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This paper develops a machine learning-driven portfolio optimization framework for virtual bidding in electricity markets considering both risk constraint and price sensitivity. The algorithmic trading strategy is developed from the…

Machine Learning · Computer Science 2021-04-08 Yinglun Li , Nanpeng Yu , Wei Wang

Frequency control rebalances supply and demand while maintaining the network state within operational margins. It is implemented using fast ramping reserves that are expensive and wasteful, and which are expected to grow with the increasing…

Optimization and Control · Mathematics 2015-11-19 Enrique Mallada , Changhong Zhao , Steven H. Low

Linearized models of power systems are often desirable to formulate tractable control and optimization problems that still reflect real-world physics adequately under various operating conditions. In this paper, we propose an approach that…

Optimization and Control · Mathematics 2018-05-28 Marc Hohmann , Joseph Warrington , John Lygeros

Recent trends express the impact of prosumers and small energy resources and storages in distribution systems, due to the increasing uptake of renewable resources. This research studies the effect of coordination of distributed resources…

Optimization and Control · Mathematics 2021-05-24 Amir Noori , Babak Tavassoli , Alireza Fereidunian

The growing share of proactive actors in the electricity markets calls for more attention on prosumers and more support for their decision-making under decentralized electricity markets. In view of the changing paradigm, it is crucial to…

Optimization and Control · Mathematics 2021-05-24 Ni Wang , Remco Verzijlbergh , Petra Heijnen , Paulien Herder

We consider an energy minimization problem for cooperative LTE networks. To reduce energy consumption, we investigate how to jointly optimize the transmit power and the association between cells and user equipments (UEs), by taking into…

Information Theory · Computer Science 2017-06-23 Lei You , Lei Lei , Di Yuan

This paper formulates a time-varying social-welfare maximization problem for distribution grids with distributed energy resources (DERs) and develops online distributed algorithms to identify (and track) its solutions. In the considered…

Optimization and Control · Mathematics 2019-07-19 Xinyang Zhou , Emiliano Dall'Anese , Lijun Chen , Andrea Simonetto

In order to deal with market power that sporadically results from contingencies (e.g., severe weather, plant outages) most electricity markets have institutions in charge of monitoring market performance and mitigating market power. The…

Optimization and Control · Mathematics 2017-03-07 Shi Pu , Alfredo Garcia

Demand Response is an emerging technology which will transform the power grid of tomorrow. It is revolutionary, not only because it will enable peak load shaving and will add resources to manage large distribution systems, but mainly…

Information Theory · Computer Science 2012-09-26 Vicenç Gómez , Michael Chertkov , Scott Backhaus , Hilbert J. Kappen

With the deregulation of power industry, large power users can buy electricity directly from power producers. For trades between different regional markets, it is necessary to research on the method to find the cheapest route for power…

Optimization and Control · Mathematics 2017-11-08 Xue Tai , Hongbin Sun , Qinglai Guo , Zihao Li

Although electric power networks and district heating networks are physically coupled, they are not operated in a coordinated manner. With increasing penetration of renewable energy sources, a coordinated market-based operation of the two…

Systems and Control · Electrical Eng. & Systems 2022-11-07 Jona Maurer , Nicolai Tschuch , Stefan Krebs , Kankar Bhattacharya , Claudio Cañizares , Sören Hohmann

In recent years, developments in plug in hybrid electric vehicles have provided various environmental and economic advantages. In the future smart grids, electric vehicles are seen as an important means of transportation to reduce…

Optimization and Control · Mathematics 2018-02-13 Shanxuei Chen , Elizabeth Olivioufski , Braian Dods , Mohammd Hamdi

Congestion game is a widely used model for modern networked applications. A central issue in such applications is that the selfish behavior of the participants may result in resource overloading and negative externalities for the system…

Systems and Control · Electrical Eng. & Systems 2020-02-17 Ezra Tampubolon , Haris Ceribasic , Holger Boche

The increasing uptake of residential PV-battery systems is bound to significantly change demand patterns of future power systems and, consequently, their dynamic performance. In this paper, we propose a generic demand model that captures…

Optimization and Control · Mathematics 2017-09-14 Hesamoddin Marzooghi , Shariq Riaz , Gregor Verbic , Archie C. Chapman , David J. Hill

We consider the problem of optimal reactive power compensation for the minimization of power distribution losses in a smart microgrid. We first propose an approximate model for the power distribution network, which allows us to cast the…

Optimization and Control · Mathematics 2013-12-17 Saverio Bolognani , Sandro Zampieri

In this study, we develop a theoretical model of strategic equilibrium bidding and price-setting behaviour by heterogeneous and boundedly rational electricity producers and a grid operator in a single electricity market under uncertain…

Physics and Society · Physics 2017-04-27 Jobst Heitzig , Hildegard Meyer-Ortmanns , Sabine Auer

This paper is concerned with the problem of coordinating a set of distributed energy resources (DERs) in a lossy power distribution system to provide frequency regulation services to a bulk power grid with the explicit consideration of…

Optimization and Control · Mathematics 2018-02-28 Hanchen Xu , Alejandro D. Domínguez-García , Peter W. Sauer

The electricity market, which was initially designed for dispatchable power plants and inflexible demand, is being increasingly challenged by new trends, such as the high penetration of intermittent renewables and the transformation of the…

General Economics · Economics 2020-11-10 Lina Silva-Rodriguez , Anibal Sanjab , Elena Fumagalli , Ana Virag , Madeleine Gibescu

European Member States are increasingly introducing national capacity mechanisms (CMs) to manage growing adequacy risks. However, isolated national CMs are inefficient in highly interconnected electricity systems, such as the European…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Kamal Adekola , Laurens de Vries , Kenneth Bruninx

Distribution locational marginal prices (DLMPs) facilitate the efficient operation of low-voltage electric power distribution systems. We propose an approach to internalize the stochasticity of renewable distributed energy resources (DERs)…

Systems and Control · Computer Science 2020-04-28 Robert Mieth , Yury Dvorkin
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