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In this paper we formulate of the Economic Dispatch (ED) problem in Power Systems in continuous time and include in it ramping constraints to derive an expression of the price that reflects some important inter-temporal constraints of the…

Optimization and Control · Mathematics 2016-07-14 Anna Scaglione

We propose an optimization formulation for locational pricing of energy transported through a pipeline network that carries mixtures of natural gas and hydrogen from distributed sources to consumers. The objective includes the economic…

Optimization and Control · Mathematics 2024-05-20 Mo Sodwatana , Saif R. Kazi , Kaarthik Sundar , Adam Brandt , Anatoly Zlotnik

Traditionally, the electric distribution system operates with uniform energy prices across all system nodes. However, as the adoption of distributed energy resources (DERs) propels a shift from passive to active distribution network (ADN)…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Xiaofei Wang , Fangxing Li , Linquan Bai , Xin Fang

DC power flow approximations are ubiquitous in the electricity industry. However, these linear approximations fail to capture important physical aspects of power flow, such as the reactive power and voltage magnitude, which are crucial in…

Optimization and Control · Mathematics 2016-03-16 Sleiman Mhanna , Gregor Verbic , Archie Chapman

In this paper, statistical machine learning algorithms, as well as deep neural networks, are used to predict the values of the price gap between day-ahead and real-time electricity markets. Several exogenous features are collected and…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Nika Nizharadze , Arash Farokhi Soofi , Saeed D. Manshadi

How does dynamic price information flow among Northern European electricity spot prices and prices of major electricity generation fuel sources? We use time series models combined with new advances in causal inference to answer these…

Applications · Statistics 2011-10-26 Egil Ferkingstad , Anders Løland , Mathilde Wilhelmsen

The roll-out of stochastic renewable energy sources (RES) undermines the efficiency of power system and market operations. This paper proposes an approach to derive electricity prices that internalize RES stochasticity. We leverage a…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Robert Mieth , Jip Kim , Yury Dvorkin

The real-time electricity market with the integration of renewable energies and electric vehicles have been receiving significant attention recently. So far most of the literature addresses the optimal power flow (OPF) problem in the…

Systems and Control · Electrical Eng. & Systems 2023-01-24 Adrian-Petru Surani , Rahul Sahetiya

Adopting a zonal structure of electricity market requires specification of zones' borders. In this paper we use social welfare as the measure to assess quality of various zonal divisions. The social welfare is calculated by Market Coupling…

Computational Engineering, Finance, and Science · Computer Science 2014-05-06 Grzegorz Orynczak , Marcin Jakubek , Karol Wawrzyniak , Michal Klos

The Optimal Power Flow (OPF) problem is integral to the functioning of power systems, aiming to optimize generation dispatch while adhering to technical and operational constraints. These constraints are far from straightforward; they…

Machine Learning · Computer Science 2023-10-10 Andrew Rosemberg , Mathieu Tanneau , Bruno Fanzeres , Joaquim Garcia , Pascal Van Hentenryck

In this paper, we consider microgrids that interconnect prosumers with distributed energy resources and dynamic loads. Prosumers are connected through the microgrid to trade energy and gain profit while respecting the network constraints.…

Systems and Control · Electrical Eng. & Systems 2024-02-07 Zeinab Salehi , Yijun Chen , Ian R. Petersen , Elizabeth L. Ratnam , Guodong Shi

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

A minimal model of a market of myopic non-cooperative agents who trade bilaterally with random bids reproduces qualitative features of short-term electric power markets, such as those in California and New England. Each agent knows its own…

Trading and Market Microstructure · Quantitative Finance 2009-05-15 Randall A. LaViolette , Lory A. Ellebracht , Kevin L. Stamber , Charles J. Gieseler , Benjamin K. Cook

A distributed, hierarchical, market based approach is introduced to solve the economic dispatch problem. The approach requires only a minimal amount of information to be shared between a central market operator and the end-users. Price…

Multiagent Systems · Computer Science 2020-09-07 Cornelis Jan van Leeuwen , Joost Stam , Arun Subramanian , Koen Kok

Despite strong connections through shared application areas, research efforts on power market optimization (e.g., unit commitment) and power network optimization (e.g., optimal power flow) remain largely independent. A notable illustration…

Optimization and Control · Mathematics 2020-09-02 Carleton Coffrin , Bernard Knueven , Jesse Holzer , Marc Vuffray

The sustainable utilization of hydro energy relies on accurate estimates of the opportunity cost of the water. This value is calculated through long-term hydrothermal dispatch problems (LTHDP), and the recent literature has raised awareness…

Optimization and Control · Mathematics 2022-12-21 Andrew W. Rosemberg , Alexandre Street , Joaquim Dias Garcia , Davi M. Valladão , Thuener Silva , Oscar Dowson

We discuss stochastic modeling of volatility persistence and anti-correlations in electricity spot prices, and for this purpose we present two mean-reverting versions of the multifractal random walk (MRW). In the first model the…

Statistical Finance · Quantitative Finance 2015-06-04 Martin Rypdal , Ola Løvsletten

Since distribution system operator (DSO) cannot directly control prosumers with controllable resources,this paper proposes an optimal dispatch method of using three-phase distribution locational marginal prices (DLMPs) as effective economic…

Systems and Control · Electrical Eng. & Systems 2019-10-15 Jiaqi Chen , Ye Guo , Wenchuan Wu

We consider the behavior of the price of anarchy and equilibrium flows in nonatomic multi-commodity routing games as a function of the traffic demand. We analyze their smoothness with a special attention to specific values of the demand at…

Computer Science and Game Theory · Computer Science 2024-03-19 Roberto Cominetti , Valerio Dose , Marco Scarsini

Many power system operation and planning problems use the DC power flow approximation to address computational challenges from the nonlinearity of the AC power flow equations. The DC power flow simplifies the AC power flow equations to a…

Systems and Control · Electrical Eng. & Systems 2024-03-13 Babak Taheri , Daniel K. Molzahn