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We present a hierarchical framework aimed at decentralizing the distribution systems market operations using localized peer-to-peer energy markets. Hierarchically designed decision-making algorithm approaches the power systems market…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-21 Sakshi Mishra , Roohallah Khatami , Yu Christine Chen

Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…

Optimization and Control · Mathematics 2019-04-16 Xinbo Geng , Le Xie

Energy imbalance reserve (EIR) product is introduced into the Independent System Operator (ISO) of New England's day-ahead wholesale electricity market to provide a better fuel procurement incentive for generating resources. Different from…

General Economics · Economics 2026-04-07 Ryan Ent , Golbon Zakeri , Tongxin Zheng , Jinye Zhao

To decarbonize the economy, many governments have set targets for the use of renewable energy sources. These are often formulated as relative shares of electricity demand or supply. Implementing respective constraints in energy models is a…

General Economics · Economics 2024-11-05 Martin Kittel , Wolf-Peter Schill

Forecast reconciliation is considered an effective method to achieve coherence (within a forecast hierarchy) and to improve forecast quality. However, the value of reconciled forecasts in downstream decision-making tasks has been mostly…

Machine Learning · Statistics 2025-12-02 Honglin Wen , Pierre Pinson

Continuous intraday electricity markets play an increasingly important role in short-term trading and balancing, yet decision-making under rapidly evolving price dynamics remains challenging. This paper proposes a comprehensive framework…

Applications · Statistics 2026-05-14 Andrzej Puć , Joanna Janczura

Power grid expansion planning requires making large investment decisions in the present that will impact the future cost and reliability of a system exposed to wide-ranging uncertainties. Extreme temperatures can pose significant challenges…

Optimization and Control · Mathematics 2024-05-30 Ramsey Rossmann , Mihai Anitescu , Julie Bessac , Michael Ferris , Mitchell Krock , James Luedtke , Line Roald

The energetic flexibility of electric energy resources can be exploited when trading on wholesale energy and ancillary service markets. This paper considers the problem of a Balance Responsible Party to maximize its profit from trading on…

Systems and Control · Computer Science 2018-04-12 Fabian L. Müller , Stefan Woerner , John Lygeros

The increasing reliance on renewable energy generation means that storage may well play a much greater role in the balancing of future electricity systems. We show how heterogeneous stores, differing in capacity and rate constraints, may be…

Optimization and Control · Mathematics 2021-06-14 Stan Zachary , Simon Tindemans , Michael Evans , James Cruise , David Angeli

Electricity market mechanisms designed to steer sustainable generation of electricity play an important role for the energy transition intended to mitigate climate change. One of the major problems is to complement volatile renewable energy…

Computers and Society · Computer Science 2017-05-01 Cem Kiyak , Andreas de Vries

Many optimization problems incorporate uncertainty affecting their parameters and thus their objective functions and constraints. As an example, in chance-constrained optimization the constraints need to be satisfied with a certain…

Systems and Control · Electrical Eng. & Systems 2020-01-09 Miguel Picallo , Florian Dörfler

For a large (and recently increasing) number of households, affordability is a major hurdle in accessing sufficient electricity and avoiding service disconnections. For such households, in-home energy rationing, i.e. the need to actively…

Systems and Control · Electrical Eng. & Systems 2023-04-20 Maitreyee Marathe , Line A. Roald

In this paper, we study the operational problem of connected hydro power reservoirs which involves sequential decision-making in an uncertain and dynamic environment. The problem is traditionally formulated as a stochastic dynamic program…

Optimization and Control · Mathematics 2022-05-17 Farzaneh Pourahmadi , Trine Krogh Boomsma

To achieve ambitious greenhouse gas emission reduction targets in time, the planning of future energy systems needs to accommodate societal preferences, e.g. low levels of acceptance for transmission expansion or onshore wind turbines, and…

Physics and Society · Physics 2025-10-30 Fabian Neumann , Tom Brown

One of the most important challenges in smart grid systems is the integration of renewable energy resources into its design. In this work, two different techniques to mitigate the time varying and intermittent nature of renewable energy…

Information Theory · Computer Science 2016-11-15 Subhash Lakshminarayana , Tony Q. S. Quek , H. Vincent Poor

Energy forecasting is an essential task in power system operations. Operators usually issue forecasts and leverage them to schedule energy dispatch ahead of time. However, forecast models are typically developed in a way that overlooks the…

Systems and Control · Electrical Eng. & Systems 2024-12-17 Yufan Zhang , Mengshuo Jia , Honglin Wen , Yuexin Bian , Yuanyuan Shi

Pricing and settlement mechanisms are crucial for efficient re-source allocation, investment incentives, market competition, and regulatory oversight. In the United States, Regional Transmission Operators (RTOs) adopts a uniform pricing…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Hamid Davoudi , Fengyu Wang , Yonghong Chen , Di Shi , Alinson Xavier , Feng Qiu

We study the price impact of storage facilities in electricity markets and analyze the long-term profitability of these facilities in prospective scenarios of energy transition. To this end, we begin by characterizing the optimal operating…

Mathematical Finance · Quantitative Finance 2024-10-17 Roxana Dumitrescu , Redouane Silvente , Peter Tankov

The inherent intermittency of renewable sources like wind and solar has resulted in a bundling of renewable generators with storage resources (batteries) for increased reliability. In this paper, we consider the problem of energy sharing…

Systems and Control · Electrical Eng. & Systems 2020-05-20 Vivek Deulkar , Jayakrishnan Nair

We propose two scenario-based optimization models for power grid resilience decision making that integrate output from a hydrology model with a power flow model. The models are used to identify an optimal substation hardening strategy…

Optimization and Control · Mathematics 2023-02-22 Ashutosh Shukla , Erhan Kutanoglu , John J. Hasenbein