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The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and stochastic optimization have been used to make commitment and…

Optimization and Control · Mathematics 2023-09-18 Dimitris Bertsimas , Angelos G. Koulouras

Optimal distribution of power among generating units to meet a specific demand subject to system constraints is an ongoing research topic in the power system community. The problem, even in a static setting, turns out to be hard to solve…

Optimization and Control · Mathematics 2014-07-17 Michael Azzam , S. Easter Selvan , Augustin Lefèvre , P. -A. Absil

Mobility-on-Demand (MoD) systems have become a fixture in urban transportation networks, with the rapid growth of ride-hailing services such as Uber and Lyft. Ride-hailing is typically complemented with ridepooling options, which can reduce…

Systems and Control · Electrical Eng. & Systems 2021-12-30 Yang Liu , Qi Luo , Raga Gopalakrishnan , Samitha Samaranayake

The smart grid vision entails advanced information technology and data analytics to enhance the efficiency, sustainability, and economics of the power grid infrastructure. Aligned to this end, modern statistical learning tools are leveraged…

Machine Learning · Statistics 2015-06-17 Vassilis Kekatos , Yu Zhang , Georgios B. Giannakis

Since distribution system operator (DSO) cannot directly control prosumers with controllable resources,this paper proposes an optimal dispatch method of using three-phase distribution locational marginal prices (DLMPs) as effective economic…

Systems and Control · Electrical Eng. & Systems 2019-10-15 Jiaqi Chen , Ye Guo , Wenchuan Wu

The main goal of a sequential two-stage electricity market -- e.g., day-ahead and real-time markets -- is to operate efficiently. However, the price difference across stages due to inadequate competition and unforeseen circumstances leads…

Optimization and Control · Mathematics 2023-09-19 Rajni Kant Bansal , Yue Chen , Pengcheng You , Enrique Mallada

In this paper, we discuss incentive design for hierarchical model predictive control (MPC) systems viewed as Stackelberg games. We consider a hierarchical MPC formulation where, given a lower-level convex MPC (LoMPC), the upper-level system…

Systems and Control · Electrical Eng. & Systems 2025-02-10 Akshay Thirugnanam , Koushil Sreenath

This paper considers the investment coordination problem for the long term transmission capacity expansion in a situation where there are multiple regional Transmission Planners (TPs), each acting in order to maximize the utility in only…

Systems and Control · Electrical Eng. & Systems 2023-10-11 Sambuddha Chakrabarti , Hosna Khajeh , Thomas R Nudell , Mohammad Reza Hesamzadeh , Ross Baldick

Mobile data offloading is an emerging technology to avoid congestion in cellular networks and improve the level of user satisfaction. In this paper, we develop a distributed market framework to price the offloading service, and conduct a…

Networking and Internet Architecture · Computer Science 2014-09-17 Kehao Wang , Francis C. M. Lau , Lin Chen , Robert Schober

Mobile data traffic has been steadily rising in the past years. This has generated a significant interest in the deployment of incentive mechanisms to reduce peak-time congestion. Typically, the design of these mechanisms requires…

Networking and Internet Architecture · Computer Science 2016-11-17 Patrick Loiseau , Galina Schwartz , John Musacchio , Saurabh Amin , S. Shankar Sastry

We propose a market design for real-time electricity markets that utilizes a two-layered dispatch mechanism to systematically incorporate carbon accounting into grid operations. In this mechanism, ``dispatch'', the centralized allocation of…

Optimization and Control · Mathematics 2026-03-23 Luc Cote , Andy Sun

Recently there has been a lot of progress in the development of economic nonlinear model predictive control (NMPC) schemes for multistage optimal power flow (OPF) problems. However, the additional inclusion of discrete decision variables to…

Optimization and Control · Mathematics 2026-05-28 Jürgen Gutekunst , Armin Nurkanovic , Ekaterina Kostina , Hans Georg Bock , Robert Scholz , Amer Mesanovic

Integrating volatile renewable energy resources into the bulk power grid is challenging, due to the reliability requirement that at each instant the load and generation in the system remain balanced. In this study, we tackle this challenge…

Systems and Control · Computer Science 2016-11-17 Miao He , Sugumar Murugesan , Junshan Zhang

Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic…

Statistical Finance · Quantitative Finance 2021-02-02 Michał Narajewski , Florian Ziel

In this paper, we propose an unsupervised data-driven approach to predict real-time locational marginal prices (RTLMPs). The proposed approach is built upon a general data structure for organizing system-wide heterogeneous market data…

Machine Learning · Computer Science 2020-03-24 Zhongxia Zhang , Meng Wu

We consider the scheduling of multiple tasks with pre-determined deadlines under random processing cost. This problem is motivated by the potential of large scale adoption of plug-in (hybrid) electric vehicles (PHEVs) in the near future.…

Optimization and Control · Mathematics 2016-02-02 Yunjian Xu , Feng Pan , Lang Tong

ISPs are increasingly selling "tiered" contracts, which offer Internet connectivity to wholesale customers in bundles, at rates based on the cost of the links that the traffic in the bundle is traversing. Although providers have already…

Networking and Internet Architecture · Computer Science 2011-12-19 Vytautas Valancius , Cristian Lumezanu , Nick Feamster , Ramesh Johari , Vijay V. Vazirani

Pricing decisions are often made when market information is still poor. In turn, existing theoretical models often reason about the response of optimal prices to changing market characteristics without exploiting all available information…

Optimization and Control · Mathematics 2021-07-19 Stefanos Leonardos , Costis Melolidakis , Constandina Koki

Tradable mobility credit (TMC) schemes are an approach to travel demand management that have received significant attention in recent years. This paper proposes and analyzes alternative market models for a TMC system -- focusing on market…

In this work, we study economic model predictive control (MPC) in situations where the optimal operating behavior is periodic. In such a setting, the performance of a standard economic MPC scheme without terminal conditions can generally be…

Systems and Control · Electrical Eng. & Systems 2024-01-09 Lukas Schwenkel , Alexander Hadorn , Matthias A. Müller , Frank Allgöwer
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