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We develop a tractable equilibrium model for price formation in intraday electricity markets in the presence of intermittent renewable generation. Using stochastic control theory, we identify the optimal strategies of agents with market…

Pricing of Securities · Quantitative Finance 2021-07-01 Olivier Féron , Peter Tankov , Laura Tinsi

Uncoordinated charging of a rapidly growing number of electric vehicles (EVs) and the uncertainty associated with renewable energy resources may constitute a critical issue for the electric mobility (E-Mobility) in the transportation system…

Optimization and Control · Mathematics 2020-06-30 Hwei-Ming Chung , Sabita Maharjan , Yan Zhang , Frank Eliassen

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

In this paper, we propose a hierarchical game approach to model the energy efficiency maximization problem where transmitters individually choose their channel assignment and power control. We conduct a thorough analysis of the existence,…

Information Theory · Computer Science 2016-11-15 Majed Haddad , Piotr Wiecek , Oussama Habachi , Yezekael Hayel

We study the power and limits of optimal dynamic pricing in combinatorial markets; i.e., dynamic pricing that leads to optimal social welfare. Previous work by Cohen-Addad et al. [EC'16] demonstrated the existence of optimal dynamic prices…

Computer Science and Game Theory · Computer Science 2020-10-16 Ben Berger , Alon Eden , Michal Feldman

We develop a model for the industry dynamics in the electricity market, based on mean-field games of optimal stopping. In our model, there are two types of agents: the renewable producers and the conventional producers. The renewable…

Optimization and Control · Mathematics 2020-04-30 René Aïd , Roxana Dumitrescu , Peter Tankov

This paper investigates interaction among residential electricity users and utility company in a distribution network with the capability of two-way communication provided by smart grid. The energy consumption scheduling of electricity…

Computer Science and Game Theory · Computer Science 2018-07-20 Mojtaba Abolfazli , June Zhang , Anthony Kuh

In electrical distribution grids, the constantly increasing number of power generation devices based on renewables demands a transition from a centralized to a distributed generation paradigm. In fact, power injection from Distributed…

Systems and Control · Computer Science 2017-06-30 Riccardo Bonetto , Michele Rossi , Stefano Tomasin , Carlo Fischione

Demand Response is an emerging technology which will transform the power grid of tomorrow. It is revolutionary, not only because it will enable peak load shaving and will add resources to manage large distribution systems, but mainly…

Information Theory · Computer Science 2012-09-26 Vicenç Gómez , Michael Chertkov , Scott Backhaus , Hilbert J. Kappen

Algorithms and models based on game theory have nowadays become prominent techniques for the design of digital controllers for critical systems. Indeed, such techniques enable automatic synthesis: given a model of the environment and a…

Computer Science and Game Theory · Computer Science 2016-08-03 Thomas Brihaye , Amit Kumar Dhar , Gilles Geeraerts , Axel Haddad , Benjamin Monmege

The prospective participation of smart buildings in the electricity system is strongly related to the increasing active role of demand-side resources in the electrical grid. In addition, the growing penetration of smart meters and recent…

Systems and Control · Electrical Eng. & Systems 2019-08-02 Ricardo Fernández-Blanco , Juan Miguel Morales , Salvador Pineda

Demand side management (DSM) is one of the main functionalities of the smart grid as it allows the consumer to adjust its energy consumption for an efficient energy management. Most of the existing DSM techniques aim at minimizing the…

Systems and Control · Electrical Eng. & Systems 2019-09-04 Ilyes Naidji , Moncef Ben Smida , Mohamed Khalgui , Abdelmalik Bachir

We study a multi-player one-round game termed Stackelberg Network Pricing Game, in which a leader can set prices for a subset of $m$ priceable edges in a graph. The other edges have a fixed cost. Based on the leader's decision one or more…

Data Structures and Algorithms · Computer Science 2008-02-21 Patrick Briest , Martin Hoefer , Piotr Krysta

We consider pricing and selection with fading channels in a Stackelberg game framework. A channel server decides the channel prices and a client chooses which channel to use based on the remote estimation quality. We prove the existence of…

Systems and Control · Computer Science 2017-10-17 Yuqing Ni , Alex S. Leong , Daniel E. Quevedo , Ling Shi

In the context of high fossil fuel consumption and inefficiency within China's energy systems, effective demand-side management is essential. This study examines the thermal characteristics of various building types across different…

Systems and Control · Electrical Eng. & Systems 2024-11-20 Ranran Yang

This paper addresses the following question which is of interest in designing efficient exclusive-use spectrum licenses sold through spectrum auctions. Given a system model in which customer demand, revenue, and bids of wireless operators…

Computer Science and Game Theory · Computer Science 2021-02-19 Gourav Saha , Alhussein A. Abouzeid , Zaheer Khan , Marja Matinmikko-Blue

Efforts to utilize 100% renewable energy in community microgrids require new approaches to energy markets and transactions to efficiently address periods of scarce energy supply. In this paper we contribute to the promising approach of…

Optimization and Control · Mathematics 2021-12-23 Jonathan Lee , Rodrigo Henriquez-Auba , Bala Kameshwar Poolla , Duncan S. Callaway

The paper proposes a framework for modeling and analysis of the dynamics of supply, demand, and clearing prices in power system with real-time retail pricing and information asymmetry. Real-time retail pricing is characterized by passing on…

Systems and Control · Computer Science 2011-06-08 Mardavij Roozbehani , Munther A Dahleh , Sanjoy K Mitter

In this paper, we consider the electricity cost minimization problem in a residential network where each community is equipped with a distributed power generation source and every household in the community has a set of essential and…

Optimization and Control · Mathematics 2012-12-11 Yi Liu , Naveed Ul Hassan , Shisheng Huang , Chau Yuen

Under Smart Grid environment, the consumers may respond to incentive--based smart energy tariffs for a particular consumption pattern. Demand Response (DR) is a portfolio of signaling schemes from the utility to the consumers for load…

Signal Processing · Electrical Eng. & Systems 2019-05-28 Shashank Singh , Aryesh Namboodiri , M. P. Selvan