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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

We consider a two-stage market mechanism for trading electricity including renewable generation as an alternative to the widely used multi-settlement market structure. The two-stage market structure allows for recourse decisions by the…

Computer Science and Game Theory · Computer Science 2021-06-16 Nathan Dahlin , Rahul Jain

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

Integrating Information and Communications Technology (ICT) devices into the power grid brings many benefits. However, it also exposes the grid to new potential cyber threats. Many control and protection mechanisms, such as Load Frequency…

Zonal pricing is a well-suited mechanism to incentivize grid-supporting behavior of profit-maximizing producers and consumers operating on a large-scale power system. In zonal electricity markets, local system operators create individual…

Optimization and Control · Mathematics 2021-06-22 Lukas Kölsch , Lena Zellmann , Rishabh Vyas , Martin Pfeifer , Sören Hohmann

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 consider the problem of determining the optimal aggregate power consumption of a population of thermostatically controlled loads. This is motivated by the problem of synthesizing the demand response for a load serving entity (LSE)…

Optimization and Control · Mathematics 2018-06-27 Abhishek Halder , Xinbo Geng , Fernando A. C. C. Fontes , P. R. Kumar , Le Xie

This paper proposes a novel load frequency control (LFC) approach formulated on an optimal structure of the coefficient diagram method (CDM) in a two-area thermal power system. As part of a realistic analysis, nonlinearities related to…

Systems and Control · Electrical Eng. & Systems 2022-08-16 Jalal Heidary , Hassan Rastegar

Due to the limited predictability of wind power and other stochastic generation, trading this energy in competitive electricity markets is challenging. This paper derives revenue-maximising and risk-constrained strategies for stochastic…

General Finance · Quantitative Finance 2018-05-31 Jethro Browell

We examine dynamic coupling and feedback effects between High Frequency Traders (HFTs) and how they can destabilize markets. We develop a general framework for modelling dynamic interaction based on recurrence relations, and use this to…

Trading and Market Microstructure · Quantitative Finance 2020-05-29 Christopher D. Clack , Elias Court , Dmitrijs Zaparanuks

There is an intrinsic value in higher integration of multi-carrier energy systems (especially gas and electricity), to increase operational flexibility in the electricity system and to improve allocation of resources in gas and electricity…

Optimization and Control · Mathematics 2021-01-05 Shahab Shariat Torbaghan , Mehdi Madani , Peter Sels , Ana Virag , Hélène Le Cadre , Kris Kessels , Yuting Mou

Control reserves are power generation or consumption entities that ensure balance of supply and demand of electricity in real-time. In many countries, they are operated through a market mechanism in which entities provide bids. The system…

Computer Science and Game Theory · Computer Science 2016-11-22 Pier Giuseppe Sessa , Neil Walton , Maryam Kamgarpour

The rising share of volatile renewable generation increases the demand for flexibility in the electricity grid. Flexible capacity can be offered by industrial energy systems through participation on either the continuous intraday,…

Optimization and Control · Mathematics 2022-12-26 Niklas Nolzen , Alissa Ganter , Nils Baumgärtner , Ludger Leenders , André Bardow

Deploying multiple controllers in the control panel of software-defined networks increases scalability, availability, and performance, but it also brings challenges, such as controller overload. To address this, load-balancing techniques…

Networking and Internet Architecture · Computer Science 2025-04-25 Mohammad Kazemiesfeh , Somaye Imanpour , Ahmadreza Montazerolghaem

Motivated by the inadequacy of the existing control strategies for power systems affected by time-varying uncontrolled power injections such as loads and the increasingly widespread renewable energy sources, this paper proposes two control…

Systems and Control · Electrical Eng. & Systems 2020-10-27 Amirreza Silani , Michele Cucuzzella , Jacquelien M. A. Scherpen , Mohammad Javad Yazdanpanah

Due to proliferation of energy efficiency measures and availability of the renewable energy resources, traditional energy infrastructure systems (electricity, heat, gas) can no longer be operated in a centralized manner under the assumption…

Systems and Control · Electrical Eng. & Systems 2020-05-06 Ali Hassan , Samrat Acharya , Michael Chertkov , Deepjyoti Deka , Yury Dvorkin

This paper deals with the market-bidding problem of a cluster of price-responsive consumers of electricity. We develop an inverse optimization scheme that, recast as a bilevel programming problem, uses price-consumption data to estimate the…

Optimization and Control · Mathematics 2015-11-04 Javier Saez-Gallego , Juan M. Morales , Marco Zugno , Henrik Madsen

The control of complex systems and network-coupled dynamical systems is a topic of vital theoretical importance in mathematics and physics with a wide range of applications in engineering and various other sciences. Motivated by recent…

Adaptation and Self-Organizing Systems · Physics 2015-08-24 Per Sebastian Skardal , Alex Arenas

The growing integration of renewable energy sources necessitates adequate reserve capacity to maintain power balance. However, in market clearing, power companies with flexible resources may submit strategic bids to maximize profits,…

Systems and Control · Electrical Eng. & Systems 2025-06-26 Yun Xu , Yunxiao Bai , Yunyong Zhang , Peng Wang , Xuelin Wang , Jiqun Guo , Kaijun Xie , Rusheng Zhao

Large-scale integration of renewables in power systems gives rise to new challenges for keeping synchronization and frequency stability in volatile and uncertain power flow states. To ensure the safety of operation, the system must maintain…

Systems and Control · Electrical Eng. & Systems 2021-09-21 Chao Duan , Pratyush Chakraborty , Takashi Nishikawa , Adilson E. Motter