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This paper studies how platform design shapes strategic behavior in decentralized electricity trading. We develop a finite-horizon dynamic game in which photovoltaic- and battery-equipped players ("prosumers") trade on a platform that maps…

General Economics · Economics 2026-03-23 Nicolas Eschenbaum , Nicolas Greber

The recent rise of renewable energy produced by many decentralized sources yields interesting market design challenges for electrical grids. Balancing supply and demand in such networks is both a temporal and spatial challenge due to…

Computer Science and Game Theory · Computer Science 2025-08-11 Simon Krogmann , Pascal Lenzner , Alexander Skopalik , Tobias Sträubig

When participating in electricity markets, owners of battery energy storage systems must bid in such a way that their revenues will at least cover their true cost of operation. Since cycle aging of battery cells represents a substantial…

Optimization and Control · Mathematics 2017-07-27 Bolun Xu , Jinye Zhao , Tongxin Zheng , Eugene Litvinov , Daniel S. Kirschen

Quantity and price risks are key uncertainties market participants face in electricity markets with increased volatility, for instance, due to high shares of renewables. From day ahead until real-time, there is a large variation in the best…

Methodology · Statistics 2025-02-21 Paul E. Seifert , Emil Kraft , Steffen Bakker , Stein-Erik Fleten

In this paper, we propose a complete modelling framework to value several batteries in the electricity intraday market at the trading session scale. The model consists of a stochastic model for the 24 mid-prices (one price per delivery…

Trading and Market Microstructure · Quantitative Finance 2024-12-23 Enzo Cognéville , Thomas Deschatre , Xavier Warin

The increased market penetration of renewable energy sources and the rapid development of electric battery storage technologies yield a potential for reducing electricity price volatility while maintaining stability of the power grid. This…

Optimization and Control · Mathematics 2017-06-13 Juri Hinz , Jeremy Yee

In the global pursuit of carbon neutrality, the role of batteries is indispensable. They provide pivotal flexibilities to counter uncertainties from renewables, preferably by participating in electricity markets. Unlike thermal generators,…

Systems and Control · Electrical Eng. & Systems 2024-09-09 Ye Guo , Chenge Gao , Cong Chen

This paper proposes a bi-level optimization framework to investigate the optimal market operation strategies of price-maker battery energy storage systems (BESSs) in real-time energy, spinning reserve, and pay as performance regulation…

Systems and Control · Electrical Eng. & Systems 2022-01-20 Reza Khalilisenobari , Meng Wu

The recent decrease in battery manufacturing costs stimulates the market participation of utility-scale battery energy storage systems (BESSs). However, battery degradation remains a major concern for BESS owners while determining their…

Systems and Control · Electrical Eng. & Systems 2021-06-28 Reza Khalilisenobari , Meng Wu

Lithium-ion batteries are increasingly being deployed in liberalised electricity systems, where their use is driven by economic optimisation in a specific market context. However, battery degradation depends strongly on operational profile,…

Systems and Control · Electrical Eng. & Systems 2021-03-15 Jorn M. Reniers , Grietus Mulder , David A. Howey

The increasing presence of decentralized renewable generation in the power grid has motivated consumers to install batteries to save excess energy for future use. The high price of energy storage calls for a shared storage system, but…

Optimization and Control · Mathematics 2019-08-05 Karan N. Chadha , Ankur A. Kulkarni , Jayakrishnan Nair

This paper introduces a mathematical formulation of energy storage systems into a generation capacity expansion framework to evaluate the role of energy storage in the decarbonization of distributed power systems. The modeling framework…

Systems and Control · Electrical Eng. & Systems 2021-08-31 Jiachen Mao , Mehdi Jafari , Audun Botterud

European energy markets are decentralized and entail balance responsibility of each market player. This stresses the importance of imbalance management of renewable energy sources (RES), as the imbalance payments can strongly reduce their…

Systems and Control · Electrical Eng. & Systems 2024-10-10 Petra Draskovic , Ivan Pavic , Karlo Sepetanc , Hrvoje Pandzic

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

When providing frequency regulation in a pay-for-performance market, batteries need to carefully balance the trade-off between following regulation signals and their degradation costs in real-time. Existing battery control strategies either…

Optimization and Control · Mathematics 2017-03-24 Bolun Xu , Yuanyuan Shi , Daniel S. Kirschen , Baosen Zhang

Electrical energy storage is considered essential for the future energy systems. Among all the energy storage technologies, battery systems may provide flexibility to the power grid in a more distributed and decentralized way. In countries…

General Finance · Quantitative Finance 2021-12-13 Yu Hu , David Soler Soneira , María Jesús Sánchez

We study the optimal control of battery energy storage under a general "pay-for-performance" setup such as providing frequency regulation and renewable integration. In these settings, batteries need to carefully balance the trade-off…

Optimization and Control · Mathematics 2018-07-31 Yuanyuan Shi , Bolun Xu , Yushi Tan , Daniel Kirschen , Baosen Zhang

We study equilibria in an Electric Vehicle (EV) charging game, a cost minimization game inherent to decentralized charging control strategy for EV power demand management. In our model, each user optimizes its total cost which is sum of…

Theoretical Economics · Economics 2022-12-13 Trivikram Dokka , Jorge Bruno , Sonali SenGupta , Chowdhury Mohammad Sakib Anwar

We study operations of a battery energy storage system under a baseline-based demand response (DR) program with an uncertain schedule of DR events. Baseline-based DR programs may provide undesired incentives to inflate baseline consumption…

Systems and Control · Electrical Eng. & Systems 2019-09-30 Douglas Ellman , Yuanzhang Xiao

Electricity distribution companies deploy battery storage to defer grid upgrades by reducing peak demand. In deregulated jurisdictions, such storage often sits idle because regulatory constraints bar participation in electricity markets.…

Optimization and Control · Mathematics 2026-03-24 Dirk Lauinger , Deepjyoti Deka , Sungho Shin
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