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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

In this paper we present a framework to efficiently characterize the available operational flexibility in a multi-area power system. We focus on the available reserves and the tie-line flows. The proposed approach is an alternative to the…

Systems and Control · Computer Science 2016-11-15 Matthias Bucher , Spyros Chatzivasileiadis , Göran Andersson

Efforts to utilize 100% renewable energy in community microgrids require new approaches to energy markets and transactions to efficiently address periods of scarce energy supply. In this paper we contribute to the promising approach of…

Optimization and Control · Mathematics 2021-12-23 Jonathan Lee , Rodrigo Henriquez-Auba , Bala Kameshwar Poolla , Duncan S. Callaway

The unprecedented growth of demand for charging electric vehicles (EVs) calls for novel expansion solutions to today's charging networks. Riding on the wave of the proliferation of sharing economy, Airbnb-like charger sharing markets opens…

Computer Science and Game Theory · Computer Science 2019-10-02 Jie Gao , Terrence Wong , Chun Wang , Jia Yuan Yu

Recent trends express the impact of prosumers and small energy resources and storages in distribution systems, due to the increasing uptake of renewable resources. This research studies the effect of coordination of distributed resources…

Optimization and Control · Mathematics 2021-05-24 Amir Noori , Babak Tavassoli , Alireza Fereidunian

Market-based instruments such as payments, auctions or tradable permits have been proposed as flexible and cost-effective instruments for biodiversity conservation on private lands. Trading the service of conservation requires one to define…

Populations and Evolution · Quantitative Biology 2010-11-22 Florian Hartig , Martin Drechsler

Quantity and price risks are key uncertainties market participants face in electricity markets with increased volatility, for instance, due to high shares of renewables. From day ahead until real-time, there is a large variation in the best…

Methodology · Statistics 2025-02-21 Paul E. Seifert , Emil Kraft , Steffen Bakker , Stein-Erik Fleten

We study the problem of designing a two-sided market (double auction) to maximize the gains from trade (social welfare) under the constraints of (dominant-strategy) incentive compatibility and budget-balance. Our goal is to do so for an…

Computer Science and Game Theory · Computer Science 2024-06-21 Moshe Babaioff , Amitai Frey , Noam Nisan

We formalize an allocation model under ordinal preferences that is more general than the well-studied Shapley-Scarf housing market. In our model, the agents do not just care which house or resource they get but also care about who gets…

Computer Science and Game Theory · Computer Science 2018-07-17 Haris Aziz , Edward Lee

The design of energy markets is a subject of ongoing debate, particularly concerning the choice between the widely adopted Pay-as-Clear (PC) pricing mechanism and the alternative Pay-as-Bid (PB). These mechanisms determine how energy…

Computer Science and Game Theory · Computer Science 2025-07-09 Ioannis Caragiannis , Zhile Jiang , Stratis Skoulakis

The participation of electric vehicle (EV) aggregators in real-time electricity markets offers promising revenue opportunities through price-responsive energy arbitrage. A central challenge in economic bidding lies in quantifying the…

Optimization and Control · Mathematics 2025-10-02 Zhen Zhu , Hongcai Zhang , Yonghua Song

The concept of Energy Hub (EH) has been emerged to accommodate renewable energy sources in a multi-energy system to deploy the synergies between electricity and other energy sources. However, the market mechanisms for the integration of the…

Optimization and Control · Mathematics 2022-05-31 Lu Wang , Mokhtar Bozorg , Mohammad Rayati , Rachid Cherkaoui

The global ambitions of a carbon-neutral society necessitate a stable and robust smart grid that capitalises on frequency reserves of renewable energy. Frequency reserves are resources that adjust power production or consumption in real…

Artificial Intelligence · Computer Science 2021-04-15 Thimal Kempitiya , Seppo Sierla , Daswin De Silva , Matti Yli-Ojanpera , Damminda Alahakoon , Valeriy Vyatkin

In this paper, we propose a model predictive control based operation strategy that allows for power exchange between interconnected microgrids. Particularly, the approach ensures that each microgrid benefits from power exchange with others.…

Systems and Control · Computer Science 2023-11-14 A. K. Sampathirao , S. Hofmann , J. Raisch , C. A. Hans

The integration of renewable generation poses operational and economic challenges for the electricity grid. For the core problem of power balance, the legacy paradigm of tailoring supply to follow random demand may be inappropriate under…

Systems and Control · Computer Science 2014-09-25 Ashutosh Nayyar , Matias Negrete-Pincetic , Kameshwar Poolla , Pravin Varaiya

We study allocation problems with reserve systems under minimum beneficiary-share guarantees, requirements that targeted matches constitute at least a specified percentage of total matches. While such mandates promote targeted matches, they…

Theoretical Economics · Economics 2025-11-26 Yuan Gao , Xi Jin , Manshu Khanna

Inspired by European actions to fight organised crimes, we develop a choice-based resource allocation model that can help policy makers to reduce the number of pickpocket attempts. In this model, the policy maker needs to allocate a limited…

Optimization and Control · Mathematics 2022-09-13 Loe Schlicher , Virginie Lurkin

The problem of allocating scarce items to individuals is an important practical question in market design. An increasingly popular set of mechanisms for this task uses the concept of market equilibrium: individuals report their preferences,…

Computer Science and Game Theory · Computer Science 2019-12-11 Riley Murray , Christian Kroer , Alex Peysakhovich , Parikshit Shah

Coordinating the interactions between flexibility assets in multi-carrier integrated energy systems (MIES) can lead to an efficient integration of variable renewable energy resources, and a cost-efficient energy transition. However, the…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Christian Doh Dinga , Sander van Rijn , Laurens de Vries , Milos Cvetkovic

Market makers provide liquidity to other market participants: they propose prices at which they stand ready to buy and sell a wide variety of assets. They face a complex optimization problem with both static and dynamic components. They…

Trading and Market Microstructure · Quantitative Finance 2017-05-09 Olivier Guéant