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In this paper we propose an extension of the Uncapacitated Hub Location Problem where the potential positions of the hubs are not fixed in advance. Instead, they are allowed to belong to a region around an initial discrete set of nodes. We…

Optimization and Control · Mathematics 2020-01-31 Víctor Blanco , Justo Puerto

The presence of behind-the-meter rooftop photovoltaics and storage in the residential sector is poised to increase significantly. Here we quantify in detail the value of these technologies to consumers and service providers. We characterize…

Systems and Control · Computer Science 2018-09-14 Siddharth Patel , Mohammad Rasouli , Junjie Qin , Ram Rajagopal

We propose a hierarchical local electricity market (LEM) at the primary and secondary feeder levels in a distribution grid, to optimally coordinate and schedule distributed energy resources (DER) and provide valuable grid services like…

Systems and Control · Electrical Eng. & Systems 2023-12-04 Vineet Jagadeesan Nair , Anuradha Annaswamy

This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…

Systems and Control · Electrical Eng. & Systems 2022-06-27 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

We present a new model for the electricity spot price dynamics, which is able to capture seasonality, low-frequency dynamics and the extreme spikes in the market. Instead of the usual purely deterministic trend we introduce a non-stationary…

Applications · Statistics 2012-01-06 Fred Espen Benth , Claudia Klüppelberg , Gernot Müller , Linda Vos

In this paper, we use a newly constructed dataset to study the geographic distribution of fuel price across the US at a very high resolution. We study the influence of socio-economic variables through different and complementary statistical…

Applications · Statistics 2019-11-22 Antonin Bergeaud , Juste Raimbault

This two-part paper considers the day-ahead operational planning problem of a radial distribution network hosting Distributed Energy Resources (DERs), such as Solar Photovoltaic (PV) and Electric Vehicles (EVs). In Part I, we develop a…

Optimization and Control · Mathematics 2019-06-05 Panagiotis Andrianesis , Michael Caramanis

Quantity and price risks are key uncertainties market participants face in electricity markets with increased volatility, for instance, due to high shares of renewables. From day ahead until real-time, there is a large variation in the best…

Methodology · Statistics 2025-02-21 Paul E. Seifert , Emil Kraft , Steffen Bakker , Stein-Erik Fleten

The increasing penetration of renewable energy in recent years has led to more uncertainties in power systems. In order to maintain system reliability and security, electricity market operators need to keep certain reserves in the…

Optimization and Control · Mathematics 2015-12-21 Hongxing Ye , Zuyi Li

The price of electricity is far more volatile than that of other commodities normally noted for extreme volatility. The possibility of extreme price movements increases the risk of trading in electricity markets. However, underlying the…

Statistical Mechanics · Physics 2008-12-02 Rafal Weron

Due to increased penetration of renewable resources in the distribution grid, the distribution system operator (DSO) faces increased challenges to maintain security and quality of supply. Since, a large proportion of renewables are…

Systems and Control · Electrical Eng. & Systems 2021-08-10 Ankur Majumdar , Omid Alizadeh-Mousavi

The issue of voltage variations caused by integration of renewables has been addressed in this paper through distributed management of Microgrids (MGs). The distribution network (DN) takes the network losses and voltage quality as…

Systems and Control · Electrical Eng. & Systems 2022-02-22 Tao Xu , Lemeng Liang , Zuozheng Liu , Rujing Wang , Lingxu Guo

The price of electricity is far more volatile than that of other commodities normally noted for extreme volatility. Demand and supply are balanced on a knife-edge because electric power cannot be economically stored, end user demand is…

Condensed Matter · Physics 2009-11-07 Rafal Weron

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…

Statistical Finance · Quantitative Finance 2025-07-23 Katarzyna Maciejowska , Bartosz Uniejewski , Rafał Weron

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

Less than truckload shipping plays a critical role in modern supply chains by consolidating freight from multiple shippers into shared vehicles. Despite its operational flexibility and potential sustainability benefits, the LTL sector faces…

Optimization and Control · Mathematics 2025-11-12 Tiankuo Zhang , Paria Nourmohammadi , Sixtine Guerin , Benoit Montreuil , Alan Erera

This paper analyzes stability conditions for wholesale electricity markets under real-time retail pricing and realistic consumption models with memory, which explicitly take into account previous electricity prices and consumption levels.…

Systems and Control · Computer Science 2017-02-21 Datong P. Zhou , Mardavij Roozbehani , Munther A. Dahleh , Claire J. Tomlin

To the best of our knowledge, this paper proposes for the first time a design of a continuous local flexibility market that explicitly considers network constraints. Continuous markets are expected to be the most appropriate design option…

Optimization and Control · Mathematics 2022-10-12 Eléa Prat , Lars Herre , Jalal Kazempour , Spyros Chatzivasileiadis

We consider a high-dimensional dynamic pricing problem under non-stationarity, where a firm sells products to $T$ sequentially arriving consumers that behave according to an unknown demand model with potential changes at unknown times. The…

Methodology · Statistics 2023-03-21 Zifeng Zhao , Feiyu Jiang , Yi Yu , Xi Chen

Future electricity distribution grids will host a considerable share of the renewable energy sources needed for enforcing the energy transition. Demand side management mechanisms play a key role in the integration of such renewable energy…

Systems and Control · Computer Science 2019-04-16 José Horta , Eitan Altman , Mathieu Caujolle , Daniel Kofman , David Menga