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Related papers: Optimal Storage Control for Dynamic Pricing

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Demand response has been implemented by distribution system operators to reduce peak demand and mitigate contingency issues on distribution lines and substations. Specifically, the campus based commercial buildings make the major…

Optimization and Control · Mathematics 2018-12-21 Zheming Liang , Desong Bian , Xiaohu Zhang , Di Shi , Ruisheng Diao , Zhiwei Wang

We consider a seller who offers services to a buyer with multi-unit demand. Prior to the realization of demand, the buyer receives a noisy signal of their future demand, and the seller can design contracts based on the reported value of…

Theoretical Economics · Economics 2025-02-13 Dirk Bergemann , Michael C. Wang

We introduce StoDynProg, a small library created to solve Optimal Control problems arising in the management of Renewable Power Sources, in particular when coupled with an Energy Storage System. The library implements generic Stochastic…

Systems and Control · Computer Science 2014-04-28 Pierre Haessig , Thibaut Kovaltchouk , Bernard Multon , Hamid Ben Ahmed , Stéphane Lascaud

We study an online dynamic pricing problem where the potential demand at each time period $t=1,2,\ldots, T$ is stochastic and dependent on the price. However, a perishable inventory is imposed at the beginning of each time $t$, censoring…

Machine Learning · Statistics 2026-01-26 Jianyu Xu , Yining Wang , Xi Chen , Yu-Xiang Wang

Further electrification of the economy is expected to sharpen ramp rates and increase peak loads. Flexibility from the demand side, which new technologies might facilitate, can help these operational challenges. Electric utilities have…

Systems and Control · Electrical Eng. & Systems 2025-07-10 Lane D. Smith , Daniel S. Kirschen

We consider a manufacturing plant that purchases raw materials for product assembly and then sells the final products to customers. There are M types of raw materials and K types of products, and each product uses a certain subset of raw…

Optimization and Control · Mathematics 2010-04-06 Michael J. Neely , Longbo Huang

Since the electricity bill of a data center constitutes a significant portion of its overall operational costs, reducing this has become important. We investigate cost reduction opportunities that arise by the use of uninterrupted power…

Performance · Computer Science 2011-03-22 Rahul Urgaonkar , Bhuvan Urgaonkar , Michael J. Neely , Anand Sivasubramaniam

Energy storage can absorb variability from the rising number of wind and solar power producers. Storage is different from the conventional generators that have traditionally balanced supply and demand on fast time scales due to its hard…

Computer Science and Game Theory · Computer Science 2015-07-02 Josh A. Taylor , Johanna L. Mathieu , Duncan S. Callaway , Kameshwar Poolla

This paper proposes online algorithms for dynamic matching markets in power distribution systems, which at any real-time operation instance decides about matching -- or delaying the supply of -- flexible loads with available renewable…

Systems and Control · Electrical Eng. & Systems 2020-07-17 Deepan Muthirayan , Masood Parvania , Pramod P. Khargonekar

Inventory management problems with periodic and controllable resets occur in the context of managing water storage in the developing world and retailing limited-time availability products. In this paper, we consider a set of sequential…

Optimization and Control · Mathematics 2022-09-09 Yoon Lee , Yonatan Mintz , Anil Aswani , Zuo-Jun Max Shen , Cong Yang

We propose in this paper an optimal control framework for renewable energy communities (RECs) equipped with controllable assets. Such RECs allow its members to exchange production surplus through an internal market. The objective is to…

Systems and Control · Electrical Eng. & Systems 2024-02-27 Samy Aittahar , Adrien Bolland , Guillaume Derval , Damien Ernst

This paper studies how to maximize a spectrum database operator's expected revenue in sharing spectrum to secondary users, through joint pricing and admission control of spectrum resources. A unique feature of our model is the consideration…

Networking and Internet Architecture · Computer Science 2016-04-08 Changkun Jiang , Lingjie Duan , Jianwei Huang

We study the optimal trading policies for a wind energy producer who aims to sell the future production in the open forward, spot, intraday and adjustment markets, and who has access to imperfect dynamically updated forecasts of the future…

Trading and Market Microstructure · Quantitative Finance 2016-10-17 Zongjun Tan , Peter Tankov

We propose and solve a stochastic dynamic programming (DP) problem addressing the optimal provision of regulation service reserves (RSR) by controlling dynamic demand preferences in smart buildings. A major contribution over past dynamic…

Systems and Control · Computer Science 2017-07-26 Bowen Zhang , Michael C. Caramanis , John Baillieul

Dynamic pricing schemes were introduced as an alternative to posted-price mechanisms. In contrast to static models, the dynamic setting allows to update the prices between buyer-arrivals based on the remaining sets of items and buyers, and…

Computer Science and Game Theory · Computer Science 2022-04-27 Kristóf Bérczi , Erika R. Bérczi-Kovács , Evelin Szögi

Demand response (DR) has been demonstrated to be an effective method for reducing peak load and mitigating uncertainties on both the supply and demand sides of the electricity market. One critical question for DR research is how to…

Machine Learning · Computer Science 2023-06-27 Jun Song , Chaoyue Zhao

This paper proposes an agent-based model that combines both spot and balancing electricity markets. From this model, we develop a multi-agent simulation to study the integration of the consumers' flexibility into the system. Our study…

Systems and Control · Computer Science 2018-02-13 Florian Kühnlenz , Pedro H. J. Nardelli , Santtu Karhinen , Rauli Svento

Energy storage technologies are key to improving grid flexibility in the presence of increasing amounts of intermittent renewable generation. We propose an insurance contract that suitably compensates energy storage systems for providing…

Systems and Control · Electrical Eng. & Systems 2020-11-23 Nayara Aguiar , Vijay Gupta

This paper proposes a hybrid approach to optimal day-ahead pricing for demand response management. At the customer-side, compared with the existing work, a detailed, comprehensive and complete energy management system, which includes all…

Systems and Control · Computer Science 2015-10-29 Fan-Lin Meng , Xiao-Jun Zeng

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