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Peer-to-peer (P2P) energy trading and energy communities have garnered much attention over in recent years due to increasing investments in local energy generation and storage assets. However, the efficiency to be gained from P2P trading,…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Ying Zhang , Valentin Robu , Sho Cremers , Sonam Norbu , Benoit Couraud , Merlinda Andoni , David Flynn , H. Vincent Poor

We consider the problem of optimal trading for a power producer in the context of intraday electricity markets. The aim is to minimize the imbalance cost induced by the random residual demand in electricity, i.e. the consumption from the…

Trading and Market Microstructure · Quantitative Finance 2018-11-27 René Aïd , Pierre Gruet , Huyên Pham

The energy-water demands of metropolitan regions and agricultural ecosystems are ever-increasing. To tackle this challenge efficiently and sustainably, the interdependence of these interconnected resources has to be considered. In this…

Optimization and Control · Mathematics 2023-08-16 M. Di Martino , P. Linke , E. N. Pistikopoulos

Involving residential actors in the energy transition is crucial for its success. Local energy generation, consumption and trading are identified as desirable forms of involvement, especially in energy communities. The potentials for energy…

General Economics · Economics 2021-05-25 Fritz Braeuer , Max Kleinebrahm , Elias Naber , Fabian Scheller , Russell McKenna

As the global focus on combating environmental pollution intensifies, the transition to sustainable energy sources, particularly in the form of electric vehicles (EVs), has become paramount. This paper addresses the pressing need for Smart…

Optimization and Control · Mathematics 2024-09-16 Luca Ambrosino , Giuseppe Calafiore , Khai Manh Nguyen , Riadh Zorgati , Doanh Nguyen-Ngoc , Laurent El Ghaoui

We consider an agent who has access to a financial market, including derivative contracts, who looks to maximise her utility. Whilst the agent looks to maximise utility over one probability measure, or class of probability measures, she…

Mathematical Finance · Quantitative Finance 2026-01-01 Alexander M. G. Cox , Daniel Hernandez-Hernandez

In this paper a unifying energy-based approach is provided to the modeling and stability analysis of power systems coupled with market dynamics. We consider a standard model of the power network with a third-order model for the synchronous…

Optimization and Control · Mathematics 2016-07-28 Tjerk Stegink , Claudio De Persis , Arjan van der Schaft

Linear programming is used as a standard tool for optimising unit commitment or power flows in energy supply systems. For heat supply systems, however, it faces a relevant limitation: For them, energy yield depends on the output…

Economic model predictive control has been proposed as a means for solving the unit loading and unit allocation problem in multi-chiller cooling plants. The adjective economic stems from the use of financial cost due to electricity…

Systems and Control · Electrical Eng. & Systems 2025-12-19 Manuel G. Satué , Manuel R. Arahal , Luis F. Acedo , Manuel G. Ortega

Peer-to-peer (P2P) energy systems have recently emerged as a promising approach for integrating renewable and distributed energy resources into energy grids to reduce carbon emissions. However, market-clearing energy price and amounts,…

Systems and Control · Electrical Eng. & Systems 2021-11-03 Dinh Hoa Nguyen

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

We look into modeling fuel cell hybrid trains for the purpose of optimizing their operation using convex optimization. Models and constraints necessary to form a physically feasible yet convex problem are reviewed. This effort is described…

Optimization and Control · Mathematics 2021-10-26 Rabee Jibrin , Stuart Hillmansen , Clive Roberts

With increasing energy prices, low income households are known to forego or minimize the use of electricity to save on energy costs. If a household is on a prepaid electricity program, it can be automatically and immediately disconnected…

Systems and Control · Electrical Eng. & Systems 2024-08-28 Maitreyee Marathe , Line A. Roald

Although energy system optimisation based on linear optimisation is often used for influential energy outlooks and studies for political decision-makers, the underlying background still needs to be described in the scientific literature in…

Optimization and Control · Mathematics 2023-08-07 Sebastian Miehling , Andreas Hanel , Jerry Lambert , Sebastian Fendt , Hartmut Spliethoff

The interdependence of electricity and natural gas markets is becoming a major topic in energy research. Integrated energy models are used to assist decision-making for businesses and policymakers addressing challenges of energy transition…

General Finance · Quantitative Finance 2020-09-11 Iegor Riepin , Thomas Möbius , Felix Müsgens

This paper proposes a compositional modeling framework for the optimal energy management of a district network. The focus is on cooling of buildings, which can possibly share resources to the purpose of reducing maintenance costs and using…

Systems and Control · Computer Science 2020-05-12 Daniele Ioli , Alessandro Falsone , Alessandro Vittorio Papadopoulos , Maria Prandini

The integration of renewables into electrical grids calls for optimization-based control schemes requiring reliable grid models. Classically, parameter estimation and optimization-based control is often decoupled, which leads to high system…

Systems and Control · Electrical Eng. & Systems 2021-03-22 Xu Du , Alexander Engelmann , Timm Faulwasser , Boris Houska

The sum-utility maximization problem is known to be important in the energy systems literature. The conventional assumption to address this problem is that the utility is concave. But for some key applications, such an assumption is not…

Computer Science and Game Theory · Computer Science 2021-12-07 Chao Zhang , Samson Lasaulce , Li Wang , Lucas Saludjian , H. Vincent Poor

The United States' power market is featured by the lack of judicial power at the federal level. The market thus provides a unique testing environment for the market organization structure. At the same time, the econometric modeling and…

Econometrics · Economics 2018-06-13 Chelsea Sun

We study the utility maximization problem for power utility random fields in a semimartingale financial market, with and without intermediate consumption. The notion of an opportunity process is introduced as a reduced form of the value…

Portfolio Management · Quantitative Finance 2010-11-03 Marcel Nutz