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Related papers: Risk- and Variance-Aware Electricity Pricing

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The operation of power systems has become more challenging due to feed-in of volatile renewable energy sources. Chance-constrained optimal power flow (ccOPF) is one possibility to explicitly consider volatility via probabilistic…

Optimization and Control · Mathematics 2018-06-15 Tillmann Mühlpfordt , Veit Hagenmeyer , Timm Faulwasser

This chapter presents recent solutions to the optimal power flow (OPF) problem in the presence of renewable energy sources (RES), {such} as solar photo-voltaic and wind generation. After introducing the original formulation of the problem,…

Optimization and Control · Mathematics 2019-05-27 Mohammadreza Chamanbaz , Fabrizio Dabbene , Constantino Lagoa

Higher levels of renewable electricity generation increase uncertainty in power system operation. To ensure secure system operation, new tools that account for this uncertainty are required. In this paper, we formulate a chance-constrained…

Optimization and Control · Mathematics 2019-05-07 Line Roald , Göran Andersson

We develop a tractable equilibrium model for price formation in intraday electricity markets in the presence of intermittent renewable generation. Using stochastic control theory, we identify the optimal strategies of agents with market…

Pricing of Securities · Quantitative Finance 2021-07-01 Olivier Féron , Peter Tankov , Laura Tinsi

Electricity market price predictions enable energy market participants to shape their consumption or supply while meeting their economic and environmental objectives. By utilizing the basic properties of the supply-demand matching process…

Applications · Statistics 2019-06-11 Ana Radovanovic , Tommaso Nesti , Bokan Chen

We propose a data-driven method to solve a stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The objective is to determine power schedules for controllable devices in a power…

Optimization and Control · Mathematics 2018-01-22 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler Summers

Reliability Options are capacity remuneration mechanisms aimed at enhancing security of supply in electricity systems. They can be framed as call options on electricity sold by power producers to System Operators. This paper provides a…

Pricing of Securities · Quantitative Finance 2019-09-13 Luisa Andreis , Maria Flora , Fulvio Fontini , Tiziano Vargiolu

Electricity price prediction plays a vital role in energy storage system (ESS) management. Current prediction models focus on reducing prediction errors but overlook their impact on downstream decision-making. So this paper proposes a…

Machine Learning · Computer Science 2023-05-02 Linwei Sang , Yinliang Xu , Huan Long , Qinran Hu , Hongbin Sun

Optimal scheduling of batteries has significant potential to reduce electricity costs and to enhance grid resilience. However, effective battery scheduling must account for both physical constraints as well as uncertainties in consumption…

Optimization and Control · Mathematics 2026-04-01 Janik Pinter , Maximilian Beichter , Ralf Mikut , Veit Hagenmeyer , Frederik Zahn

This paper proposes a disturbance-observer-based control (DOBC) scheme for frequency and voltage regulation for a renewable energy sources (RES) integrated power systems. The proposed approach acts a feed-forward control which improves the…

Systems and Control · Electrical Eng. & Systems 2022-06-03 Himanshu Grover , Ashu Verma , T. S. Bhatti

The integration of renewable energy resources (RES) in the power grid can reduce carbon intensity, but also presents certain challenges. The uncertainty and intermittent nature of RES emphasize the need for flexibility in power systems.…

Systems and Control · Electrical Eng. & Systems 2025-04-18 Shijie Pan , Gerrit Rolofs , Luca Pontecorvi , Charalambos Konstantinou

Flexible demand response (DR) resources can be leveraged to accommodate the stochasticity of some distributed energy resources. This paper develops an online learning approach that continuously estimates price sensitivities of residential…

Systems and Control · Computer Science 2020-04-28 Robert Mieth , Yury Dvorkin

Electric power grids regularly experience uncertain fluctuations from load demands and renewables, which poses a risk of violating operational limits designed to safeguard the system. In this paper, we consider the robust AC OPF problem…

Optimization and Control · Mathematics 2021-04-13 Dongchan Lee , Konstantin Turitsyn , Daniel K. Molzahn , Line A. Roald

The intermittent nature of the renewable energies increases the operation costs of conventional generators. As the share of energy supplied by renewable sources increases, these costs also increase. In this paper, we quantify these costs by…

Systems and Control · Computer Science 2018-02-26 Ashkan Zeinalzadeh , Donya Ghavidel , Vijay Gupta

The multi-period dynamics of energy storage (ES), intermittent renewable generation and uncontrollable power loads, make the optimization of power system operation (PSO) challenging. A multi-period optimal PSO under uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-07-22 Ren Hu , Qifeng Li

With more renewable energy sources (RES) integrated into the power system, the intermittency of RES places a heavy burden on the system. The uncertainty of RES is traditionally handled by controllable generators to balance the real time…

Systems and Control · Electrical Eng. & Systems 2024-12-25 Tian Liu , Su Wang , Danny H. K. Tsang

Designing robust algorithms for the optimal power flow (OPF) problem is critical for the control of large-scale power systems under uncertainty. The chance-constrained OPF (CCOPF) problem provides a natural formulation of the trade-off…

Optimization and Control · Mathematics 2025-01-23 Eli Brock , Haixiang Zhang , Javad Lavaei , Somayeh Sojoudi

This paper introduces a novel approach to addressing uncertainty and associated risks in power system management, focusing on the discrepancies between forecasted and actual values of load demand and renewable power generation. By employing…

Optimization and Control · Mathematics 2024-08-12 Rene Carmona , Ronnie Sircar , Xinshuo Yang

High-level penetration of intermittent renewable energy sources (RESs) has introduced significant uncertainties into modern power systems. In order to rapidly and economically respond to the fluctuations of power system operating state,…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Pengfei Wu , Chen Chen , Dexiang Lai , Jian Zhong

With an increasing high penetration of solar photovoltaic generation in electric power grids, voltage phasors and branch power flows experience more severe fluctuations. In this context, probabilistic power flow (PPF) study aims at…

Systems and Control · Electrical Eng. & Systems 2022-05-03 Kejun Chen , Yu Zhang
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