English
Related papers

Related papers: Risk-Informed Participation in T&D Markets

200 papers

Prosumer consortium energy transactive models can be one of the solutions for energy costs, increasing performance and for providing reliable electricity utilizing distributed power generation, to a local group or community, like a…

Systems and Control · Electrical Eng. & Systems 2021-07-02 Kaung Si Thu , Weerakorn Ongsakul

Retail electrical power marketers, also known as retailers, typically set up contracts with suppliers to secure electricity at fixed prices on the one hand and with end users to meet their load requirements at agreed rates on the other…

Optimization and Control · Mathematics 2016-07-28 Barati Masoud , Nikkhah Mojdehi Mohammad , Kazemi Ahad

This paper introduces a new representation for the actions of a market maker in an order-driven market. This representation uses scaled beta distributions, and generalises three approaches taken in the artificial intelligence for market…

Trading and Market Microstructure · Quantitative Finance 2022-09-28 Joseph Jerome , Gregory Palmer , Rahul Savani

We focus on the aggregation of distributed energy resources (DERs) through a profit-maximizing intermediary that enables participation of DERs in wholesale electricity markets. Particularly, we study the market efficiency brought in by the…

Optimization and Control · Mathematics 2020-04-21 Khaled Alshehri , Mariola Ndrio , Subhonmesh Bose , Tamer Başar

This paper studies the dynamic pricing mechanism for data products in demand-driven markets through a game-theoretic framework. We develop a three-tier Stackelberg game model to capture the hierarchical strategic interactions among key…

Optimization and Control · Mathematics 2025-12-29 Lijun Bo , Dongfang Yang , Shihua Wang

Modern market management systems continue to evolve due to the intentions to improve system security and reliability. This evolvement has been leading to a transition of market auction models from a deterministic structure with…

Systems and Control · Electrical Eng. & Systems 2021-02-22 Mohammad Ghaljehei , Mojdeh Khorsand

Dynamic time-division duplexing (TDD) enables independent uplink/downlink mode scheduling at each cell, based on the local traffic. However, this creates cross-interference among cells. Thus, the joint power allocation and scheduling…

Signal Processing · Electrical Eng. & Systems 2021-04-27 Chandan Kumar Sheemar , Leonardo Badia , Stefano Tomasin

Solar Renewable Energy Certificate (SREC) markets are a market-based system that incentivizes solar energy generation. A regulatory body imposes a lower bound on the amount of energy each regulated firm must generate via solar means,…

Mathematical Finance · Quantitative Finance 2021-08-11 Arvind Shrivats , Dena Firoozi , Sebastian Jaimungal

An investor has to carefully select the location and size of new generation units it intends to build, since adding capacity in a market affects the profit from units this investor may already own. To capture this closed-loop…

Systems and Control · Electrical Eng. & Systems 2021-01-05 Sina Taheri , Vassilis Kekatos , Harsha Veeramachaneni

We consider the problem of budget allocation for competitive influence maximization over social networks. In this problem, multiple competing parties (players) want to distribute their limited advertising resources over a set of social…

Computer Science and Game Theory · Computer Science 2021-08-31 S. Rasoul Etesami

This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision…

Portfolio Management · Quantitative Finance 2026-05-19 Kamil Kashif , Robert Ślepaczuk

This paper proposes a two-step framework for techno-economic analysis of a demand-side flexibility service in distribution networks. Step one applies optimization-based modelling to propose a generic problem formulation which determines the…

Systems and Control · Electrical Eng. & Systems 2022-01-10 Timur Sayfutdinov , Charalampos Patsios , David Greenwood , Meltem Peker , Ilias Sarantakos

We analyze the problem of distributed power allocation for orthogonal multiple access channels by considering a continuous non-cooperative game whose strategy space represents the users' distribution of transmission power over the network's…

Computer Science and Game Theory · Computer Science 2015-03-19 Panayotis Mertikopoulos , Elena V. Belmega , Aris L. Moustakas , Samson Lasaulce

We present a mechanism for socially efficient implementation of model predictive control (MPC) algorithms for load frequency control (LFC) in the presence of self-interested power generators. Specifically, we consider a situation in which…

Optimization and Control · Mathematics 2016-08-18 Takashi Tanaka , Vijay Gupta

The development of renewable energy generation empowers microgrids to generate electricity to supply itself and to trade the surplus on energy markets. To minimize the overall cost, a microgrid must determine how to schedule its energy…

Systems and Control · Electrical Eng. & Systems 2020-07-10 Guanyu Gao , Yonggang Wen , Xiaohu Wu , Ran Wang

Active voltage control presents a promising avenue for relieving power congestion and enhancing voltage quality, taking advantage of the distributed controllable generators in the power network, such as roof-top photovoltaics. While…

Machine Learning · Computer Science 2024-09-04 Yang Qu , Jinming Ma , Feng Wu

In this paper we use game theoretic techniques to study the value of cooperation in distributed spectrum management problems. We show that the celebrated iterative water-filling algorithm is subject to the prisoner's dilemma and therefore…

Information Theory · Computer Science 2007-07-13 Amir Laufer , Amir Leshem , Hagit Messer

In this study, we develop a theoretical model of strategic equilibrium bidding and price-setting behaviour by heterogeneous and boundedly rational electricity producers and a grid operator in a single electricity market under uncertain…

Physics and Society · Physics 2017-04-27 Jobst Heitzig , Hildegard Meyer-Ortmanns , Sabine Auer

In this study, we introduce Modular State-based Stackelberg Games (Mod-SbSG), a novel game structure developed for distributed self-learning in modular manufacturing systems. Mod-SbSG enhances cooperative decision-making among self-learning…

Artificial Intelligence · Computer Science 2024-10-31 Steve Yuwono , Ahmar Kamal Hussain , Dorothea Schwung , Andreas Schwung

This paper considers the discounted criterion of nonzero-sum decentralized stochastic games with prospect players. The state and action spaces are finite. The state transition probability is nonstationary. Each player independently controls…

Optimization and Control · Mathematics 2024-05-16 Yiting Wu , Junyu Zhang