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Volatile electrical energy prices are a challenge and an opportunity for small and medium-size companies in energy-intensive industries. By using electrical energy storage and/or an adaptation of production processes, companies can…

Optimization and Control · Mathematics 2023-11-21 Michael Stiglmayr , Svenja Uhlemeyer , Björn Uhlemeyer , Markus Zdrallek

The importance of reactive power compensation for power factor (PF) correction will significantly increase with the large-scale integration of distributed generation interfaced via inverters producing only active power. In this work, we…

Systems and Control · Computer Science 2020-01-14 Md Umar Hashmi , Deepjyoti Deka , Ana Busic , Lucas Pereira , Scott Backhaus

Grid-scale battery energy storage systems (BESSs) can provide flexibility to the power system and capture shortterm price volatility by shifting energy in time through controlled charging and discharging. The highly volatile European…

Computational Engineering, Finance, and Science · Computer Science 2025-06-10 Timothée Hornek , Youngsub Lee , Sergio Potenciano Menci , Ivan Pavić

We consider some crucial problems related to the secure and reliable operation of power systems with high renewable penetrations: how much reserve should we procure, how should reserve resources distribute among different locations, and how…

Systems and Control · Electrical Eng. & Systems 2021-07-19 Jiantao Shi , Ye Guo , Lang Tong , Wenchuan Wu , Hongbin Sun

Automated market makers with concentrated liquidity capabilities are programmable at the tick level. The maximization of earned fees, plus depreciated reserves, is a convex optimization problem whose vector solution gives the best provision…

Portfolio Management · Quantitative Finance 2024-05-30 Corinne Powers

There is an intrinsic value in higher integration of multi-carrier energy systems (especially gas and electricity), to increase operational flexibility in the electricity system and to improve allocation of resources in gas and electricity…

Optimization and Control · Mathematics 2021-01-05 Shahab Shariat Torbaghan , Mehdi Madani , Peter Sels , Ana Virag , Hélène Le Cadre , Kris Kessels , Yuting Mou

Industrial refrigeration systems have substantial energy needs, but optimizing their operation remains challenging due to the tension between minimizing energy costs and meeting strict cooling requirements. Load shifting--strategic…

Optimization and Control · Mathematics 2025-10-07 Vade Shah , Yohan John , Ethan Freifeld , Lily Y. Chen , Jason R. Marden

Convergence (virtual) bidding is an important part of two-settlement electric power markets as it can effectively reduce discrepancies between the day-ahead and real-time markets. Consequently, there is extensive research into the bidding…

Optimization and Control · Mathematics 2023-02-09 Letif Mones , Sean Lovett

The commonly adopted assumption of stationary demands cannot actually reflect fluctuating demands and will weaken solution effectiveness in real practice. We consider an On-line Non-stationary Inventory Control Problem (ONICP), in which no…

Optimization and Control · Mathematics 2016-01-18 Jianfeng Mao

This paper introduces a unified framework for battery energy arbitrage under uncertain market prices that integrates chance-constrained terminal state-of-charge requirements with online threshold policies. We first cast the multi-interval…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Tomás Tapia , Yury Dvorkin

Overconservatism has long been recognized as a major issue with robust optimization, despite its key advantages of tractability, performance guarantee, and limited information. To address this issue, a new criterion is proposed that can…

Optimization and Control · Mathematics 2026-03-20 Yingjie Lan

Convergence bidding, a.k.a., virtual bidding, has been widely adopted in wholesale electricity markets in recent years. It provides opportunities for market participants to arbitrage on the difference between the day-ahead market locational…

Signal Processing · Electrical Eng. & Systems 2021-09-23 Ehsan Samani , Mahdi Kohansal , Hamed Mohsenian-Rad

Energy storage (ES) can help decarbonize power systems by transferring green renewable energy across time. How to unlock the potential of ES in cutting carbon emissions by appropriate market incentives has become a crucial, albeit…

Optimization and Control · Mathematics 2024-03-14 Rui Xie , Yue Chen

Considering that the existing setup of the European electricity markets promotes the spatial coordination of neighbouring power systems only on the day-ahead market stage, regional system operators have to rely mainly on their internal…

Optimization and Control · Mathematics 2015-03-03 Stefanos Delikaraoglou , Pierre Pinson , Robert Eriksson , Tilman Weckesser

Motivated by the need of assessing the optimal allocation of battery energy storage services across various markets and the corresponding impact on market operations, an optimization framework is proposed in this work to coordinate the…

Systems and Control · Electrical Eng. & Systems 2020-02-25 Reza Khalilisenobari , Meng Wu

The growing amount of intermittent renewables in power generation creates challenges for real-time matching of supply and demand in the power grid. Emerging ancillary power markets provide new incentives to consumers (e.g., electrical…

Systems and Control · Computer Science 2016-02-09 Hao Chen , Zhenhua Liu , Ayse K. Coskun , Adam Wierman

This study presents a comprehensive approach to optimizing inventory management under stochastic demand by leveraging Monte Carlo Simulation (MCS) with grid search and Bayesian optimization. By using a business case of historical demand…

Optimization and Control · Mathematics 2024-07-01 Sarit Maitra

The use of energy storage to balance electric grids is increasing and, with it, the importance of operational optimisation from the twin viewpoints of cost and system stability. In this paper we assess the real option value of balancing…

Optimization and Control · Mathematics 2016-10-19 John Moriarty , Jan Palczewski

This work proposes a cooperative trading scheme for the robust optimal energy and reserve management in a multiple-microgrid (MMG) system comprising four microgrids (MGs). This scheme includes a robust optimization (RO) model which accounts…

Systems and Control · Computer Science 2018-12-04 L. P. M. I. Sampath , Ashok Krishnan , Y. S. Foo Eddy , H. B. Gooi

This paper presents a stochastic optimization model for planning the participation of battery energy storage systems (BESSs) in energy and regulation markets. The proposed model quantifies and compares the business value of single and…

Optimization and Control · Mathematics 2025-06-11 Zeenat Hameed , Chresten Traeholt
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