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We formulate the optimal energy arbitrage problem for a piecewise linear cost function for energy storage devices using linear programming (LP). The LP formulation is based on the equivalent minimization of the epigraph. This formulation…

Systems and Control · Electrical Eng. & Systems 2019-08-19 Md Umar Hashmi , Arpan Mukhopadhyay , Ana Bušić , Jocelyne Elias , Diego Kiedanski

We study the optimal control of storage which is used for arbitrage, i.e. for buying a commodity when it is cheap and selling it when it is expensive. Our particular concern is with the management of energy systems, although the results are…

Optimization and Control · Mathematics 2014-06-17 James Cruise , Richard Gibbens , Stan Zachary

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

We study the optimal control of storage which is used for both arbitrage and buffering against unexpected events, with particular applications to the control of energy systems in a stochastic and typically time-heterogeneous environment.…

Optimization and Control · Mathematics 2015-09-22 James Cruise , Stan Zachary

An increasing number of retail energy markets show price fluctuations, providing users with the opportunity to buy energy at lower than average prices. We propose to temporarily store this inexpensive energy in a battery, and use it to…

Networking and Internet Architecture · Computer Science 2012-12-06 Peter M. van de Ven , Nidhi Hegde , Laurent Massoulie , Theodoros Salonidis

The fluctuations of electricity prices in demand response schemes and intermittency of renewable energy supplies necessitate the adoption of energy storage in microgrids. However, it is challenging to design effective real-time energy…

Data Structures and Algorithms · Computer Science 2017-09-25 Chi-Kin Chau , Guanglin Zhang , Minghua Chen

We characterize profit-maximizing operating strategies, over some time horizon [0,T], for an energy store which is trading in an arbitrage market. Our theory allows for leakage, operating inefficiencies, operating constraints and general…

Optimization and Control · Mathematics 2014-12-03 Lisa Flatley , Robert S. MacKay , Michael Waterson

This work proposes a conformal approach for energy storage arbitrage to control the downside risk arising from imperfect price forecasts. Energy storage arbitrage relies solely on predictions of future market prices, while inaccurate price…

Systems and Control · Electrical Eng. & Systems 2025-12-10 Yiqian Wu , Ming Yi , Bolun Xu , James Anderson

Volatile electrical energy prices are a challenge and an opportunity for small and medium-size companies in energy-intensive industries. By using electrical energy storage and/or an adaptation of production processes, companies can…

Optimization and Control · Mathematics 2023-11-21 Michael Stiglmayr , Svenja Uhlemeyer , Björn Uhlemeyer , Markus Zdrallek

In this paper, we propose to model the energy consumption of smart grid households with energy storage systems as an intertemporal trading economy. Intertemporal trade refers to transaction of goods across time when an agent, at any time,…

Other Computer Science · Computer Science 2015-06-17 Jayaprakash Rajasekharan , Visa Koivunen

We consider the problem of behind-the-meter EV charging by a prosumer, co-optimized with rooftop solar, electric battery, and flexible consumptions such as water heaters and HVAC. Under the time-of-use net energy metering tariff with the…

Systems and Control · Electrical Eng. & Systems 2024-05-01 Minjae Jeon , Lang Tong , Qing Zhao

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

The rapid expansion of wind and solar energy leads to an increasing volatility in the electricity generation. Previous studies have shown that storage devices provide an opportunity to balance fluctuations in the power grid. An economical…

Optimization and Control · Mathematics 2017-11-06 Lars Siemer , Wided Medjroubi

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

Renewable energy brings huge uncertainties to the power system, which challenges the traditional power system operation with limited flexible resources. One promising solution is to introduce dynamic pricing to more consumers, which, if…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Jiaman Wu , Zhiqi Wang , Yang Yu , Chenye Wu

We consider the problem of planning the aggregate energy consumption for a set of thermostatically controlled loads for demand response, accounting price forecast trajectory and thermal comfort constraints. We address this as a…

Optimization and Control · Mathematics 2019-05-09 Fernando A. C. C. Fontes , Abhishek Halder , Jorge Becerril , P. R. Kumar

We consider a microgrid with random load realization, stochastic renewable energy production, and an energy storage unit. The grid controller provides the total net load trajectory that the microgrid should present to the main grid and the…

Optimization and Control · Mathematics 2016-11-29 Ashkan Zeinalzadeh , Vijay Gupta

This paper presents a millisecond-level look-ahead control algorithm for energy storage with constant space complexity and worst-case linear run-time complexity. The algorithm connects the optimal control with the Lagrangian multiplier…

Optimization and Control · Mathematics 2019-12-13 Bolun Xu , Magnus Korpas , Audun Botterud , Francis O'Sullivan

In this paper, we address an optimal management problem of community energy storage in the real-time electricity market under a stochastic renewable environment. In a real-time electricity market, complete market information may not be…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Lirong Deng , Xuan Zhang , Tianshu Yang , Hongbin Sun , Shmuel S. Oren

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
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