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Because of increasing amounts of intermittent and distributed generators in power systems, many demand response programs have been developed to schedule flexible energy consumption. However, proper benchmarks for comparing these methods are…

Systems and Control · Electrical Eng. & Systems 2021-03-19 Koos van der Linden , Natalia Romero , Mathijs M. de Weerdt

Concerns about system adequacy have led to the establishment of capacity mechanisms in a number of regulatory areas. Against this background, it is essential to accurately quantify the contribution to security of supply that results from…

Computational Engineering, Finance, and Science · Computer Science 2020-05-12 Simon H. Tindemans , Matthew Woolf , Goran Strbac

The participation of renewable, energy storage, and resources with limited fuel inventory in electricity markets has created the need for optimal scheduling and pricing across multiple market intervals for resources with intertemporal…

Optimization and Control · Mathematics 2019-10-08 Jinye Zhao , Tongxin Zheng , Eugene Litvinov

The highly fluctuated renewable generations and electric vehicles have undergone tremendous growth in recent years. The majority of them are connected to the grid via power electronic devices, resulting in wide variation ranges for several…

Systems and Control · Electrical Eng. & Systems 2021-08-13 Likai Liu , Zechun Hu , Asad Mujeeb

We study a market mechanism that sets edge prices to incentivize strategic agents to efficiently share limited network capacity. In this market, agents form coalitions, with each coalition sharing a unit capacity of a selected route and…

Computer Science and Game Theory · Computer Science 2025-11-19 Saurabh Amin , Patrick Jaillet , Haripriya Pulyassary , Manxi Wu

The capacity market, a marketplace to exchange available generation capacity for electricity production, provides a major revenue stream for generators and is adopted in several U.S. regions. A subject of ongoing debate, the capacity market…

Optimization and Control · Mathematics 2023-11-14 Cheng Guo , Christian Kroer , Yury Dvorkin , Daniel Bienstock

The growing amount of fluctuating renewable infeeds and market liberalization increases uncertainty in power system operation. To capture the influence of fluctuations in operational planning, we model the forecast errors of the uncertain…

Optimization and Control · Mathematics 2015-08-26 Line Roald , Frauke Oldewurtel , Bart Van Parys , Göran Andersson

Renewable energy sources such as wind and solar have received much attention in recent years and large amount of renewable generation is being integrated to the electricity networks. A fundamental challenge in power system operation is to…

Optimization and Control · Mathematics 2014-07-11 W. A. Bukhsh , C. Zhang , P. Pinson

With the increasing integration of power plants into the frequency-regulation markets, the importance of optimal trading has grown substantially. This paper conducts an in-depth analysis of their optimal trading behavior in sequential…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Saeed Nordin , Abolfazl Khodadadi , Priyanka Shinde , Evelin Blom , Mohammad Reza Hesamzadeh , Lennart Söder

The increasing penetration of renewable energy in recent years has led to more uncertainties in power systems. In order to maintain system reliability and security, electricity market operators need to keep certain reserves in the…

Optimization and Control · Mathematics 2015-12-21 Hongxing Ye , Zuyi Li

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

Transactive or market-based coordination strategies have recently been proposed for controlling the aggregate demand of a large number of electric loads. Such schemes offer operational benefits such as enforcing distribution feeder capacity…

Systems and Control · Computer Science 2017-02-17 Md Salman Nazir , Ian A. Hiskens

The programmable and composable nature of smart contract protocols has enabled the emergence of novel market structures and asset classes that are architecturally frictional to implement in traditional financial paradigms. This fluidity has…

Trading and Market Microstructure · Quantitative Finance 2025-10-08 Althea Sterrett , Austin Adams

Optimization models have been broadly used within side the energy industry as useful decision-making systems for scheduling and dispatching electric powered energy resources; this is applied in a system called unit commitment (UC). Unit…

Optimization and Control · Mathematics 2022-04-01 Angel Zambrano

Intraday electricity markets play an increasingly important role in balancing the intermittent generation of renewable energy resources, which creates a need for accurate probabilistic price forecasts. However, research to date has focused…

Statistical Finance · Quantitative Finance 2025-04-15 Simon Hirsch , Florian Ziel

Recent studies have shown that multi-step optimization based on Model Predictive Control (MPC) can effectively coordinate the increasing number of distributed renewable energy and storage resources in the power system. However, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-02 Junyao Guo , Gabriela Hug , Ozan Tonguz

Efficient markets are characterised by profit-driven participants continuously refining their positions towards the latest insights. Margins for profit generation are generally small, shaping a difficult landscape for automated trading…

Computational Engineering, Finance, and Science · Computer Science 2025-04-16 Robin Bruneel , Mathijs Schuurmans , Panagiotis Patrinos

Chance constrained optimal power flow (CC-OPF) formulations have been proposed to minimize operational costs while controlling the risk arising from uncertainties like renewable generation and load consumption. To solve CC-OPF, we often…

Optimization and Control · Mathematics 2018-09-20 Bowen Li , Ruiwei Jiang , Johanna L. Mathieu

In Europe, balance responsible parties can deliberately take out-of-balance positions to support transmission system operators (TSOs) in maintaining grid stability and earn profit, a practice called implicit balancing. Model predictive…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Seyed Soroush Karimi Madahi , Kenneth Bruninx , Bert Claessens , Chris Develder

The deployment of distributed energy resource (DER) devices plays a critical role in distribution grids, offering multiple value streams, including decarbonization, provision of ancillary services, non-wire alternatives, and enhanced grid…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Yiyuan Pan , Yiheng Xie , Steven Low