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Electric grid faults can cause catastrophic wildfires, particularly in regions with high winds and low humidity. In real-time operations, electric utilities are often left with few options for wildfire risk mitigation, leading to use of…

Systems and Control · Electrical Eng. & Systems 2020-11-17 Noah Rhodes , Lewis Ntaimo , Line Roald

Predict+Optimize frameworks integrate forecasting and optimization to address real-world challenges such as renewable energy scheduling, where variability and uncertainty are critical factors. This paper benchmarks solutions from the…

The availability of deep hedging has opened new horizons for solving hedging problems under a large variety of realistic market conditions. At the same time, any model - be it a traditional stochastic model or a market generator - is at…

Computational Finance · Quantitative Finance 2025-02-07 Yannick Limmer , Blanka Horvath

Efficiently accommodating uncertain renewable resources in wholesale electricity markets is among the foremost priorities of market regulators in the US, UK and EU nations. However, existing deterministic market designs fail to internalize…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Yury Dvorkin

The energy system is rapidly changing to accommodate the increasing number of renewable generators and the general transition towards a more sustainable future. Simultaneously, business models and market designs evolve, affecting power-grid…

Adaptation and Self-Organizing Systems · Physics 2020-03-24 Leonardo Rydin Gorjão , Mehrnaz Anvari , Holger Kantz , Christian Beck , Dirk Witthaut , Marc Timme , Benjamin Schäfer

The problem of market clearing is to set a price for an item such that quantity demanded equals quantity supplied. In this work, we cast the problem of predicting clearing prices into a learning framework and use the resulting models to…

Machine Learning · Computer Science 2019-06-25 Weiran Shen , Sébastien Lahaie , Renato Paes Leme

The supply of electrical energy is being increasingly sourced from renewable generation resources. The variability and uncertainty of renewable generation, compared to a dispatch-able plant, is a significant dissimilarity of concern to the…

Optimization and Control · Mathematics 2017-11-16 Farhad Samadi Gazijahani , Javad Salehi

Due to the limited predictability of wind power and other stochastic generation, trading this energy in competitive electricity markets is challenging. This paper derives revenue-maximising and risk-constrained strategies for stochastic…

General Finance · Quantitative Finance 2018-05-31 Jethro Browell

Electricity price forecasting has become a critical tool for decision-making in energy markets, particularly as the increasing penetration of renewable energy introduces greater volatility and uncertainty. Historically, research in this…

Statistical Finance · Quantitative Finance 2025-11-11 Ciaran O'Connor , Mohamed Bahloul , Steven Prestwich , Andrea Visentin

Driven by ambitious renewable portfolio standards, large-scale inclusion of variable energy resources (such as wind and solar) are expected to introduce unprecedented levels of uncertainty into power system operations. The current practice…

Systems and Control · Electrical Eng. & Systems 2021-08-02 Semih Atakan , Harsha Gangammanavar , Suvrajeet Sen

Electricity systems are experiencing increased effects of randomness and variability due to emerging stochastic assets. The increased effects introduce new uncertainties into power systems that can impact system operability and reliability.…

Systems and Control · Electrical Eng. & Systems 2022-11-10 Naeem Turner-Bandele , Amritanshu Pandey , Larry Pileggi

The rapidly changing architecture and functionality of electrical networks and the increasing penetration of renewable and distributed energy resources have resulted in various technological and managerial challenges. These have rendered…

Artificial Intelligence · Computer Science 2024-05-28 Sarah Keren , Chaimaa Essayeh , Stefano V. Albrecht , Thomas Morstyn

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

As the energy landscape changes quickly, grid operators face several challenges, especially when integrating renewable energy sources with the grid. The most important challenge is to balance supply and demand because the solar and wind…

Machine Learning · Computer Science 2025-01-24 Kamal Sarkar

The balancing market in the energy sector plays a critical role in physically and financially balancing the supply and demand. Modeling dynamics in the balancing market can provide valuable insights and prognosis for power grid stability…

Statistical Finance · Quantitative Finance 2026-02-03 Oskar Våle , Shiliang Zhang , Sabita Maharjan , Gro Klæboe

Energy infrastructure planning under uncertainty has become increasingly complex as electrification, interdependence between energy carriers, decarbonization, and extreme weather events reshape long-term investment decisions. This paper…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Rahman Khorramfar , Aron Brenner , Lara Booth , Ana Rivera , Ruaridh Macdonald , Priya Donti , Saurabh Amin

An increasing share of energy is produced from renewable sources by many small producers. The efficiency of those sources is volatile and, to some extent, random, exacerbating the problem of energy market balancing. In many countries, this…

Machine Learning · Computer Science 2024-02-15 Łukasz Lepak , Paweł Wawrzyński

The electric power system is one of the cornerstones of modern society. One of its most serious malfunctions is the blackout, a catastrophic event that may disrupt a substantial portion of the system, playing havoc to human life and causing…

Data Analysis, Statistics and Probability · Physics 2016-03-07 Chengwei Wang , Celso Grebogi , Murilo S. Baptista

In this paper, we study the peak-aware energy scheduling problem using the competitive framework with machine learning prediction. With the uncertainty of energy demand as the fundamental challenge, the goal is to schedule the energy output…

Data Structures and Algorithms · Computer Science 2019-11-20 Russell Lee , Mohammad H. Hajiesmaili , Jian Li

The growing uncertainty from renewable power and electricity demand brings significant challenges to unit commitment (UC). While various advanced forecasting and optimization methods have been developed to predict better and address this…

Optimization and Control · Mathematics 2025-09-30 Rui Xie , Yue Chen , Pierre Pinson