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With the rapidly increased penetration of renewable generations, incentive-based demand side management (DSM) shows great value on alleviating the uncertainty and providing flexibility for microgrid. However, how to price those demand…

Optimization and Control · Mathematics 2019-08-06 Zhaohao Ding , Feng Zhu , Yajing Wang , Ying Lu , Lizi Zhang

The design of integrated mobility-on-demand services requires jointly considering the interactions between traveler choice behavior and operators' operation policies to design a financially sustainable pricing scheme. However, most existing…

General Economics · Economics 2020-06-09 Tai-Yu Ma , Sylvain Klein

In this paper we introduce the problem of dynamic pricing of power for smart-grid networks. This is studied within a network utility maximization (NUM) framework in a deterministic setting with a single provider, multiple users and a finite…

Systems and Control · Computer Science 2015-03-20 Qingsi Wang , Mingyan Liu , Rahul Jain

The rapid expansion of data center infrastructure is reshaping power system dynamics by significantly increasing electricity demand while also offering potential for fast and controllable flexibility. To ensure reliable operation under such…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Pengyu Ren , Wei Sun , Yifan Wang , Gareth Harrison

Electricity markets are experiencing a rapid increase in energy storage unit participation. Unlike conventional generation resources, quantifying the competitive operation and identifying if a storage unit is exercising market power is…

Systems and Control · Electrical Eng. & Systems 2025-01-16 Yiqian Wu , Bolun Xu , James Anderson

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

The continuous introduction of renewable electricity and increased consumption through electrification of the transport and heating sector challenges grid stability. This study investigates load shifting through demand side management as a…

Systems and Control · Electrical Eng. & Systems 2023-07-04 Simon Thorsteinsson , Alex Arash Sand Kalaee , Pierre Vogler-Finck , Henrik Lund Stærmose , Ivan Katic , Jan Dimon Bendtsen

The rapid proliferation of distributed energy resources (DERs) and the electrification of residential loads offer significant potential for grid flexibility but pose stability challenges under static pricing regimes. Specifically, high…

Optimization and Control · Mathematics 2026-05-11 Xinyang Zhou , Jing Shang , Andrey Bernstein , Stefan Wager , Moody Saleh , Lara Pierpoint

Motivated by real-world applications such as rental and cloud computing services, we investigate pricing for reusable resources. We consider a system where a single resource with a fixed number of identical copies serves customers with…

Optimization and Control · Mathematics 2025-06-24 Santiago R. Balseiro , Will Ma , Wenxin Zhang

This note aims to provide a systematic investigation of direct data-driven control, enriching the existing literature not by adding another isolated result, but rather by offering a unifying, versatile, and broad framework that enables the…

Systems and Control · Electrical Eng. & Systems 2025-08-11 Nima Monshizadeh , Claudio De Persis , Pietro Tesi

We present an online stochastic model predictive control framework for demand charge management for a grid-connected consumer with attached electrical energy storage. The consumer we consider must satisfy an inflexible but stochastic…

Systems and Control · Electrical Eng. & Systems 2020-07-07 Benjamin Flamm , Guillermo Ramos , Annika Eichler , John Lygeros

We consider a profit maximization problem in an urban mobility on-demand service, of which the operator owns a fleet, provides both exclusive and shared trip services, and dynamically determines prices of offers. With knowledge of the…

Optimization and Control · Mathematics 2018-02-13 Han Qiu , Ruimin Li , Jinhua Zhao

This paper presents a new dynamic pricing model (a.k.a. real-time pricing) that reflects startup costs of generators. Dynamic pricing, which is a method to control demand by pricing electricity at hourly (or more often) intervals, has been…

Optimization and Control · Mathematics 2014-03-06 Naoki Ito , Akiko Takeda , Toru Namerikawa

To enable an efficient electricity market, a good pricing scheme is of vital importance. Among many practical schemes, customized pricing is commonly believed to be able to best exploit the flexibility in the demand side. However, due to…

Computational Engineering, Finance, and Science · Computer Science 2019-12-13 Jingshi Cui , Haoxiang Wang , Chenye Wu , Yang Yu

Large scale electricity storage is set to play an increasingly important role in the management of future energy networks. A major aspect of the economics of such projects is captured in arbitrage, i.e. buying electricity when it is cheap…

Optimization and Control · Mathematics 2015-05-25 James Cruise , Lisa Flatley , Richard Gibbens , Stan Zachary

The problem of dynamic pricing of electricity in a retail market is considered. A Stackelberg game is used to model interactions between a retailer and its customers; the retailer sets the day-ahead hourly price of electricity and consumers…

Optimization and Control · Mathematics 2016-03-01 Liyan Jia , Lang Tong

We propose an innovative data-driven option pricing methodology that relies exclusively on the dataset of historical underlying asset prices. While the dataset is rooted in the objective world, option prices are commonly expressed as…

Pricing of Securities · Quantitative Finance 2024-01-23 Min Dai , Hanqing Jin , Xi Yang

This work is motivated by our collaboration with a large consumer packaged goods (CPG) company. We have found that while the company appreciates the advantages of dynamic pricing, they deem it operationally much easier to plan out a static…

Data Structures and Algorithms · Computer Science 2020-11-24 Will Ma , David Simchi-Levi , Jinglong Zhao

Traditional pricing paradigms, once dominated by static models and rule-based heuristics, are increasingly being replaced by dynamic, data-driven approaches powered by machine learning algorithms. Despite their growing sophistication, most…

Machine Learning · Computer Science 2025-12-01 Marco Mussi , Marcello Restelli

The fast uptake of distributed energy resources (DERs) presents increasing challenges for managing hosting capacity in distribution networks. Existing solutions include direct load control, operating envelopes, and price-based control…

Systems and Control · Electrical Eng. & Systems 2026-02-16 Jiawei Zhang , Gregor Verbic , Frederik Geth , Mohsen Aldaadi , Rahmat Heidari , Julio Braslavsky