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Efficiently integrating renewable resources into electricity markets is vital for addressing the challenges of matching real-time supply and demand while reducing the significant energy wastage resulting from curtailments. To address this…

Machine Learning · Computer Science 2024-06-21 Ciaran O'Connor , Joseph Collins , Steven Prestwich , Andrea Visentin

In this paper, we present the use of Model Predictive Control (MPC) based on Reinforcement Learning (RL) to find the optimal policy for a multi-agent battery storage system. A time-varying prediction of the power price and production-demand…

Systems and Control · Electrical Eng. & Systems 2021-06-08 A. Bahari Kordabad , W. Cai , S. Gros

We study how storage, operating as a price maker within a market environment, may be optimally operated over an extended period of time. The optimality criterion may be the maximisation of the profit of the storage itself, where this profit…

Optimization and Control · Mathematics 2016-06-20 James Cruise , Lisa Flatley , Stan Zachary

This paper presents an analytical method for calculating the operational value of an energy storage device under multi-stage price uncertainties. Our solution calculates the storage value function from price distribution functions directly…

Optimization and Control · Mathematics 2024-03-29 Bolun Xu , Audun Botterud , Magnus Korpas

We present an online stochastic model predictive control framework for demand charge management for a grid-connected consumer with attached electrical energy storage. The consumer we consider must satisfy an inflexible but stochastic…

Systems and Control · Electrical Eng. & Systems 2020-07-07 Benjamin Flamm , Guillermo Ramos , Annika Eichler , John Lygeros

Energy storage resources must consider both price uncertainties and their physical operating characteristics when participating in wholesale electricity markets. This is a challenging problem as electricity prices are highly volatile, and…

Machine Learning · Computer Science 2023-06-02 Yousuf Baker , Ningkun Zheng , Bolun Xu

This work proposes an optimal power management strategy for shipboard microgrids equipped with diesel generators and a battery energy storage system. The optimization provides both the unit commitment and the optimal power dispatch of all…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Fabio D'Agostino , Marco Gallo , Matteo Saviozzi , Federico Silvestro

In response to the increasing deployment of battery storage systems for cost reduction and grid stress mitigation, this study presents the development of a new real-time Markov decision process model to efficiently schedule battery systems…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Hussein Sharadga , Ahmad Dawahdeh , Golbon Zakeri , Abdullah Hayajneh , Geoff Pritchard

We consider the coupled problems of optimal thermostat programming and optimal pricing of electricity. Our framework consists of a single user and a single provider (a regulated utility). The provider sets prices for the user, who pays for…

Optimization and Control · Mathematics 2015-04-16 Reza Kamyar , Matthew M. Peet

The provision of renewable electricity is the foundation for a sustainable future. To achieve the goal of sustainable renewable energy, Battery Energy Storage Systems (BESS) could play a key role to counteract the intermittency of solar and…

Trading and Market Microstructure · Quantitative Finance 2025-09-29 Luis van Sandbergen

Flexible load at the demand-side has been regarded as an effective measure to cope with volatile distributed renewable generations. To unlock the demand-side flexibility, this paper proposes a peer-to-peer energy sharing mechanism that…

Optimization and Control · Mathematics 2021-09-09 Yue Chen , Wei Wei , Mingxuan Li , Laijun Chen , João P. S. Catalão

Users can arbitrage against Time-of-Use (ToU) pricing with storage by charging in off-peak period and discharge in peak periods. In this paper we design the optimal control policy and the solve optimal investment for general ToU scheme. We…

Systems and Control · Electrical Eng. & Systems 2019-11-12 Zhiqi Wang , Kui Wang , Yang Yu , Chenye Wu

An important revenue stream for electric battery operators is often arbitraging the hourly price spreads in the day-ahead auction. The optimal approach to this is challenging if risk is a consideration as this requires the estimation of…

Applications · Statistics 2021-09-01 Ekaterina Abramova , Derek Bunn

This study investigates two models of varying complexity for optimizing intraday arbitrage energy trading of a battery energy storage system using a model predictive control approach. Scenarios reflecting different stages of the system's…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Martin Cornejo , Melina Graner , Holger Hesse , Andreas Jossen

We consider the problem of optimal charging/discharging of a bank of heterogenous battery units, driven by stochastic electricity generation and demand processes. The batteries in the battery bank may differ with respect to their…

Machine Learning · Computer Science 2021-09-16 Vivek Deulkar , Jayakrishnan Nair

Previous works suggested the use of Branch and Bound techniques for finding the optimal allocation in (multi-unit) combinatorial auctions. They remarked that Linear Programming could provide a good upper-bound to the optimal allocation, but…

Computer Science and Game Theory · Computer Science 2007-05-23 Rica Gonen , Daniel Lehmann

We consider joint energy storage management and load scheduling at a residential site with integrated renewable generation. Assuming unknown arbitrary dynamics of renewable source, loads, and electricity price, we aim at optimizing the load…

Systems and Control · Computer Science 2018-12-21 Tianyi Li , Min Dong

The use of energy storage to balance electric grids is increasing and, with it, the importance of operational optimisation from the twin viewpoints of cost and system stability. In this paper we assess the real option value of balancing…

Optimization and Control · Mathematics 2016-10-19 John Moriarty , Jan Palczewski

This work seeks to quantify the benefits of using energy storage toward the reduction of the energy generation cost of a power system. A two-fold optimization framework is provided where the first optimization problem seeks to find the…

Systems and Control · Electrical Eng. & Systems 2020-10-06 Yue Shen , Maxim Bichuch , Enrique Mallada

Modern power grids combine conventional generators with distributed energy resource (DER) generators in response to concerns over climate change and long-term energy security. Due to the intermittent nature of DERs, different types of…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Ramkrishna Mishan , Matthew Egan , Mohammed Ben-Idris , Hanif Livani