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We study price formation in intraday electricity markets in the presence of intermittent renewable generation. We consider the setting where a major producer may interact strategically with a large number of small producers. Using…

Pricing of Securities · Quantitative Finance 2020-11-17 Olivier Féron , Peter Tankov , Laura Tinsi

The death spiral hypothesis in electric utility represents a positive feedback phenomenon in which a regulated utility is driven to financial instability by rising prices and declining demand. We establish conditions for the existence of…

Optimization and Control · Mathematics 2018-10-18 Tao Sun , Lang Tong , Donghan Feng

The dynamic pricing of electricity is one of the most crucial demand response (DR) strategies in smart grid, where the utility company typically adjust electricity prices to influence user electricity demand. This paper models the…

Optimization and Control · Mathematics 2024-07-16 Jiangjiang Cheng , Ge Chen , Zhouming Wu , Yifen Mu

With the increasing penetration of electric vehicles (EVs) into the automotive market, the electricity peak demand would increase significantly due to home-EV-charging. This paper tackles this problem by defining an 'ideal' EV consumption…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Qun Zhang , Gururaghav Raman , Jimmy Chih-Hsien Peng

Following recent Danish legislation promoting energy communities, we explore how to enable these communities to provide grid services to distribution system operators. In particular, we focus on "capacity limitation services", where we…

Optimization and Control · Mathematics 2024-07-02 Bennevis Crowley , Jalal Kazempour , Lesia Mitridati

The integration of renewable sources poses challenges at the operational and economic levels of the power grid. In terms of keeping the balance between supply and demand, the usual scheme of supply following load may not be appropriate for…

Systems and Control · Computer Science 2014-04-07 Ashutosh Nayyar , Matias Negrete-Pincetic , Kameshwar Poolla , Pravin Varaiya

In the restructured electricity industry, electricity pooling markets are an oligopoly with strategic producers possessing private information (private production cost function). We focus on pooling markets where aggregate demand is…

Computer Science and Game Theory · Computer Science 2014-01-20 Mohammad Rasouli , Demosthenis Teneketzis

We study the optimal design of electricity contracts among a population of consumers with different needs. This question is tackled within the framework of Principal-Agent problems in presence of adverse selection. The particular features…

Optimization and Control · Mathematics 2019-09-17 Clémence Alasseur , Ivar Ekeland , Romuald Elie , Nicolás Hernández Santibáñez , Dylan Possamaï

Despite the success of demand response programs in retail electricity markets in reducing average consumption, the random responsiveness of consumers to price event makes their efficiency questionable to achieve the flexibility needed for…

Optimization and Control · Mathematics 2019-05-28 René Aïd , Dylan Possamaï , Nizar Touzi

In this paper we introduce the problem of dynamic pricing of power for smart-grid networks. This is studied within a network utility maximization (NUM) framework in a deterministic setting with a single provider, multiple users and a finite…

Systems and Control · Computer Science 2015-03-20 Qingsi Wang , Mingyan Liu , Rahul Jain

Data center electricity use may reach 12% of U.S. demand by 2030, alongside growing ability to shift workloads geographically in response to prices or carbon signals. We examine the system-level implications of such strategic flexibility…

Systems and Control · Electrical Eng. & Systems 2026-02-19 Aron Brenner , Line Roald , Saurabh Amin

We investigate the problem of serving deferrable and nondeferrable electric demands with colocated stochastic supply and grid-imported electricity. Deferrable demands arrive randomly and can be delayed within their service deadlines.…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Minjae Jeon , Lang Tong , Qing Zhao

Future fifth-generation (5G) cellular networks, equipped with energy harvesting devices, are uniquely positioned to closely interoperate with smart grid. New interoperable functionalities are discussed in stochastic two-way energy trading…

Systems and Control · Computer Science 2017-10-03 Xiaojing Chen , Xin Wang , Wei Ni , Iain B. Collings

We develop a stochastic equilibrium model for an electricity market with asymmetric renewable energy forecasts. In our setting, market participants optimize their profits using public information about a conditional expectation of energy…

Optimization and Control · Mathematics 2020-05-26 Vladimir Dvorkin , Jalal Kazempour , Pierre Pinson

Uncoordinated charging of large-scale electric vehicles (EVs) will have a negative impact on the secure and economic operation of the power system, especially at the distribution level. Given that the charging load of EVs can be controlled…

Systems and Control · Computer Science 2016-01-20 Shaolun Xu , Liang Zhang , Zheng Yan , Donghan Feng , Gang Wang , Xiaobo Zhao

Range and charge anxiety remain essential barriers to a faster electric vehicle market diffusion. To this end, quickly and reliably finding suitable charging stations may foster an electric vehicle uptake by mitigating drivers' anxieties.…

Systems and Control · Electrical Eng. & Systems 2022-05-02 Marianne Guillet , Maximilian Schiffer

Large scale electricity storage is set to play an increasingly important role in the management of future energy networks. A major aspect of the economics of such projects is captured in arbitrage, i.e. buying electricity when it is cheap…

Optimization and Control · Mathematics 2015-05-25 James Cruise , Lisa Flatley , Richard Gibbens , Stan Zachary

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

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

This paper proposes a two-step framework for techno-economic analysis of a demand-side flexibility service in distribution networks. Step one applies optimization-based modelling to propose a generic problem formulation which determines the…

Systems and Control · Electrical Eng. & Systems 2022-01-10 Timur Sayfutdinov , Charalampos Patsios , David Greenwood , Meltem Peker , Ilias Sarantakos
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