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In a day-ahead market, energy buyers and sellers submit their bids for a particular future time, including the amount of energy they wish to buy or sell and the price they are prepared to pay or receive. However, the dynamic for forming the…

Optimization and Control · Mathematics 2024-11-26 Luca Di Persio , Matteo Garbelli , Luca M. Giordano

As multi-microgrids become readily available, some limited models have been proposed that study operational and power quality constraints with local energy markets independently. This paper proposes a convex optimization model of an energy…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Johanna Castellanos , Carlos Adrian Correa-Florez , Alejandro Garcés , Gabriel Ordóñez-Plata , César A. Uribe , Diego Patino

Electric power systems are undergoing a major transformation as they integrate intermittent renewable energy sources, and batteries to smooth out variations in renewable energy production. As privately-owned batteries grow from their role…

Theoretical Economics · Economics 2025-04-02 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes , Bolun Xu

Demand response has been a promising solution for accommodating renewable energy in power systems. In this study, we consider a demand response scheme within a distribution network facing an energy supply deficit. The utility company…

Systems and Control · Electrical Eng. & Systems 2024-04-02 Xiupeng Chen , Jacquelien M. A. Scherpen , Nima Monshizadeh

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

As electricity consumption grows, reducing peak demand--the maximum load on the grid--has become critical for preventing infrastructure strain and blackouts. Pricing mechanisms that incentivize consumers with flexible loads to shift…

Computer Science and Game Theory · Computer Science 2025-11-17 Vade Shah , Jason R. Marden

As e-commerce marketplaces continue to grow in popularity, it has become increasingly important to understand the role and impact of marketplace operators on competition and social welfare. We model a marketplace operator as an entity that…

In this article we propose a multi-zonal integrated energy-reserve market model. We assume that bidders may submit their demand and supply bids on the one hand in the form of conventional hourly step bids and block bids, which are cleared…

Systems and Control · Electrical Eng. & Systems 2020-04-29 Dávid Csercsik

The emerging interest in deployment of renewable energy resources (RESs) in smart system represents a great challenge to both system planners and owners of Microgrids (MGs) operators. In this regard, we propose a Tri-level power market…

Optimization and Control · Mathematics 2018-02-13 Mohammd Hamdi

We consider an energy system with $n$ consumers who are linked by a Demand Side Management (DSM) contract, i.e. they agreed to diminish, at random times, their aggregated power consumption by a predefined volume during a predefined…

Optimization and Control · Mathematics 2021-01-18 Clémence Alasseur , Luciano Campi , Roxana Dumitrescu , Jia Zeng

We address the problem of mechanism design for two-stage repeated stochastic games -- a novel setting using which many emerging problems in next-generation electricity markets can be readily modeled. Repeated playing affords the players a…

Theoretical Economics · Economics 2022-10-20 Bharadwaj Satchidanandan , Munther A. Dahleh

We formulate for the first time the economic dispatch problem in an integrated electrical and gas distribution system as a game equilibrium problem between distributed prosumers. Specifically, by approximating the non-linear gas-flow…

Optimization and Control · Mathematics 2022-11-08 Wicak Ananduta , Sergio Grammatico

In this paper, we analyze Nash equilibria between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon market. The producers' strategies integrate the coupling of…

Mathematical Finance · Quantitative Finance 2015-01-15 Mireille Bossy , Nadia Maizi , Odile Pourtallier

Recently there has been a lot of progress in the development of economic nonlinear model predictive control (NMPC) schemes for multistage optimal power flow (OPF) problems. However, the additional inclusion of discrete decision variables to…

Optimization and Control · Mathematics 2026-05-28 Jürgen Gutekunst , Armin Nurkanovic , Ekaterina Kostina , Hans Georg Bock , Robert Scholz , Amer Mesanovic

We study an energy market composed of producers who compete to supply energy to different markets and want to maximize their profits. The energy market is modeled by a graph representing a constrained power network where nodes represent the…

General Economics · Economics 2022-12-01 Leonardo Massai , Giacomo Como , Fabio Fagnani

The introduction of aggregator structures has proven effective in bringing fairness to energy resource allocation by negotiating for more resources and economic surplus on behalf of users. This paper extends the fair energy resource…

Computer Science and Game Theory · Computer Science 2024-10-16 Jiayi Li , Matt Motoki , Baosen Zhang

We consider a network of prosumers involved in peer-to-peer energy exchanges, with differentiation price preferences on the trades with their neighbors, and we analyze two market designs: (i) a centralized market, used as a benchmark, where…

Optimization and Control · Mathematics 2018-12-07 Hélène Le Cadre , Paulin Jacquot , Cheng Wan , Clémence Alasseur

With the rapid development of distributed energy resources, increasing number of residential and commercial users have been switched from pure electricity consumers to prosumers that can both consume and produce energy. To properly manage…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-09-15 Bing Liu , Furan Xie , Li Chai

Locational Marginal Price (LMP) is a dual variable associated with supply-demand matching and represents the cost of delivering power to a particular location if the load at that location increases. In recent times it become more volatile…

Optimization and Control · Mathematics 2018-11-07 Shantanu Chakraborty , Remco Verzijlbergh , Milos Cvetkovic , Kyri Baker , Zofia Lukszo

The increasing challenges to the grid stability posed by the penetration of renewable energy resources urge a more active role for demand response programs as viable alternatives to a further expansion of peak power generators. This work…

Optimization and Control · Mathematics 2023-06-28 Danial Ramin , Stefano Spinelli , Alessandro Brusaferri