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Related papers: Optimal Storage Control for Dynamic Pricing

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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

In pursuit of a more sustainable and cost-efficient last mile, parcel lockers have gained a firm foothold in the parcel delivery landscape. To fully exploit their potential and simultaneously ensure customer satisfaction, successful…

Artificial Intelligence · Computer Science 2024-09-13 Daniela Sailer , Robert Klein , Claudius Steinhardt

This paper proposes a novel energy storage price arbitrage algorithm combining supervised learning with dynamic programming. The proposed approach uses a neural network to directly predicts the opportunity cost at different energy storage…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Ningkun Zheng , Xiaoxiang Liu , Bolun Xu , Yuanyuan Shi

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

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

Since the 1990s, widespread introduction of central (wholesale) electricity markets has been seen across multiple continents, driven by the search for efficient operation of the power grid through competition. The increase of renewables has…

Systems and Control · Electrical Eng. & Systems 2025-10-15 Pål Forr Austnes , Matthieu Jacobs , Lu Wang , Mario Paolone

The integration of large shares of electricity produced by non-dispatchable Renewable Energy Sources (RES) leads to an increasingly volatile energy generation side, with temporary local overproduction. The application of energy storage…

Optimization and Control · Mathematics 2016-03-14 Lars Siemer , Frank Schöpfer , David Kleinhans

We investigate the profitability and risk of energy storage arbitrage in electricity markets under price uncertainty, exploring both robust and chance-constrained optimization approaches. We analyze various uncertainty representations,…

Optimization and Control · Mathematics 2025-01-16 Yiqian Wu , Bolun Xu , James Anderson

Grid-connected hybrid renewable power systems with energy storage can reduce the intermittency of renewable power supply. However, emerging energy storage technologies need improvement to compete with lithium-ion batteries and reduce the…

Systems and Control · Electrical Eng. & Systems 2023-11-29 Sleiman Farah , Gorm Bruun Andresen

In this paper we formulate an optimization approach to schedule electrical loads given a short term prediction of time-varying power production and the ability to store only a limited amount of electrical energy. The proposed approach is…

Optimization and Control · Mathematics 2016-11-15 Raymond A. de Callafon , Abdulelah H. Habib , Jan Kleissl

In this paper, we propose a high-level Stochastic steady-state model to analyze the value of co-located energy storage systems for wind power producers that participate in an electricity market through Forward or Day Ahead contracts. In…

Systems and Control · Electrical Eng. & Systems 2022-07-27 Tomas Valencia Zuluaga , Shmuel S. Oren

The increasing deployment of end use power resources in distribution systems created active distribution systems. Uncontrolled active distribution systems exhibit wide variations of voltage and loading throughout the day as some of these…

Systems and Control · Electrical Eng. & Systems 2022-08-01 Matthew Lau , Kayla Thames , Sakis Meliopoulos

High variability of solar PV and sudden changes in load (e.g., electric vehicles and storage) can lead to large voltage fluctuations in the distribution system. In recent years, a number of controllers have been designed to optimize voltage…

Systems and Control · Electrical Eng. & Systems 2025-09-15 Wenqi Cui , Yiheng Xie , Steven Low , Adam Wierman , Baosen Zhang

In this report, several control strategies for microgrids with renewable energy resources and battery energy storage systems are proposed. Renewable energy has the potential to reduce global carbon emissions, while higher penetration of…

Systems and Control · Electrical Eng. & Systems 2019-11-07 Wenhao Zhuo

Energy storage can facilitate the integration of renewable energy resources by providing arbitrage and ancillary services. Jointly optimizing energy and ancillary services in a centralized electricity market reduces the system's operating…

Storage is expected to be a critical source of firming in low-carbon grids. A common concern raised from ex-post assessments is that storage resources can fail to respond to strong price signals during times of scarcity. While commonly…

Optimization and Control · Mathematics 2023-02-20 Ogun Yurdakul , Farhad Billimoria

Fueled by the rapid development of communication networks and sensors in portable devices, today many mobile users are invited by content providers to sense and send back real-time useful information (e.g., traffic observations and sensor…

Information Theory · Computer Science 2019-04-04 Xuehe Wang , Lingjie Duan

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

We study the joint scheduling of behind-the-meter distributed energy resources (DERs), including flexible loads, renewable generation, and battery energy storage systems, under net energy metering tariffs with demand charges. The problem is…

Systems and Control · Electrical Eng. & Systems 2026-01-07 Ruixiao Yang , Gulai Shen , Ahmed S. Alahmed , Chuchu Fan

A central challenge in using price signals to coordinate the electricity consumption of a group of users is the operator's lack of knowledge of the users due to privacy concerns. In this paper, we develop a two-time-scale incentive…

Computer Science and Game Theory · Computer Science 2024-04-01 Jiayi Li , Matthew Motoki , Baosen Zhang
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