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The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and stochastic optimization have been used to make commitment and…

Optimization and Control · Mathematics 2023-09-18 Dimitris Bertsimas , Angelos G. Koulouras

Increasing penetration of wind and renewable generation poses significant challenges to the power system operations and reliability. This paper considers the real-time optimal transmission switching (OTS) problem for determining the…

Optimization and Control · Mathematics 2020-02-05 Yuqi Zhou , Hao Zhu , Grani A. Hanasusanto

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

The planning and operation of renewable energy, especially wind power, depend crucially on accurate, timely, and high-resolution weather information. Coarse-grid global numerical weather forecasts are typically downscaled to meet these…

Climate policy modelling is a key tool for assessing mitigation strategies in complex systems, where uncertainty is inherent and unavoidable. We present a general methodology for extensive uncertainty analysis in this field. While other…

Applications · Statistics 2026-05-15 Ian J. Burton , Femke J. M. M. Nijsse , James M. Salter

We investigate the problem of market mechanism design for wind energy. We consider a dynamic two-step model with one strategic seller with wind generation and one buyer, who trade energy through a mechanism determined by a designer. The…

Computer Science and Game Theory · Computer Science 2017-02-02 Hamidreza Tavafoghi , Demosthenis Teneketzis

We study linear policy approximations for the risk-conscious operation of an industrial energy system with uncertain wind power, significant and variable electricity demand, and high thermal output, as found in a modern foundry. The system…

Optimization and Control · Mathematics 2025-11-24 Johannes Nicklaus , Lea Brass , Gunnar Schubert

Owners of wind power plants are exposed to financial risk in wholesale electricity markets due to the uncertain nature of wind forecasts and price volatility. In the event of a wind shortfall, the plant may have to repurchase power at a…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Daniel Shen , Marija Ilic

We study a joint wind farm planning and operational scheduling problem under decision-dependent uncertainty. The objective is to determine the optimal number of wind turbines at each location to minimize total cost, including both…

Optimization and Control · Mathematics 2025-09-03 Zhiqiang Chen , Caihua Chen , Jingshi Cui , Qian Hu , Wei Xu

This paper focuses on the problem of energy imbalance management in amicrogrid. The problem is investigated from the power market perspective. Unlike the traditional power grid, a microgrid can obtain extra energy froma renewable energy…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Wei-Yu Chiu , Hongjian Sun , H. Vincent Poor

Energy forecasting has attracted enormous attention over the last few decades, with novel proposals related to the use of heterogeneous data sources, probabilistic forecasting, online learn-ing, etc. A key aspect that emerged is that…

Applications · Statistics 2022-04-05 Pierre Pinson , Liyang Han , Jalal Kazempour

Wind power is playing an increasingly important role in electricity markets. However, it's inherent variability and uncertainty cause operational challenges and costs as more operating reserves are needed to maintain system reliability.…

Optimization and Control · Mathematics 2016-03-01 Yishen Wang , Zhi Zhou , Cong Liu , Audun Botterud

This paper suggests leveraging reactive power potential (RPP) embedded in wind farms to improve power system operational safety and optimality. First, three typical RPP provision approaches are analyzed and a two-stage robust linear…

Systems and Control · Electrical Eng. & Systems 2020-10-12 Yu Zhou , Zhengshuo Li

The intermittent nature of the renewable energies increases the operation costs of conventional generators. As the share of energy supplied by renewable sources increases, these costs also increase. In this paper, we quantify these costs by…

Systems and Control · Computer Science 2018-02-26 Ashkan Zeinalzadeh , Donya Ghavidel , Vijay Gupta

This paper introduces a new approach to quantify the impact of forward propagated demand and weather uncertainty on power system planning and operation models. Recent studies indicate that such sampling uncertainty, originating from demand…

Applications · Statistics 2020-11-17 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

Wind power, as a green energy resource, is growing rapidly worldwide, along with energy storage systems (ESSs) to mitigate its volatility. Sizing of wind power generation and ESSs has become an important problem to be addressed. Wake effect…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Rui Xie , Wei Wei , Yue Chen

Accurate and reliable forecasting of renewable energy generation is crucial for the efficient integration of renewable sources into the power grid. In particular, probabilistic forecasts are becoming essential for managing the intrinsic…

Applications · Statistics 2025-02-12 Alireza Moradi , Mathieu Tanneau , Reza Zandehshahvar , Pascal Van Hentenryck

We present modeling and analysis of day-ahead spatio-temporal energy markets in which each competitive aggregator aims at making the highest profit by managing a complex mixture of different energy resources, such as conventional…

Optimization and Control · Mathematics 2020-09-23 Takayuki Ishizaki , Masakazu Koike , Nobuyuki Yamaguchi , Yuzuru Ueda , Jun-ichi Imura

In this article, we focus on the problem of mitigating the risk of not being able to meet the power demand, due to the inherent uncertainty of renewable energy generation sources in microgrids. We consider three different demand scenarios,…

Systems and Control · Electrical Eng. & Systems 2020-07-20 Arnab Dey , Vivek Khatana , Ankur Mani , Murti V. Salapaka

Virtual power plant (VPP) provides a flexible solution to distributed energy resources integration by aggregating renewable generation units, conventional power plants, energy storages, and flexible demands. This paper proposes a novel…

Systems and Control · Electrical Eng. & Systems 2021-02-04 Yunfan Zhang , Feng Liu , Zhaojian Wang , Yifan Su , Weisheng Wang , Shuanglei Feng