English
Related papers

Related papers: Optimal Storage Arbitrage under Net Metering using…

200 papers

We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward…

Probability · Mathematics 2008-12-10 Friedrich Hubalek , Jan Kallsen , Leszek Krawczyk

There is no question to the fact that electric vehicles (EVs) are the most viable solution to the climate change that the planet has long been combating. Along the same line, it is a salient subject to expand the availability of charging…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Seungmo Kim , Yeonho Jeong , Jae-Won Nam

Demand response services at the distribution level are emerging as enabling strategies for improving grid reliability in the presence of intermittent renewable generation and grid congestion. For residential loads, space heating and…

Optimization and Control · Mathematics 2025-05-22 Erhan Can Ozcan , Emiliano Dall'Anese , Ioannis Ch. Paschalidis

This article proposes an optimization problem formulation to find the optimal sizes of Photovoltaics (PV) and Battery Energy Storage Systems (BESS) for individual participants within the context of the Renewable Energy Community (REC). An…

Systems and Control · Electrical Eng. & Systems 2025-11-20 Vishal Kachhad , Amit Joshi , Luigi Glielmo

This paper presents a framework for optimizing the power allocation between a battery and supercapacitor in an electric vehicle energy storage system. A convex optimal control formulation is proposed that minimizes total energy consumption…

Optimization and Control · Mathematics 2020-09-14 Sebastian East , Mark Cannon

We examine some basic physics surrounding regenerative braking and air drag. First, we analyze under what conditions it becomes energetically favorable to use aggressive regenerative braking to reach a lower speed over ``coasting'' where…

Classical Physics · Physics 2021-06-29 L. Q. English , A. Mareno , Xuan-Lin Chen

In this paper, we consider the problem of dynamic programming when supremum terms appear in the objective function. Such terms can represent overhead costs associated with the underlying state variables. Specifically, this form of…

Optimization and Control · Mathematics 2017-08-15 Morgan Jones , Matthew M. Peet

This paper proposes a strategy to size a grid-connected photovoltaic plant coupled with a battery energy storage device within the \textit{capacity firming} specifications of the French Energy Regulatory Commission. In this context, the…

Optimization and Control · Mathematics 2021-09-01 Jonathan Dumas , Bertrand Cornélusse , Xavier Fettweis , Antonello Giannitrapani , Simone Paoletti , Antonio Vicino

When modeling energy storage systems, an essential question is how to account for the physical infeasibility of simultaneous charge and discharge. The use of complementarity constraints or of binary variables is common, but these…

Optimization and Control · Mathematics 2025-08-19 Eléa Prat , Richard Martin Lusby , Pierre Pinson

We consider the problem of power demand forecasting in residential micro-grids. Several approaches using ARMA models, support vector machines, and recurrent neural networks that perform one-step ahead predictions have been proposed in the…

Neural and Evolutionary Computing · Computer Science 2017-06-30 Riccardo Bonetto , Michele Rossi

The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and stochastic optimization have been used to make commitment and…

Optimization and Control · Mathematics 2023-09-18 Dimitris Bertsimas , Angelos G. Koulouras

With the rapid growth in renewable energy and battery storage technologies, there exists significant opportunity to improve energy efficiency and reduce costs through optimization. However, optimization algorithms must take into account the…

Optimization and Control · Mathematics 2019-02-19 Chaitanya Poolla , Abraham K. Ishihara , Rodolfo Milito

We model equilibrium allocations in a distribution network as the solution of a linear program (LP) which minimizes the cost of unserved demands across nodes in the network. The constraints in the LP dictate that once a given node's supply…

Optimization and Control · Mathematics 2017-06-20 Jose Blanchet , Juan Li , Marvin K. Nakayama

Energy storage systems (ESS) are pivotal component in the energy market, serving as both energy suppliers and consumers. ESS operators can reap benefits from energy arbitrage by optimizing operations of storage equipment. To further enhance…

Machine Learning · Computer Science 2023-10-24 Luolin Xiong , Yang Tang , Chensheng Liu , Shuai Mao , Ke Meng , Zhaoyang Dong , Feng Qian

We consider the problem of co-optimizing behind-the-meter (BTM) storage and flexible demands with BTM stochastic renewable generation. Under a generalized net energy metering (NEM) policy-NEM X, we show that the optimal co-optimization…

Systems and Control · Electrical Eng. & Systems 2024-05-01 Ahmed S. Alahmed , Lang Tong

Energy storage devices represent environmentally friendly candidates to cope with volatile renewable energy generation. Motivated by the increase in privately owned storage systems, this paper studies the problem of real-time control of a…

Optimization and Control · Mathematics 2019-03-28 Ahmed S. Zamzam , Bo Yang , Nicholas D. Sidiropoulos

It has been shown that the parallel Lattice Linear Predicate (LLP) algorithm solves many combinatorial optimization problems such as the shortest path problem, the stable marriage problem and the market clearing price problem. In this…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-11 Vijay K. Garg

This paper presents a dynamic pricing and energy management framework for electric vehicle (EV) charging service providers. To set the charging prices, the service providers faces three uncertainties: the volatility of wholesale electricity…

Signal Processing · Electrical Eng. & Systems 2018-01-10 Chao Luo , Yih-Fang Huang , Vijay Gupta

Developing effective control strategies for behind-the-meter energy storage to coordinate peak shaving and stacked services is essential for reducing electricity costs and extending battery lifetime in commercial buildings. This work…

Optimization and Control · Mathematics 2026-02-19 Emily Logan , Ning Qi , Bolun Xu

We study the price impact of storage facilities in electricity markets and analyze the long-term profitability of these facilities in prospective scenarios of energy transition. To this end, we begin by characterizing the optimal operating…

Mathematical Finance · Quantitative Finance 2024-10-17 Roxana Dumitrescu , Redouane Silvente , Peter Tankov