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The integration of large shares of electricity produced by non-dispatchable Renewable Energy Sources (RES) leads to an increasingly volatile energy generation side, with temporary local overproduction. The application of energy storage…

Optimization and Control · Mathematics 2016-03-14 Lars Siemer , Frank Schöpfer , David Kleinhans

The rapid adoption of electric vehicles (EVs) introduces complex spatiotemporal demand management challenges for charging station operators (CSOs), exacerbated by demand imbalances, behavioral heterogeneity, and system uncertainty.…

Computer Science and Game Theory · Computer Science 2026-01-21 Yongqi Zhang , Dong Ngoduy , Li Duan , Mingchang Zhu , Zhuo Chen

Rolling forecasts have been almost overlooked in the renewable energy storage literature. In this paper, we provide a new approach for handling uncertainty not just in the accuracy of a forecast, but in the evolution of forecasts over time.…

Optimization and Control · Mathematics 2022-04-18 Saeed Ghadimi , Warren B. Powell

We consider the residential energy storage management system with integrated renewable generation, with the availability of bidirectional energy flow from and to the grid thorough buying and selling. We propose a real-time bidirectional…

Systems and Control · Computer Science 2018-05-15 Tianyi Li , Min Dong

There is a growing interest in using electric vehicles (EVs) and drones for many applications. However, battery-oriented issues, including range anxiety and battery degradation, impede adoption. Battery swap stations are one alternative to…

Optimization and Control · Mathematics 2022-01-11 Amin Asadi , Sarah Nurre Pinkley

This paper considers power distribution networks with distributed energy resources and designs an incentive-based algorithm that allows the network operator and customers to pursue given operational and economic objectives while…

Optimization and Control · Mathematics 2017-08-14 Xinyang Zhou , Zhiyuan Liu , Emiliano Dall'Anese , Lijun Chen

Energy storage is expected to play an increasingly important role in mitigating variations that come along with the growing penetration of renewable energy. In this paper, we study the optimal bidding of an energy storage unit in a…

Optimization and Control · Mathematics 2021-09-29 Yue Chen , Wei Wei , Tongxin Li , Yunhe Hou , Feng Liu , João P. S. Catalão

Recent studies show that the fast growing expansion of wind power generation may lead to extremely high levels of price volatility in wholesale electricity markets. Storage technologies, regardless of their specific forms e.g. pump-storage…

Optimization and Control · Mathematics 2017-08-02 Amin Masoumzadeh , Ehsan Nekouei , Tansu Alpcan , Deb Chattopadhyay

In this paper, we propose a stochastic method for solving equality constrained optimization problems that utilizes predictive variance reduction. Specifically, we develop a method based on the sequential quadratic programming paradigm that…

Optimization and Control · Mathematics 2023-03-28 Albert S. Berahas , Jiahao Shi , Zihong Yi , Baoyu Zhou

The mathematical problem of the static storage optimisation is formulated and solved by means of a variational analysis. The solution obtained in implicit form is shedding light on the most important features of the optimal exercise…

Computational Finance · Quantitative Finance 2015-03-17 Dmitry Lesnik

Energy storage has great potential in grid congestion relief. By making large-scale energy storage portable through trucking, its capability to address grid congestion can be greatly enhanced. This paper explores a business model of…

Systems and Control · Computer Science 2020-02-03 Guannan He , Da Zhang , Xidong Pi , Qixin Chen , Soummya Kar , Jay Whitacre

We propose a real-time nodal pricing mechanism for cost minimization and voltage control in a distribution network with autonomous distributed energy resources and analyze the resulting market using stochastic game theory. Unlike existing…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Eli Brock , Jingqi Li , Javad Lavaei , Somayeh Sojoudi

This work proposes a conformal approach for energy storage arbitrage to control the downside risk arising from imperfect price forecasts. Energy storage arbitrage relies solely on predictions of future market prices, while inaccurate price…

Systems and Control · Electrical Eng. & Systems 2025-12-10 Yiqian Wu , Ming Yi , Bolun Xu , James Anderson

In the present paper, we study the optimal execution problem under stochastic price recovery based on limit order book dynamics. We model price recovery after execution of a large order by accelerating the arrival of the refilling order,…

Trading and Market Microstructure · Quantitative Finance 2015-02-17 Masashi Ieda

Electricity price forecasting supports decision-making in energy markets and asset operation. Probabilistic forecasts are increasingly adopted to explicitly quantify uncertainty, typically issued as quantile predictions or ensembles of the…

Statistical Finance · Quantitative Finance 2026-04-22 Simon Hirsch , Florian Ziel

We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…

Optimization and Control · Mathematics 2021-06-29 Dmitry Pasechnyuk , Pavel Dvurechensky , Sergey Omelchenko , Alexander Gasnikov

In commercial buildings, about 40%-50% of the total electricity consumption is attributed to Heating, Ventilation, and Air Conditioning (HVAC) systems, which places an economic burden on building operators. In this paper, we intend to…

Systems and Control · Electrical Eng. & Systems 2020-07-23 Liang Yu , Yi Sun , Zhanbo Xu , Chao Shen , Dong Yue , Tao Jiang , Xiaohong Guan

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

Dispatch of a grid energy storage system for arbitrage is typically formulated into a rolling-horizon optimization problem that includes a battery aging model within the cost function. Quantifying degradation as a depreciation cost in the…

Systems and Control · Electrical Eng. & Systems 2024-10-10 Volkan Kumtepeli , Holger Hesse , Thomas Morstyn , Seyyed Mostafa Nosratabadi , Marko Aunedi , David A. Howey

In this study, an optimization problem is proposed in order to obtain the maximum economic benefit from wind farms with variable and intermittent energy generation in the day ahead and balancing electricity markets. This method, which is…

Econometrics · Economics 2018-06-15 Akın Taşcikaraoğlu , Ozan Erdinç