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A linear function submission-based double-auction (LFS-DA) mechanism for a regional electricity network is proposed in this paper. Each agent in the network is equipped with a battery and a generator. Each agent simultaneously becomes a…

Systems and Control · Computer Science 2023-01-18 Tadahiro Taniguchi , Koki Kawasaki , Yoshiro Fukui , Tomohiro Takata , Shiro Yano

In the Day-Ahead (DA) market, suppliers sell and load-serving entities (LSEs) purchase energy commitments, with both sides adjusting for imbalances between contracted and actual deliveries in the Real-Time (RT) market. We develop a supply…

Optimization and Control · Mathematics 2025-08-19 Agostino Capponi , Garud Iyengar , Bo Yang , Daniel Bienstock

Locational marginal pricing (LMP) is a widely employed method for pricing electricity in the wholesale electricity market. Although it is well known that the LMP mechanism is vulnerable to market manipulation, there is little literature…

Computer Science and Game Theory · Computer Science 2013-10-17 Wenyuan Tang , Rahul Jain

The concept of Energy Hub (EH) has been emerged to accommodate renewable energy sources in a multi-energy system to deploy the synergies between electricity and other energy sources. However, the market mechanisms for the integration of the…

Optimization and Control · Mathematics 2022-05-31 Lu Wang , Mokhtar Bozorg , Mohammad Rayati , Rachid Cherkaoui

It is well-known that a market equilibrium with uniform prices often does not exist in non-convex day-ahead electricity auctions. We consider the case of the non-convex, uniform-price Pan-European day-ahead electricity market "PCR" (Price…

Optimization and Control · Mathematics 2015-02-02 Mehdi Madani , Mathieu Van Vyve

Bidding flexibility in day-ahead and intraday auctions would enable decentralized flexible resources, such as electric vehicles and heat pumps, to efficiently align their consumption with the intermittent generation of renewable energy.…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Gabriel Ellemund , Thomas Hübner , Quentin Lété , Stefano Bracco , Matteo Fresia , Gabriela Hug

The large integration of variable energy resources is expected to shift a large part of the energy exchanges closer to real-time, where more accurate forecasts are available. In this context, the short-term electricity markets and in…

Trading and Market Microstructure · Quantitative Finance 2020-04-14 Ioannis Boukas , Damien Ernst , Thibaut Théate , Adrien Bolland , Alexandre Huynen , Martin Buchwald , Christelle Wynants , Bertrand Cornélusse

A coordinated trading process is proposed as a design for an electricity market with significant uncertainty, perhaps from renewables. In this process, groups of agents propose to the system operator (SO) a contingent buy and sell trade…

Optimization and Control · Mathematics 2017-08-28 Junjie Qin , Ram Rajagopal , Pravin Varaiya

Energy communities (ECs) are emerging as a promising decentralized model for managing cooperative distributed energy resources (DERs). As these communities expand and their operations become increasingly integrated into the grid, ensuring…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Hyeongon Park , Kyuhyeong Kwag , Daniel K. Molzahn , Rahul K. Gupta

This paper develops a machine learning-driven portfolio optimization framework for virtual bidding in electricity markets considering both risk constraint and price sensitivity. The algorithmic trading strategy is developed from the…

Machine Learning · Computer Science 2021-04-08 Yinglun Li , Nanpeng Yu , Wei Wang

Locational Marginal Price (LMP) is a dual variable associated with supply-demand matching and represents the cost of delivering power to a particular location if the load at that location increases. In recent times it become more volatile…

Optimization and Control · Mathematics 2018-11-07 Shantanu Chakraborty , Remco Verzijlbergh , Milos Cvetkovic , Kyri Baker , Zofia Lukszo

In this paper, a distribution system operator (DSO) framework is proposed to optimally coordinate distributed energy resources (DER) aggregators' comprehensive participation in retail energy market as well as wholesale energy and regulation…

Systems and Control · Electrical Eng. & Systems 2020-06-15 Mohammad Mousavi , Meng Wu

Energy storage is a key enabler towards a low-emission electricity system, but requires appropriate dispatch models to be economically coordinated with other generation resources in bulk power systems. This paper analyzes how different…

Optimization and Control · Mathematics 2022-07-26 Ningkun Zheng , Bolun Xu

The rapid increase of photovoltaic cells, batteries, and Electric Vehicles (EVs) in electric grids can result in congested distribution networks. An alternative to enhancing network capacity is a redispatch market, allowing Distribution…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Amirreza Silani , Simon H. Tindemans

Recent innovations in Information and Communication Technologies (ICT) provide new opportunities and challenges for integration of distributed energy resources (DERs) into the energy supply system as active market players. By increasing…

Optimization and Control · Mathematics 2019-08-13 Mohsen Khorasany , Yateendra Mishra , Gerard Ledwich

An optimal scheduling model for a microgrid participating in the electricity distribution market in interaction with a Distribution Market Operator (DMO) is proposed in this paper. The DMO administers the established electricity market in…

Systems and Control · Computer Science 2016-11-15 Sina Parhizi , Amin Khodaei , Mohammad Shahidehpour

This paper proposes a market mechanism for multi-interval electricity markets with generator and storage participants. Drawing ideas from supply function bidding, we introduce a novel bid structure for storage participation that allows…

Optimization and Control · Mathematics 2021-10-18 Rajni Kant Bansal , Pengcheng You , Dennice F. Gayme , Enrique Mallada

In electricity markets with a dual-pricing scheme for balancing energy, controllable production units typically participate in the balancing market as "active" actors by offering regulating energy to the system, while renewable stochastic…

Optimization and Control · Mathematics 2018-12-20 Nicolò Mazzi , Alessio Trivella , Juan M. Morales

In energy systems with high shares of weather-driven renewable power sources, gas-fired power plants can serve as a back-up technology to ensure security of supply and provide short-term flexibility. Therefore, a tighter coordination…

Optimization and Control · Mathematics 2018-05-17 Christos Ordoudis , Pierre Pinson , Juan M. Morales

Distributed energy resources (DERs), such as rooftop solar panels, are growing rapidly and are reshaping power systems. To promote DERs, feed-in-tariff (FIT) is usually adopted by utilities to pay DER owners certain fixed rates for…

Computer Science and Game Theory · Computer Science 2021-10-22 Zibo Zhao , Chen Feng , Andrew L. Lu