Ghavidel , Vijay Gupta

Shadow prices are well understood and are widely used in economic applications. However, there are limits to where shadow prices can be applied assuming their natural interpretation and the fact that they reflect the first order optimality…

General Economics · Economics 2022-11-28 Nikolay Khabarov , Alexey Smirnov , Michael Obersteiner

Finding clear economic signals for distribution-network operation and expansion is increasingly important as single-phase loads and distributed energy resources escalate. These devices create phase-to-phase imbalances that manifest as…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Alireza Zabihi , Luis Badesa , Araceli Hernandez

Battery storage is essential for the future smart grid. The inevitable cell degradation renders the battery lifetime volatile and highly dependent on battery dispatch, and thus incurs opportunity cost. This paper rigorously derives the…

Optimization and Control · Mathematics 2021-01-05 Guannan He , Soummya Kar , Javad Mohammadi , Panayiotis Moutis , Jay F. Whitacre
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