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We consider a smart-grid connecting several agents, modeled as stochastic dynamical systems, who may be electricity consumers/producers. At each discrete time instant, which may represent a 15 minute interval, each agent may…

Systems and Control · Computer Science 2021-04-27 Rahul Singh , P. R. Kumar , Le Xie

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

We present a sequential distributed model predictive control (MPC) scheme for cooperative control of multi-agent systems with dynamically decoupled heterogeneous nonlinear agents subject to individual constraints. In the scheme, we explore…

Systems and Control · Electrical Eng. & Systems 2024-06-13 Matthias Köhler , Matthias A. Müller , Frank Allgöwer

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

Large deployment of distribute energy resources and the increasing awareness of end-users towards their energy procurement are challenging current practices of electricity markets. A change of paradigm, from a top-down hierarchical approach…

Optimization and Control · Mathematics 2020-09-18 Fabio Moret , Andrea Tosatto , Thomas Baroche , Pierre Pinson

This paper proposes two decentralised, secure and privacy-friendly protocols for local electricity trading and billing, respectively. The trading protocol employs a bidding algorithm based upon secure multiparty computations and allows…

Cryptography and Security · Computer Science 2018-01-26 Aysajan Abidin , Abdelrahaman Aly , Sara Cleemput , Mustafa A. Mustafa

Regulators and utilities have been exploring hourly retail electricity pricing, with several existing programs providing day-ahead hourly pricing schedules. At the same time, customers are deploying distributed energy resources and smart…

Systems and Control · Electrical Eng. & Systems 2025-09-11 Phillippe K. Phanivong , Duncan S. Callaway

The burgeoning integration of distributed energy resources (DER) poses new challenges for the economic and safe operation of the electricity system. The current distribution-side policy is largely based on mandatory regulations and…

Systems and Control · Electrical Eng. & Systems 2021-07-07 Chunyi Huang , Chengmin Wang , Mingzhi Zhang , Ning Xie , Yong Wang

With the sustained attention on carbon neutrality, the personal carbon trading (PCT) scheme has been embraced as an auspicious paradigm for scaling down carbon emissions. To facilitate the simultaneous clearance of energy and carbon…

Systems and Control · Electrical Eng. & Systems 2023-01-31 Yuanxi Wu , Zhi Wu , Wei Gu , Zheng Xu , Shu Zheng , Qirun Sun

The decarbonization of the power sector plays a pivotal role in economy-wide decarbonization to set the world on track to limit warming to 1.5{\deg}C by 2050. Carbon emission markets can play a significant role in this transition by putting…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Yijie Yang , Jian Shi , Dan Wang , Chenye Wu , Zhu Han

The problem of dynamic pricing of electricity in a retail market is considered. A Stackelberg game is used to model interactions between a retailer and its customers; the retailer sets the day-ahead hourly price of electricity and consumers…

Optimization and Control · Mathematics 2016-03-01 Liyan Jia , Lang Tong

The increasing penetration of intermittent renewables, storage devices, and flexible loads is introducing operational challenges in distribution grids. The proper coordination and scheduling of these resources using a distributed approach…

The future power system is increasingly interconnected via both AC and DC interconnectors. These interconnectors establish links between previously decoupled energy markets. In this paper, we propose an optimal multi-market energy storage…

Optimization and Control · Mathematics 2023-10-03 Md Umar Hashmi , Stephen Hardy , Dirk Van Hertem , Harsha Nagarajan

Efficient markets are characterised by profit-driven participants continuously refining their positions towards the latest insights. Margins for profit generation are generally small, shaping a difficult landscape for automated trading…

Computational Engineering, Finance, and Science · Computer Science 2025-04-16 Robin Bruneel , Mathijs Schuurmans , Panagiotis Patrinos

The electricity market, which was initially designed for dispatchable power plants and inflexible demand, is being increasingly challenged by new trends, such as the high penetration of intermittent renewables and the transformation of the…

General Economics · Economics 2020-11-10 Lina Silva-Rodriguez , Anibal Sanjab , Elena Fumagalli , Ana Virag , Madeleine Gibescu

This paper deals with the problem of clearing sequential electricity markets under uncertainty. We consider the European approach, where reserves are traded separately from energy to meet exogenous reserve requirements. Recently pro- posed…

Optimization and Control · Mathematics 2018-10-31 Vladimir Dvorkin , Stefanos Delikaraoglou , Juan M. Morales

This paper designs a market platform for Peer-to-Peer (P2P) energy trading in Transactive Energy (TE) systems, where prosumers and consumers actively participate in the market as seller or buyer to trade energy. An auction-based approach is…

Computer Science and Game Theory · Computer Science 2019-07-30 Mohsen Khorasany , Yateendra Mishra , Gerard Ledwich

We consider a market in which capacity-constrained generators compete in scalar-parameterized supply functions to serve an inelastic demand spread throughout a transmission constrained power network. The market clears according to a…

Computer Science and Game Theory · Computer Science 2019-01-29 Weixuan Lin , Eilyan Bitar

Increased penetration of wind energy will make electricity market prices more volatile. As a result, market participants will bear increased financial risks, which impact investment decisions and in turn, makes it harder to achieve…

Optimization and Control · Mathematics 2021-04-16 Khaled Alshehri , Subhonmesh Bose , Tamer Başar

Reducing the peak energy consumption of households is essential for the effective use of renewable energy sources, in order to ensure that as much household demand as possible can be met by renewable sources. This entails spreading out the…

Multiagent Systems · Computer Science 2023-11-27 Nathan A. Brooks , Simon T. Powers , James M. Borg
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