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We develop an axiomatic theory for Automated Market Makers (AMMs) in local energy sharing markets and analyze the Markov Perfect Equilibrium of the resulting economy with a Mean-Field Game. In this game, heterogeneous prosumers solve a…

Theoretical Economics · Economics 2026-01-01 Michele Fabi , Viraj Nadkarni , Leonardo Leone , Matheus X. V. Ferreira

We consider joint energy storage management and load scheduling at a residential site with integrated renewable generation. Assuming unknown arbitrary dynamics of renewable source, loads, and electricity price, we aim at optimizing the load…

Systems and Control · Computer Science 2018-12-21 Tianyi Li , Min Dong

In this paper, we consider the problem of finding an optimal energy management policy for a network of sensor nodes capable of harvesting their own energy and sharing it with other nodes in the network. We formulate this problem in the…

Systems and Control · Electrical Eng. & Systems 2023-10-10 Arghyadeep Barat , Prabuchandran. K. J , Shalabh Bhatnagar

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

This paper investigates a discrete energy state transition model for energy harvesting (EH) in cell-free massive multiple-input-multiple-output (CF-mMIMO) networks. A Markov chain-based stochastic process is conceived to characterize the…

Signal Processing · Electrical Eng. & Systems 2025-05-23 Muhammad Zeeshan Mumtaz , Mohammadali Mohammadi , Hien Quoc Ngo , Michail Matthaiou

This paper proposes a market mechanism for multi-interval electricity markets with generator and storage participants. Drawing ideas from supply function bidding, we introduce a novel bid structure for storage participation that allows…

Optimization and Control · Mathematics 2021-10-18 Rajni Kant Bansal , Pengcheng You , Dennice F. Gayme , Enrique Mallada

With increasingly favorable economics and bundling of different grid services, energy storage systems (ESS) are expected to play a key role in integrating renewable generation. This work considers the coordination of ESS owned by customers…

Optimization and Control · Mathematics 2018-05-31 Sarthak Gupta , Vassilis Kekatos , Walid Saad

The charging load from Electric vehicles (EVs) is modeled as deferrable load, meaning that the power consumption can be shifted to different time windows to achieve various grid objectives. In local community scenarios, EVs are considered…

Signal Processing · Electrical Eng. & Systems 2018-02-06 Bin Wang , Dai Wang , Cy Chan , Rongxin Yin , Doug Black

In this work, we derive optimal transmission policies in an energy harvesting status update system. The system monitors a stochastic process which can be either in a normal or in an alarm state of operation. We capture the freshness of…

Information Theory · Computer Science 2019-07-10 George Stamatakis , Nikolaos Pappas , Apostolos Traganitis

In this paper we treat a gas storage valuation problem as a Markov Decision Process. As opposed to existing literature we model the gas price process as a regime-switching model. Such a model has shown to fit market data quite well in Chen…

Pricing of Securities · Quantitative Finance 2017-08-02 Nicole Bäuerle , Viola Riess

The significant presence of demand charges in electric bills motivates large-load customers to utilize energy storage to reduce the peak procurement from the grid. We herein study the problem of energy storage allocation for peak…

Data Structures and Algorithms · Computer Science 2022-09-20 Yanfang Mo , Qiulin Lin , Minghua Chen , Si-Zhao Joe Qin

With the simultaneous rise of energy costs and demand for cloud computing, efficient control of data centers becomes crucial. In the data center control problem, one needs to plan at every time step how many servers to switch on or off in…

Performance · Computer Science 2018-01-25 Paul Weng , Zeqi Qiu , John Costanzo , Xiaoqi Yin , Bruno Sinopoli

Time-of-use (ToU) pricing is widely used by the electricity utility. A carefully designed ToU pricing can incentivize end-users' energy storage deployment, which helps shave the system peak load and reduce the system social cost. However,…

Systems and Control · Electrical Eng. & Systems 2020-11-25 Dongwei Zhao , Hao Wang , Jianwei Huang , Xiaojun Lin

This paper applies computational techniques of convex stochastic optimization to optimal operation and valuation of electricity storages in the face of uncertain electricity prices. Our approach is applicable to various specifications of…

Optimization and Control · Mathematics 2025-04-22 Jean-Philippe Chancelier , Michel De Lara , François Pacaud , Teemu Pennanen , Ari-Pekka Perkkiö

This paper considers two important problems -- on the supply-side and demand-side respectively and studies both in a unified framework. On the supply side, we study the problem of energy sharing among microgrids with the goal of maximizing…

Systems and Control · Electrical Eng. & Systems 2019-07-09 Diddigi Raghuram Bharadwaj , Sai Koti Reddy Danda , Krishnasuri Narayanam , Shalabh Bhatnagar

A Markov decision process (MDP) framework is adopted to represent ensemble control of devices with cyclic energy consumption patterns, e.g., thermostatically controlled loads. Specifically we utilize and develop the class of MDP models…

Systems and Control · Computer Science 2017-10-24 Michael Chertkov , Vladimir Y. Chernyak , Deepjyoti Deka

Energy storage can facilitate the integration of renewable energy resources by providing arbitrage and ancillary services. Jointly optimizing energy and ancillary services in a centralized electricity market reduces the system's operating…

In the electricity market, it is quite common that the market participants make "selfish" strategies to harvest the maximum profits for themselves, which may cause the social benefit loss and impair the sustainability of the society in the…

Systems and Control · Electrical Eng. & Systems 2022-05-31 Jianzheng Wang , Yipeng Pang , Guoqiang Hu

The integration of intermittent and volatile renewable energy resources requires increased flexibility in the operation of the electric grid. Storage, broadly speaking, provides the flexibility of shifting energy over time; network, on the…

Optimization and Control · Mathematics 2015-04-23 Junjie Qin , Yinlam Chow , Jiyan Yang , Ram Rajagopal

We study a cloud storage operator who provides shared storage service for electricity end-users using the residual part of a multi-service grid-scale battery primarily used for high priority grid services. We design an optimal product…

Signal Processing · Electrical Eng. & Systems 2021-08-16 Mohammad Rasouli , Tao Sun , Camille Pache , Patrick Panciatici , Jean Maeght , Ramesh Johari , Ram Rajagopal
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