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Related papers: Risk- and Variance-Aware Electricity Pricing

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This paper studies risk in a stochastic auction which facilitates the integration of renewable generation in electricity markets. We model market participants who are risk averse and reflect their risk aversion through coherent risk…

Optimization and Control · Mathematics 2020-05-01 Ryan Cory-Wright , Golbon Zakeri

To figure out the stability issues brought by renewable energy sources (RES) with non-Gaussian uncertainties in isolated microgrids, this paper proposes a chance constrained stability constrained optimal power flow (CC-SC-OPF) model.…

Systems and Control · Electrical Eng. & Systems 2023-02-07 Jun Wang , Yue Song , David John Hill , Yunhe Hou , Feilong Fan

We propose an enhancement to wholesale electricity markets whereby the exposure of consumers to increasingly large and volatile consumer payments arising as a byproduct of volatile real-time net loads -- i.e., loads minus renewable outputs…

Optimization and Control · Mathematics 2024-08-13 Daniel Bienstock , Yury Dvorkin , Cheng Guo , Robert Mieth , Jiayi Wang

This paper presents a scalable method for improving the solutions of AC Optimal Power Flow (AC OPF) with respect to deviations in predicted power injections from wind and other uncertain generation resources. The focus of the paper is on…

Systems and Control · Computer Science 2019-01-10 Miles Lubin , Yury Dvorkin , Line Roald

Wind power is playing an increasingly important role in electricity markets. However, it's inherent variability and uncertainty cause operational challenges and costs as more operating reserves are needed to maintain system reliability.…

Optimization and Control · Mathematics 2016-03-01 Yishen Wang , Zhi Zhou , Cong Liu , Audun Botterud

Addressing the uncertainty introduced by increasing renewable integration is crucial for secure power system operation, yet capturing it while preserving the full nonlinear physics of the grid remains a significant challenge. This paper…

Systems and Control · Electrical Eng. & Systems 2025-10-06 Ghulam Mohy-ud-din , Yunqi Wang , Rahmat Heidari , Frederik Geth

The integration of large-scale renewable generation has major implications on the operation of power systems, two of which we address in this work. First, system operators have to deal with higher degrees of uncertainty due to forecast…

Systems and Control · Computer Science 2019-06-17 Andreas Venzke , Lejla Halilbasic , Adelie Barre , Line Roald , Spyros Chatzivasileiadis

Optimal Power Flow (OPF) dispatches controllable generation at minimum cost subject to operational constraints on generation and transmission assets. The uncertainty and variability of intermittent renewable generation is challenging…

Optimization and Control · Mathematics 2015-11-24 Miles Lubin , Yury Dvorkin , Scott Backhaus

This is the second part of a two-part paper on data-based distributionally robust stochastic optimal power flow (OPF). The general problem formulation and methodology have been presented in Part I [1]. Here, we present extensive numerical…

Optimization and Control · Mathematics 2018-10-29 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler H. Summers

With the fast growth of wind power penetration, power systems need additional flexibility to cope with wind power ramping. Several electricity markets have established requirements for flexible ramping capacity (FRC) reserves. This paper…

Physics and Society · Physics 2017-12-05 Zhiwen Wang , Chen Shen , Feng Liu , Jianhui Wang , Xiangyu Wu

This paper focuses on the problem of energy imbalance management in amicrogrid. The problem is investigated from the power market perspective. Unlike the traditional power grid, a microgrid can obtain extra energy froma renewable energy…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Wei-Yu Chiu , Hongjian Sun , H. Vincent Poor

The growing penetration of distributed energy resources (DERs) is leading to continually changing operating conditions, which need to be managed efficiently by distribution grid operators. The intermittent nature of DERs such as solar…

Systems and Control · Electrical Eng. & Systems 2022-07-21 Kshitij Girigoudar , Ashley M. Hou , Line A. Roald

Chance constrained optimal power flow (OPF) has been recognized as a promising framework to manage the risk from variable renewable energy (VRE). In presence of VRE uncertainties, this paper discusses a distributionally robust chance…

Optimization and Control · Mathematics 2018-05-01 Chao Duan , Wanliang Fang , Lin Jiang , Li Yao , Jun Liu

Owing to the potential higher energy supply efficiency and operation flexibility, integrated energy system (IES), which usually includes electric power, gas and heating/cooling systems, is considered as one of the primary forms of energy…

Systems and Control · Electrical Eng. & Systems 2021-04-23 Ang Xuan , Xinwei Shen , Qinglai Guo , Hongbin Sun

Increasing wind turbines (WT) penetration and low carbon demand can potentially lead to two different flow peaks, generation and load, within distribution networks. This will not only constrain WT penetration but also pose serious threats…

Optimization and Control · Mathematics 2018-02-13 Xiao Yanchi , Bruce Vargas , Mohammd Hamdi

High penetration of renewable generation poses great challenge to power system operation due to its uncertain nature. In droop-controlled microgrids, the voltage volatility induced by renewable uncertainties is aggravated by the high droop…

Systems and Control · Electrical Eng. & Systems 2020-11-02 Tianlun Chen , David J. Hill , Yue Song , Albert Y. S. Lam

AC/multi-terminal DC (MTDC) hybrid power systems have emerged as a solution for the large-scale and longdistance accommodation of power produced by renewable energy systems (RESs). To ensure the optimal operation of such hybrid power…

Optimization and Control · Mathematics 2024-09-26 Haixiao Li , Aleksandra Lekić

Incorporating Renewable Energy Sources (RES) incurs a high level of uncertainties to electric power systems. This level of uncertainties makes the conventional energy management methods inefficient and jeopardizes the security of…

Optimization and Control · Mathematics 2019-10-17 Mohammad Rasoul Narimani , Ali Azizivahed , Ehsan Naderi

The interplay between risk aversion and financial derivatives has received increasing attention since the advent of electricity market liberalization. One important challenge in this context is how to develop economically efficient and…

General Economics · Economics 2022-06-06 Arega Getaneh Abate , Rossana Riccardi , Carlos Ruiz

Integrating renewable energy into the power grid requires intelligent risk-aware dispatch accounting for the stochastic availability of renewables. Toward achieving this goal, a robust DC optimal flow problem is developed in the present…

Optimization and Control · Mathematics 2013-10-29 Yu Zhang , Georgios B. Giannakis