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Related papers: Transferable Energy Storage Bidder

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We consider the problem of characterizing the locational marginal value of energy storage capacity in electric power networks with stochastic renewable supply and demand. The perspective taken is that of a system operator, whose objective…

Optimization and Control · Mathematics 2016-12-07 Subhonmesh Bose , Eilyan Bitar

The availability of abundant labeled data in recent years led the researchers to introduce a methodology called transfer learning, which utilizes existing data in situations where there are difficulties in collecting new annotated data.…

Machine Learning · Computer Science 2021-04-07 Abolfazl Farahani , Behrouz Pourshojae , Khaled Rasheed , Hamid R. Arabnia

In this work, we propose distributed and networked energy management scenarios to optimize the production and reservation of energy among a set of distributed energy nodes. In other words, the idea is to optimally allocate the generated and…

Systems and Control · Electrical Eng. & Systems 2023-08-23 Mohammadreza Doostmohammadian

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

We consider the problem of dynamic buying and selling of shares from a collection of $N$ stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of shares kept at any time. Assuming that…

Portfolio Management · Quantitative Finance 2009-09-23 Michael J. Neely

The power system needs more transmission capacity to deal with the increasing integration of renewable energy resources. The battery energy storage systems (BESSs) are effective to enhance the grid capacity and relieve the transmission…

Systems and Control · Electrical Eng. & Systems 2021-10-18 Zhongyang Zhao , Caisheng Wang , Masoud H. Nazari

This paper proposes a simple and flexible storage model for use in a variety of multi-period optimal power flow problems. The proposed model is designed for research use in a broad assortment of contexts enabled by the following key…

Systems and Control · Electrical Eng. & Systems 2020-05-01 Frederik Geth , Carleton Coffrin , David M Fobes

Prediction markets rely on liquidity to convert trades into informative prices, yet existing mechanisms fix liquidity ex ante. This restriction enforces a static trade-off between price responsiveness and worst-case loss despite inherently…

Computer Science and Game Theory · Computer Science 2026-05-12 Enrique Nueve , Bao Nguyen , Rafael Frongillo , Bo Waggoner

In this paper, we develop a new method for finding an optimal biddingstrategy in sequential auctions, using a dynamic programming technique. Theexisting method assumes that the utility of a user is represented in anadditive form. Thus, the…

Computer Science and Game Theory · Computer Science 2013-01-14 Hiromitsu Hattori , Makoto Yokoo , Yuko Sakurai , Toramatsu Shintani

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

This study investigates two models of varying complexity for optimizing intraday arbitrage energy trading of a battery energy storage system using a model predictive control approach. Scenarios reflecting different stages of the system's…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Martin Cornejo , Melina Graner , Holger Hesse , Andreas Jossen

Accurate prediction of electricity prices is crucial for stakeholders in the energy market, particularly for grid operators, energy producers, and consumers. This study focuses on developing a predictive model leveraging Long Short-Term…

Machine Learning · Computer Science 2025-10-21 Salih Salihoglu , Ibrahim Ahmed , Afshin Asadi

We develop a bidding strategy for a hybrid power plant combining co-located wind turbines and an electrolyzer, constructing a price-quantity bidding curve for the day-ahead electricity market while optimally scheduling hydrogen production.…

Systems and Control · Electrical Eng. & Systems 2025-03-27 Yannick Heiser , Farzaneh Pourahmadi , Jalal Kazempour

Energy storage devices represent environmentally friendly candidates to cope with volatile renewable energy generation. Motivated by the increase in privately owned storage systems, this paper studies the problem of real-time control of a…

Optimization and Control · Mathematics 2019-03-28 Ahmed S. Zamzam , Bo Yang , Nicholas D. Sidiropoulos

Energy-based models (EBMs) have experienced a resurgence within machine learning in recent years, including as a promising alternative for probabilistic regression. However, energy-based regression requires a proposal distribution to be…

Machine Learning · Computer Science 2023-11-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

This paper studies the duopoly competition between renewable energy suppliers with or without energy storage in a local energy market. The storage investment brings the benefits of stabilizing renewable energy suppliers' outputs, but it…

Systems and Control · Electrical Eng. & Systems 2019-10-15 Dongwei Zhao , Hao Wang , Jianwei Huang , Xiaojun Lin

The amalgamation of Internet of Things and the smart grid enables the energy optimal scheduling of appliances based on user needs and dynamic energy prices. Additionally, progress in local storage technology calls for exploiting additional…

Systems and Control · Electrical Eng. & Systems 2022-11-17 Brian Setz , Kawsar Haghshenas , Marco Aiello

The increase in renewable energy on the consumer side gives place to new dynamics in the energy grids. Participants in a microgrid can produce energy and trade it with their peers (peer-to-peer) with the permission of the energy provider.…

Machine Learning · Computer Science 2022-10-26 Nicolas Avila , Shahad Hardan , Elnura Zhalieva , Moayad Aloqaily , Mohsen Guizani

This paper presents a method to determine the optimal location, energy capacity, and power rating of distributed battery energy storage systems at multiple voltage levels to accomplish grid control and reserve provision. We model…

Systems and Control · Electrical Eng. & Systems 2020-04-21 Stefano Massucco , Paola Pongiglione , Federico Silvestro , Mario Paolone , Fabrizio Sossan

We investigate the problem of characterizing the economic value of energy storage capacity to a wind power producer (WPP) that sells its energy in a conventional two-settlement electricity market. The WPP can offer a forward contract to…

Optimization and Control · Mathematics 2018-10-01 Eilyan Bitar , Pramod Khargonekar , Kameshwar Poolla