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Electric power systems are increasingly turning to energy storage systems to balance supply and demand. But how much storage is required? What is the optimal volume of storage in a power system and on what does it depend? In addition, what…

Theoretical Economics · Economics 2025-11-27 Darryl Biggar , Mohammad Reza Hesamzadeh

Renewable energy brings huge uncertainties to the power system, which challenges the traditional power system operation with limited flexible resources. One promising solution is to introduce dynamic pricing to more consumers, which, if…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Jiaman Wu , Zhiqi Wang , Yang Yu , Chenye Wu

This paper presents models for renewable energy systems with storage, and considers its optimal operation. We model and simulate wind and solar power production using stochastic differential equations as well as storage of the produced…

Optimization and Control · Mathematics 2022-12-20 Nicola Cantisani , Tobias K. S. Ritschel , Christian A. Thilker , Henrik Madsen , John Bagterp Jørgensen

Large scale electricity storage is set to play an increasingly important role in the management of future energy networks. A major aspect of the economics of such projects is captured in arbitrage, i.e. buying electricity when it is cheap…

Optimization and Control · Mathematics 2015-05-25 James Cruise , Lisa Flatley , Richard Gibbens , Stan Zachary

The decarbonization of many heavy power-consuming industries is dependent on the integration of renewable energy sources and energy storage systems in isolated autonomous power systems. The optimal energy management in such schemes becomes…

Systems and Control · Electrical Eng. & Systems 2022-08-19 Spyridon Chapaloglou , Erick Alves , Vincenzo Trovato , Elisabetta Tedeschi

We study the optimal control of storage which is used for arbitrage, i.e. for buying a commodity when it is cheap and selling it when it is expensive. Our particular concern is with the management of energy systems, although the results are…

Optimization and Control · Mathematics 2014-06-17 James Cruise , Richard Gibbens , Stan Zachary

In this study, an optimization problem is proposed in order to obtain the maximum economic benefit from wind farms with variable and intermittent energy generation in the day ahead and balancing electricity markets. This method, which is…

Econometrics · Economics 2018-06-15 Akın Taşcikaraoğlu , Ozan Erdinç

One of the most important challenges in the integration of renewable energy sources into the power grid lies in their `intermittent' nature. The power output of sources like wind and solar varies with time and location due to factors that…

Systems and Control · Computer Science 2011-10-21 Yashodhan Kanoria , Andrea Montanari , David Tse , Baosen Zhang

We consider the problem of characterizing the locational marginal value of energy storage capacity in electric power networks with stochastic renewable supply and demand. The perspective taken is that of a system operator, whose objective…

Optimization and Control · Mathematics 2016-12-07 Subhonmesh Bose , Eilyan Bitar

Electricity prices and the end user net load vary with time. Electricity consumers equipped with energy storage devices can perform energy arbitrage, i.e., buy when energy is cheap or when there is a deficit of energy, and sell it when it…

Systems and Control · Electrical Eng. & Systems 2020-02-06 Md Umar Hashmi , Arpan Mukhopadhyay , Ana Bušić , Jocelyne Elias

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

The rapid expansion of wind and solar energy leads to an increasing volatility in the electricity generation. Previous studies have shown that storage devices provide an opportunity to balance fluctuations in the power grid. An economical…

Optimization and Control · Mathematics 2017-11-06 Lars Siemer , Wided Medjroubi

This paper deals with the problem of cost-optimal operation of smart buildings that integrate a centralized HVAC system, photovoltaic generation and both thermal and electrical storage devices. Building participation in a Demand-Response…

Systems and Control · Computer Science 2019-02-19 Gianni Bianchini , Marco Casini , Daniele Pepe , Antonio Vicino , Giovanni Gino Zanvettor

In this paper, we consider a residential heating system with renewable and non-renewable heat generation and different consumption units and investigate a stochastic optimal control problem for its cost-optimal management. As a special…

Optimization and Control · Mathematics 2025-03-04 Paul Honore Takam , Ralf Wunderlich

This letter introduces a method to manage energy storage in electricity grids. Starting from the stochastic characterization of electricity generation and demand, we propose an equation that relates the storage level for every time-step as…

Systems and Control · Computer Science 2016-12-05 Pedro H. J. Nardelli , Hirley Alves

We study the optimal control of storage which is used for both arbitrage and buffering against unexpected events, with particular applications to the control of energy systems in a stochastic and typically time-heterogeneous environment.…

Optimization and Control · Mathematics 2015-09-22 James Cruise , Stan Zachary

In this paper, we consider a domestic standalone microgrid equipped with local renewable energy generation such as photovoltaic panels, consumption units, and battery storage to balance supply and demand and investigate the stochastic…

Optimization and Control · Mathematics 2025-11-04 Paul Honore Takam , Nathalie Fruiba

In this paper we consider an energy storage optimization problem in finite time in a model with partial information that allows for a changing economic environment. The state process consists of the storage level controlled by the storage…

Mathematical Finance · Quantitative Finance 2016-06-21 Anton A. Shardin , Michaela Szölgyenyi

With the simultaneous rise of energy costs and demand for cloud computing, efficient control of data centers becomes crucial. In the data center control problem, one needs to plan at every time step how many servers to switch on or off in…

Performance · Computer Science 2018-01-25 Paul Weng , Zeqi Qiu , John Costanzo , Xiaoqi Yin , Bruno Sinopoli

We characterize profit-maximizing operating strategies, over some time horizon [0,T], for an energy store which is trading in an arbitrage market. Our theory allows for leakage, operating inefficiencies, operating constraints and general…

Optimization and Control · Mathematics 2014-12-03 Lisa Flatley , Robert S. MacKay , Michael Waterson
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