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Large penetration of renewable energy sources (RESs) brings huge uncertainty into the electricity markets. The current deterministic clearing approach in the day-ahead (DA) market, where RESs participate based on expected production, has…

Systems and Control · Electrical Eng. & Systems 2025-08-07 Yufan Zhang , Honglin Wen , Yuexin Bian , Yuanyuan Shi

Auctions have been proposed as a way to provide economic incentives for primary users to dynamically allocate unused spectrum to other users in need of it. Previously proposed schemes do not take into account the fact that the power…

Computer Science and Game Theory · Computer Science 2014-12-24 Deepan Palguna , David J. Love , Ilya Pollak

Recently, the volatility associated with marginal prices has increased due to large scale integration of renewable generation. Price volatility is undesirable from a consumer perspective. To address this issue, we present a framework for…

Optimization and Control · Mathematics 2018-12-11 Shantanu Chakraborty , Kyri Baker , Milos Cvetkovic , Remco Verzijlbergh , Zofia Lukszo

In this paper, we propose a bilateral peer-to-peer (P2P) energy trading scheme for residential prosumers with a simplified entry to the market. We formulate the market as an assignment game, a special class of coalitional games. For solving…

Systems and Control · Electrical Eng. & Systems 2023-01-25 A. A. Raja , S. Grammatico

As pressures to decarbonize the electricity grid increase, the grid edge is witnessing a rapid adoption of distributed and renewable generation. As a result, traditional methods for reactive power management and compensation may become…

Optimization and Control · Mathematics 2024-04-04 Adam Potter , Rabab Haider , Giulio Ferro , Michela Robba , Anuradha M. Annaswamy

Peer-to-peer (P2P) electricity markets enable prosumers to minimize their costs, which has been extensively studied in recent research. However, there are several challenges with P2P trading when physical network constraints are also…

Systems and Control · Electrical Eng. & Systems 2023-08-10 Hien Thanh Doan , Truong Hoang Bao Huy , Daehee Kim , Hongseok Kim

In this paper, we propose a two-stage electricity market framework to explore the participation of distributed energy resources (DERs) in a day-ahead (DA) market and a real-time (RT) market. The objective is to determine the optimal bidding…

Optimization and Control · Mathematics 2022-08-30 Yi Guo , Xuejiao Han , Xinyang Zhou , Gabriela Hug

Two-stage robust unit commitment (RUC) models have been widely used for day-ahead energy and reserve scheduling under high renewable integration. The current state of the art relies on budget-constrained polyhedral uncertainty sets to…

Optimization and Control · Mathematics 2019-05-14 Alexandre Velloso , Alexandre Street , David Pozo , José M. Arroyo , Noemi G. Cobos

We study an energy market composed of producers who compete to supply energy to different markets and want to maximize their profits. The energy market is modeled by a graph representing a constrained power network where nodes represent the…

General Economics · Economics 2022-12-01 Leonardo Massai , Giacomo Como , Fabio Fagnani

The rising share of volatile renewable generation increases the demand for flexibility in the electricity grid. Flexible capacity can be offered by industrial energy systems through participation on either the continuous intraday,…

Optimization and Control · Mathematics 2022-12-26 Niklas Nolzen , Alissa Ganter , Nils Baumgärtner , Ludger Leenders , André Bardow

The increasing penetration of renewable energy in recent years has led to more uncertainties in power systems. These uncertainties have to be accommodated by flexible re- sources (i.e. upward and downward generation reserves). In this…

Optimization and Control · Mathematics 2016-08-03 Hongxing Ye , Yinyin Ge , Mohammad Shahidehpour , Zuyi Li

European Member States are increasingly introducing national capacity mechanisms (CMs) to manage growing adequacy risks. However, isolated national CMs are inefficient in highly interconnected electricity systems, such as the European…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Kamal Adekola , Laurens de Vries , Kenneth Bruninx

Edge computing has been recently introduced as a way to bring computational capabilities closer to end users of modern network-based services, in order to support existent and future delay-sensitive applications by effectively addressing…

Networking and Internet Architecture · Computer Science 2021-07-02 Eugenio Moro , Ilario Filippini

In energy systems with high shares of weather-driven renewable power sources, gas-fired power plants can serve as a back-up technology to ensure security of supply and provide short-term flexibility. Therefore, a tighter coordination…

Optimization and Control · Mathematics 2018-05-17 Christos Ordoudis , Pierre Pinson , Juan M. Morales

In this paper we develop a novel method of wholesale electricity market modeling. Our optimization-based model decomposes wholesale supply and demand curves into buy and sell orders of individual market participants. In doing so, the model…

General Economics · Economics 2019-11-18 Sergei Kulakov , Florian Ziel

We consider the scenario where $N$ utilities strategically bid for electricity in the day-ahead market and balance the mismatch between the committed supply and actual demand in the real-time market, with uncertainty in demand and local…

Systems and Control · Electrical Eng. & Systems 2021-09-15 Tianyu Zhao , Hanling Yi , Minghua Chen , Chenye Wu , Yunjian Xu

Two-sided marketplaces embody heterogeneity in incentives: producers seek exposure while consumers seek relevance, and balancing these competing objectives through constrained optimization is now a standard practice. Yet real platforms face…

Computer Science and Game Theory · Computer Science 2026-02-13 Dominykas Seputis , Alexander Timans , Rajeev Verma

The interplay between risk aversion and financial derivatives has received increasing attention since the advent of electricity market liberalization. One important challenge in this context is how to develop economically efficient and…

General Economics · Economics 2022-06-06 Arega Getaneh Abate , Rossana Riccardi , Carlos Ruiz

Electricity forecasting has been a recurring research topic, as it is key to finding the right balance between production and consumption. While most papers are focused on the national or regional scale, few are interested in the household…

Batteries are playing an increasingly central role as distributed energy resources in the shift toward power systems dominated by renewable energy sources. However, existing battery models must invariably rely on complementarity constraints…

Optimization and Control · Mathematics 2025-06-27 Juan M. Morales