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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

High wind energy penetration critically challenges the economic dispatch of current and future power systems. Supply and demand must be balanced at every bus of the grid, while respecting transmission line ratings and accounting for the…

Optimization and Control · Mathematics 2013-05-28 Yu Zhang , Nikolaos Gatsis , Vassilis Kekatos , Georgios B. Giannakis

This study investigates the economic and reliability benefits of improved offshore wind forecasting for grid operations along the U.S. East Coast. We introduce and evaluate a state-of-the-art, machine-learning-based offshore wind…

Systems and Control · Electrical Eng. & Systems 2026-01-22 Khaled Bin Walid , Feng Ye , Jiaxiang Ji , Ahmed Aziz Ezzat , Travis Miles , Yazhou Leo Jiang

Electricity storage is used for intertemporal price arbitrage and for ancillary services that balance unforeseen supply and demand fluctuations via frequency regulation. We present an optimization model that computes bids for both arbitrage…

Optimization and Control · Mathematics 2026-05-12 Dirk Lauinger , Luc Coté , Andy Sun

To address the environmental concern and improve the economic efficiency, the wind power is rapidly integrated into smart grids. However, the inherent uncertainty of wind energy raises operational challenges. To ensure the cost-efficient,…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Wei Xie , Yuan Yi , Zhi Zhou , Keqi Wang

Keeping the balance between supply and demand is a fundamental task in power system operational planning practices. This task becomes particularly challenging due to the deepening penetration of renewable energy resources, which induces a…

Systems and Control · Electrical Eng. & Systems 2019-10-24 Xinbo Geng , Le Xie

This paper provides a detailed account of the impact of different offshore wind siting strategies on the design of the European power system. To this end, a two-stage method is proposed. In the first stage, a highly-granular siting problem…

Systems and Control · Electrical Eng. & Systems 2021-05-26 David Radu , Mathias Berger , Antoine Dubois , Raphael Fonteneau , Hrvoje Pandzic , Yury Dvorkin , Quentin Louveaux , Damien Ernst

Accurate power forecasting from renewable energy sources (RES) is crucial for integrating additional RES capacity into the power system and realizing sustainability goals. This work emphasizes the importance of integrating decentralized…

Machine Learning · Computer Science 2025-01-23 Carla Goncalves , Ricardo J. Bessa , Tiago Teixeira , Joao Vinagre

Uncertainty levels in forecasting of renewable generation and demand are known to affect the amount of reserve required to operate the power grid with a given level of reliability. In this paper, we quantify the effects on the system…

Signal Processing · Electrical Eng. & Systems 2018-06-18 Yihui Zuo , Fabrizio Sossan , Mokhtar Bozorg , Mario Paolone

Incorporating the AC power flow equations into unit commitment models has the potential to avoid costly corrective actions required by less accurate power flow approximations. However, research on unit commitment with AC power flow…

Systems and Control · Electrical Eng. & Systems 2024-04-02 Robert Parker , Carleton Coffrin

This work proposes a method of wind farm scenario generation to support real-time optimization tools and presents key findings therein. This work draws upon work from the literature and presents an efficient and scalable method for…

Applications · Statistics 2021-06-18 Trevor Werho , Junshan Zhang , Vijay Vittal , Yonghong Chen , Anupam Thatte , Long Zhao

Renewable energy sources such as wind and solar have received much attention in recent years and large amount of renewable generation is being integrated to the electricity networks. A fundamental challenge in power system operation is to…

Optimization and Control · Mathematics 2014-07-11 W. A. Bukhsh , C. Zhang , P. Pinson

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 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

High shares of variable renewable energy necessitate substantial energy storage capacity. However, it remains unclear how to design a market that, on the one hand, ensures a stable and sufficient income for storage firms, and, on the other…

Systems and Control · Electrical Eng. & Systems 2024-02-06 Aviad Navon , Juri Belikov , Ariel Orda , Yoash Levron

Although the specific structures of electricity markets are diverse around the world, they were all conceived on the premise of predictable, controllable generation with nonnegligible marginal costs. Recent changes, specifically, the…

Computer Science and Game Theory · Computer Science 2020-12-10 Orcun Karaca

The output of renewable energy fluctuates significantly depending on weather conditions. We develop a unit commitment model to analyze requirements of the forecast output and its error for renewable energies. Our model obtains the time…

Systems and Control · Computer Science 2016-11-17 Yuichi Ikeda , Takashi Ikegami , Kazuto Kataoka , Kazuhiko Ogimoto

This paper proposes a coalitional game theory-based approach for reserve optimization to enable DERs participate in tertiary frequency regulation. A two-stage approach is proposed to effectively and precisely allocate spinning reserve…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Mukesh Gautam , Mohammad MansourLakouraj , Rakib Hossain , Narayan Bhusal , Mohammed Benidris , Hanif Livani

This paper presents a stochastic optimization model for planning the participation of battery energy storage systems (BESSs) in energy and regulation markets. The proposed model quantifies and compares the business value of single and…

Optimization and Control · Mathematics 2025-06-11 Zeenat Hameed , Chresten Traeholt

We propose a method, a model, and a form of presenting model results for condition monitoring of a small set of wind turbines with rare failures. The main new ingredient of the method is to sample failure thresholds according to the profit…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Viktor Begun , Ulrich Schlickewei
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