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This paper presents models for renewable energy systems with storage, and considers its optimal operation. We model and simulate wind and solar power production using stochastic differential equations as well as storage of the produced…

Optimization and Control · Mathematics 2022-12-20 Nicola Cantisani , Tobias K. S. Ritschel , Christian A. Thilker , Henrik Madsen , John Bagterp Jørgensen

Smart solar inverters can be used to store, monitor and manage a home's solar energy. We describe a smart solar inverter system with battery which can either operate in an automatic mode or receive commands over a network to charge and…

Systems and Control · Computer Science 2018-10-29 Richard Bean , Hina Khan

This paper presents a computation-efficient stochastic dynamic programming algorithm for solving energy storage price arbitrage considering variable charge and discharge efficiencies. We formulate the price arbitrage problem using…

Optimization and Control · Mathematics 2022-07-08 Ningkun Zheng , Joshua Jaworski , Bolun Xu

In this study, an optimization problem is proposed in order to obtain the maximum economic benefit from wind farms with variable and intermittent energy generation in the day ahead and balancing electricity markets. This method, which is…

Econometrics · Economics 2018-06-15 Akın Taşcikaraoğlu , Ozan Erdinç

We consider the problem of characterizing the locational marginal value of energy storage capacity in electric power networks with stochastic renewable supply and demand. The perspective taken is that of a system operator, whose objective…

Optimization and Control · Mathematics 2016-12-07 Subhonmesh Bose , Eilyan Bitar

For Industrial Wireless Sensor Networks, it is essential to reliably sense and deliver the environmental data on time to avoid system malfunction. While energy harvesting is a promising technique to extend the lifetime of sensor nodes, it…

Networking and Internet Architecture · Computer Science 2016-05-12 Lei Lei , Yiru Kuang , Xuemin , Shen , Kan Yang , Jian Qiao , Zhangdui Zhong

In this paper we consider an energy storage optimization problem in finite time in a model with partial information that allows for a changing economic environment. The state process consists of the storage level controlled by the storage…

Mathematical Finance · Quantitative Finance 2016-06-21 Anton A. Shardin , Michaela Szölgyenyi

In the present work we tackle the problem of finding the optimal price tariff to be set by a risk-averse electric retailer participating in the pool and whose customers are price-sensitive. We assume that the retailer has access to a…

Optimization and Control · Mathematics 2022-02-24 Román Pérez-Santalla , Miguel Carrión , Carlos Ruiz

The increasing interconnection of power systems through AC and DC links enables energy storage units to access multiple electricity markets yet most existing arbitrage models remain limited to singlemarket participation This gap restricts…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Md Umar Hashmi , Harsha Nagarajan , Dirk Van Hertem1

Battery Energy Storage Systems (BESS) can mitigate effects of intermittent energy production from renewable energy sources and play a critical role in peak shaving and demand charge management. To optimally size the BESS from an economic…

Optimization and Control · Mathematics 2017-03-01 Abdulelah H Habib , Vahid R. Disfani , Jan Kleissl , Raymond de Callafon

Flexible loads, i.e. the loads whose power trajectory is not bound to a specific one, constitute a sizable portion of current and future electric demand. This flexibility can be used to improve the performance of the grid, should the right…

Optimization and Control · Mathematics 2014-07-08 Mahdi Kefayati , Ross Baldick

Power systems face increasing weather-driven variability and, therefore, increasingly rely on flexible but energy-limited storage resources. Energy storage can buffer this variability, but its value depends on intertemporal decisions under…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Tomás Tapia , Agustin Castellano , Enrique Mallada , Yury Dvorkin

Electricity price prediction plays a vital role in energy storage system (ESS) management. Current prediction models focus on reducing prediction errors but overlook their impact on downstream decision-making. So this paper proposes a…

Machine Learning · Computer Science 2023-05-02 Linwei Sang , Yinliang Xu , Huan Long , Qinran Hu , Hongbin Sun

Energy storage devices represent environmentally friendly candidates to cope with volatile renewable energy generation. Motivated by the increase in privately owned storage systems, this paper studies the problem of real-time control of a…

Optimization and Control · Mathematics 2019-03-28 Ahmed S. Zamzam , Bo Yang , Nicholas D. Sidiropoulos

Arbitrage is one important revenue source for energy storage in electricity markets. However, a large amount of storage in the market will impact the energy price and reduce potential revenues. This can lead to strategic behaviors of…

General Finance · Quantitative Finance 2022-11-17 Dongwei Zhao , Mehdi Jafari , Audun Botterud , Apurba Sakti

We consider the coupled problems of optimal thermostat programming and optimal pricing of electricity. Our framework consists of a single user and a single provider (a regulated utility). The provider sets prices for the user, who pays for…

Optimization and Control · Mathematics 2015-04-16 Reza Kamyar , Matthew M. Peet

We consider the co-optimization of flexible household consumption, electric vehicle charging, and behind-the-meter distributed energy resources under the net energy metering tariff. Using a stochastic dynamic programming formulation, we…

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

Electricity market operators worldwide use mixed-integer linear programming to solve the allocation problem in wholesale electricity markets. Prices are typically determined based on the duals of relaxed versions of this optimization…

Computer Science and Game Theory · Computer Science 2023-12-13 Mete Şeref Ahunbay , Martin Bichler , Teodora Dobos , Johannes Knörr

Energy storage applications are explored from a prosumer (consumers with generation) perspective for the island of Madeira in Portugal. These applications could also be relevant to other power networks. We formulate a convex co-optimization…

Systems and Control · Computer Science 2019-08-21 Md Umar Hashmi , Lucas Pereira , Ana Bušić

In this paper, we derive a temporal arbitrage policy for storage via reinforcement learning. Real-time price arbitrage is an important source of revenue for storage units, but designing good strategies have proven to be difficult because of…

Systems and Control · Computer Science 2020-10-27 Hao Wang , Baosen Zhang