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Related papers: Robust Data-driven Profile-based Pricing Schemes

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Customers' load profiles are critical resources to support data analytics applications in modern power systems. However, there are usually insufficient historical load profiles for data analysis, due to the collection cost and data privacy…

Machine Learning · Computer Science 2024-02-14 Zhenyi Wang , Hongcai Zhang

This paper presents a data-driven inverse optimization (IO) approach to recover the marginal offer prices of generators in a wholesale energy market. By leveraging underlying market-clearing processes, we establish a closed-form…

Optimization and Control · Mathematics 2023-05-17 Zhirui Liang , Yury Dvorkin

The problem of data clustering is one of the most important in data analysis. It can be problematic when dealing with experimental data characterized by measurement uncertainties and errors. Our paper proposes a recursive scheme for…

Machine Learning · Computer Science 2024-01-12 Alicja Miniak-Górecka , Krzysztof Podlaski , Tomasz Gwizdałła

According to the fundamental theorems of welfare economics, any competitive equilibrium is Pareto efficient. Unfortunately, competitive equilibrium prices only exist under strong assumptions such as perfectly divisible goods and convex…

Computer Science and Game Theory · Computer Science 2023-05-24 Mete Şeref Ahunbay , Martin Bichler , Johannes Knörr

We introduce a new and highly tractable structural model for spot and derivative prices in electricity markets. Using a stochastic model of the bid stack, we translate the demand for power and the prices of generating fuels into electricity…

Pricing of Securities · Quantitative Finance 2015-05-27 Rene Carmona , Michael Coulon , Daniel Schwarz

The use of mobile phones has exploded over the past years,abundantly through the introduction of smartphones and the rapidly expanding use of mobile data. This has resulted in a spiraling problem of ensuring quality of service for users of…

Networking and Internet Architecture · Computer Science 2016-02-24 Eleni Rozaki

The popular K-means clustering algorithm potentially suffers from a major weakness for further analysis or interpretation. Some cluster may have disproportionately more (or fewer) points from one of the subpopulations in terms of some…

Machine Learning · Computer Science 2026-02-10 Guancheng Zhou , Haiping Xu , Hongkang Xu , Chenyu Li , Donghui Yan

In the restructured electricity industry, electricity pooling markets are an oligopoly with strategic producers possessing private information (private production cost function). We focus on pooling markets where aggregate demand is…

Computer Science and Game Theory · Computer Science 2014-10-07 Mohammad Rasouli , Demosthenis Teneketzis

Recently, chance-constrained stochastic electricity market designs have been proposed to address the shortcomings of scenario-based stochastic market designs. In particular, the use of chance-constrained market-clearing avoids trading off…

Optimization and Control · Mathematics 2021-06-14 Alvaro Gonzalez-Castellanos , Anton Hinneck , Robert Mieth , David Pozo , Yury Dvorkin

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

Electrification is contributing to substantial growth in U.S. commercial and industrial loads, but the cost and Scope 2 carbon emission implications of this load growth are opaque for both power consumers and utilities. This work describes…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Fletcher T. Chapin , Akshay K. Rao , Adhithyan Sakthivelu , Carson I. Tucker , Eres David , Casey S. Chen , Erin Musabandesu , Meagan S. Mauter

We consider a revenue maximization model, in which a company aims at designing a menu of contracts, given a population of customers. A standard approach consists in constructing an incentive-compatible continuum of contracts, i.e., a menu…

Optimization and Control · Mathematics 2023-03-31 Quentin Jacquet , Wim van Ackooij , Clémence Alasseur , Stéphane Gaubert

Due to the progressive growth of the amount of data available in a wide variety of scientific fields, it has become more difficult to ma- nipulate and analyze such information. Even though datasets have grown in size, the K-means algorithm…

Machine Learning · Statistics 2016-05-11 Marco Capó , Aritz Pérez , José Antonio Lozano

Statistical mechanics provides a useful analog for understanding the behavior of complex adaptive systems, including electric power markets and the power systems they intend to govern. Market-based control is founded on the conjecture that…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David P. Chassin

By employing local renewable energy sources and power generation units while connected to the central grid, microgrid can usher in great benefits in terms of cost efficiency, power reliability, and environmental awareness. Economic…

Systems and Control · Computer Science 2015-10-01 Ying Zhang , Mohammad H. Hajiesmaili , Sinan Cai , Minghua Chen , Qi Zhu

In this paper, we investigate the charging scheduling optimization problem for large electric truck fleets operating with dedicated charging infrastructure. A central coordinator jointly determines the charging sequence and power allocation…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Ting Bai , Xinfeng Ru , Shaoyuan Li , Andreas A. Malikopoulos

The growing adoption of electric vehicles (EVs) is increasing peak demand in distribution systems, which can threaten grid stability and reduce operational efficiency. Dynamic electricity pricing is a promising means of mitigating these…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Jiarui Yu , Zhiyu He , Wenbin Wang , Colin N. Jones , Florian Dörfler , Hanmin Cai

With the rapid development of distributed energy resources, increasing number of residential and commercial users have been switched from pure electricity consumers to prosumers that can both consume and produce energy. To properly manage…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-09-15 Bing Liu , Furan Xie , Li Chai

Distributed renewable resources owned by prosumers can be an effective way of fortifying grid resilience and enhancing sustainability. However, prosumers serve their own interests and their objectives are unlikely to align with that of…

Systems and Control · Electrical Eng. & Systems 2022-09-30 Yihsu Chen , Andrew L. Liu , Makoto Tanaka , Ryuta Takashima

This paper presents a comparative analysis of different optimization techniques for the K-means algorithm in the context of big data. K-means is a widely used clustering algorithm, but it can suffer from scalability issues when dealing with…

Machine Learning · Computer Science 2024-05-21 Ravil Mussabayev , Rustam Mussabayev
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