English
Related papers

Related papers: Optimizing Quantile-based Trading Strategies in El…

200 papers

This paper presents a framework for simultaneous bidding and pricing strategy for wholesale market participation of electric vehicle (EV) charging stations aggregator. The proposed framework incorporates the EV charging stations' technical…

Systems and Control · Electrical Eng. & Systems 2022-09-14 Mohammad Mousavi , Li "Lisa" Qi , Alexander Brissette , Meng Wu

The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and stochastic optimization have been used to make commitment and…

Optimization and Control · Mathematics 2023-09-18 Dimitris Bertsimas , Angelos G. Koulouras

The growing integration of renewable energy sources necessitates adequate reserve capacity to maintain power balance. However, in market clearing, power companies with flexible resources may submit strategic bids to maximize profits,…

Systems and Control · Electrical Eng. & Systems 2025-06-26 Yun Xu , Yunxiao Bai , Yunyong Zhang , Peng Wang , Xuelin Wang , Jiqun Guo , Kaijun Xie , Rusheng Zhao

We study a smart grid with wind power and battery storage. Traditionally, day-ahead planning aims to balance demand and wind power, yet actual wind conditions often deviate from forecasts. Short-term flexibility in storage and generation…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom S. Badings , Arnd Hartmanns , Nils Jansen , Marnix Suilen

Driven by the global decarbonization effort, the rapid integration of renewable energy into the conventional electricity grid presents new challenges and opportunities for the battery energy storage system (BESS) participating in the energy…

Systems and Control · Electrical Eng. & Systems 2022-12-14 Muhammad Anwar , Changlong Wang , Frits de Nijs , Hao Wang

Coordination of distributed energy resources is critical for electricity grid management. Although nodal pricing schemes can mitigate congestion and voltage deviations, the resulting prices are not necessarily equitable. In this work, we…

Optimization and Control · Mathematics 2023-12-15 Emmanuel Balogun , Sonia Martin , Anthony Degleris , Ram Rajagopal

Accurate short-term price forecasting is essential for daily operations in electricity markets. This article introduces a new method, called Smoothing Quantile Regression (SQR) Averaging, that improves upon well-performing probabilistic…

Applications · Statistics 2025-09-03 Bartosz Uniejewski

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

The electrification of long-haul freight transport introduces several new challenges, such as the limited capacity and congestion at en-route charging infrastructure. To reduce waiting times during peak periods, this paper proposes a…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Joas Kahlert , Ruiting Wang , Jonas Mårtensson

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

The inherent intermittency of renewable sources like wind and solar has resulted in a bundling of renewable generators with storage resources (batteries) for increased reliability. In this paper, we consider the problem of energy sharing…

Systems and Control · Electrical Eng. & Systems 2020-05-20 Vivek Deulkar , Jayakrishnan Nair

This paper investigates the experimental performance of a discrete portfolio optimization problem relevant to the financial services industry on the gate-model of quantum computing. We implement and evaluate a portfolio rebalancing use case…

Quantum Physics · Physics 2019-11-14 Mark Hodson , Brendan Ruck , Hugh Ong , David Garvin , Stefan Dulman

This paper proposes a hybrid approach to optimal day-ahead pricing for demand response management. At the customer-side, compared with the existing work, a detailed, comprehensive and complete energy management system, which includes all…

Systems and Control · Computer Science 2015-10-29 Fan-Lin Meng , Xiao-Jun Zeng

With the rapid growth of electric vehicles (EVs), EV aggregators have been playing a increasingly vital role in power systems by not merely providing charging management but also participating in wholesale electricity markets. This work…

Optimization and Control · Mathematics 2024-04-16 Shihan Huang , Dongkun Han , John Zhen Fu Pang , Yue Chen

Future electricity distribution grids will host a considerable share of the renewable energy sources needed for enforcing the energy transition. Demand side management mechanisms play a key role in the integration of such renewable energy…

Systems and Control · Computer Science 2019-04-16 José Horta , Eitan Altman , Mathieu Caujolle , Daniel Kofman , David Menga

Battery Energy Storage Systems (BESS) are a cornerstone of the energy transition, as their ability to shift electricity across time enables both grid stability and the integration of renewable generation. This paper investigates the…

Pricing of Securities · Quantitative Finance 2025-10-30 Daniel Oeltz , Tobias Pfingsten

In electricity markets around the world, the ability to anticipate price movements with precision can be the difference between profit and loss, especially for fast-acting assets like battery energy storage systems (BESS). As grid…

Machine Learning · Computer Science 2025-10-07 Aymeric Fabre

The participation of electric vehicle (EV) aggregators in real-time electricity markets offers promising revenue opportunities through price-responsive energy arbitrage. A central challenge in economic bidding lies in quantifying the…

Optimization and Control · Mathematics 2025-10-02 Zhen Zhu , Hongcai Zhang , Yonghua Song

In recent years, there has been a significant focus on advancing the next generation of power systems. Despite these efforts, persistent challenges revolve around addressing the operational impact of uncertainty on predicted data,…

Optimization and Control · Mathematics 2024-03-15 Hien Thanh Doan , Minsoo Kim , Keunju Song , Hongseok Kim

While wind and solar power contribute to sustainability, their intermittent nature poses challenges when integrated into the grid. To mitigate these issues, renewable energy can be combined with coal fired power and hydropower sources to…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Manling Hu , Manqi Xu , Dunnan Liu