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Efficient markets are characterised by profit-driven participants continuously refining their positions towards the latest insights. Margins for profit generation are generally small, shaping a difficult landscape for automated trading…

Computational Engineering, Finance, and Science · Computer Science 2025-04-16 Robin Bruneel , Mathijs Schuurmans , Panagiotis Patrinos

In metropolitan areas populated with commercial buildings, electric power supply is stringent especially during business hours. Demand side management using battery is a promising solution to mitigate peak demands, however long payback time…

Signal Processing · Electrical Eng. & Systems 2018-09-13 Yubo Wang , Zhen Song , Valerio De Angelis , Sanjeev Srivastava

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 power networks are evolving with increased active components such as energy storage and flexibility derived from loads such as electric vehicles, heat pumps, industrial processes, etc. Better models are needed to accurately represent…

Systems and Control · Electrical Eng. & Systems 2024-09-13 Md Umar Hashmi , Dirk Van Hertem , Aleen van der Meer , Andrew Keane

Predictive maintenance is an effective tool for reducing maintenance costs. Its effectiveness relies heavily on the ability to predict the future state of health of the system, and for this survival models have shown to be very useful. Due…

Systems and Control · Electrical Eng. & Systems 2023-02-02 Olov Holmer , Erik Frisk , Mattias Krysander

We propose a multiscale model predictive control (MPC) framework for stationary battery systems that exploits high-fidelity models to trade-off short-term economic incentives provided by energy and frequency regulation (FR) markets and…

Optimization and Control · Mathematics 2020-04-14 Yankai Cao , Seong Beom Lee , Venkat R. Subramanian , Victor M. Zavala

The most commonly used model for battery energy storage systems (BESSs) in optimal BESS allocation problems is a constant-efficiency model. However, the charging and discharging efficiencies of BESSs vary non-linearly as functions of their…

Optimization and Control · Mathematics 2021-05-27 Malhar Padhee , Anamitra Pal , Chetan Mishra , Sachin Soni

A vital aspect in energy storage planning and operation is to accurately model its operational cost, which mainly comes from the battery cell degradation. Battery degradation can be viewed as a complex material fatigue process that based on…

Optimization and Control · Mathematics 2017-04-07 Yuanyuan Shi , Bolun Xu , Yushi Tan , Baosen Zhang

Off-grid systems have emerged as a sustainable and cost-effective solution for rural electrification. In sub-Sarahan Africa (SSA), a great number of solar-hybrid microgrids have been installed or planned, operating stand-alone or grid-tied…

Systems and Control · Electrical Eng. & Systems 2020-05-25 Yifu Ding , Avinash Vijay , Derek Neal , Malcolm McCulloch

This paper applies computational techniques of convex stochastic optimization to optimal operation and valuation of electricity storages in the face of uncertain electricity prices. Our approach is applicable to various specifications of…

Optimization and Control · Mathematics 2025-04-22 Jean-Philippe Chancelier , Michel De Lara , François Pacaud , Teemu Pennanen , Ari-Pekka Perkkiö

Motivated by the need of assessing the optimal allocation of battery energy storage services across various markets and the corresponding impact on market operations, an optimization framework is proposed in this work to coordinate the…

Systems and Control · Electrical Eng. & Systems 2020-02-25 Reza Khalilisenobari , Meng Wu

This work proposes a conformal approach for energy storage arbitrage to control the downside risk arising from imperfect price forecasts. Energy storage arbitrage relies solely on predictions of future market prices, while inaccurate price…

Systems and Control · Electrical Eng. & Systems 2025-12-10 Yiqian Wu , Ming Yi , Bolun Xu , James Anderson

We formulate the optimal energy arbitrage problem for a piecewise linear cost function for energy storage devices using linear programming (LP). The LP formulation is based on the equivalent minimization of the epigraph. This formulation…

Systems and Control · Electrical Eng. & Systems 2019-08-19 Md Umar Hashmi , Arpan Mukhopadhyay , Ana Bušić , Jocelyne Elias , Diego Kiedanski

Reduced installation and operating costs give energy storage systems an opportunity to participate actively and profitably in electricity markets. In addition to providing ancillary services, energy storage systems can also arbitrage…

Optimization and Control · Mathematics 2017-02-17 Yishen Wang , Yury Dvorkin , Ricardo Fernández-Blanco , Bolun Xu , Daniel S. Kirschen

In this letter, we model the day-ahead price-based demand response of a residential household with battery energy storage and other controllable loads, as a convex optimization problem. Further using duality theory and Karush-Kuhn-Tucker…

Systems and Control · Electrical Eng. & Systems 2021-04-14 Amit Joshi , Hamed Kebriaei , Valerio Mariani , Luigi Glielmo

The development of efficient and robust dynamic models is fundamental in the field of systems and control engineering. In this paper, a new formulation for the dynamic model of nonlinear mechanical systems, that can be applied to different…

Systems and Control · Electrical Eng. & Systems 2026-02-09 Davide Tebaldi , Roberto Zanasi

Optimization models have been broadly used within side the energy industry as useful decision-making systems for scheduling and dispatching electric powered energy resources; this is applied in a system called unit commitment (UC). Unit…

Optimization and Control · Mathematics 2022-04-01 Angel Zambrano

In optimization routines used for on-line Model Predictive Control (MPC), linear systems of equations are usually solved in each iteration. This is true both for Active Set (AS) methods as well as for Interior Point (IP) methods, and for…

Optimization and Control · Mathematics 2014-01-08 Daniel Axehill

The optimization of the electrode manufacturing process is important for upscaling the application of Lithium Ion Batteries (LIBs) to cater for growing energy demand. In particular, LIB manufacturing is very important to be optimized…

Machine Learning · Computer Science 2023-07-13 Marc Duquesnoy , Chaoyue Liu , Vishank Kumar , Elixabete Ayerbe , Alejandro A. Franco

Model mismatch and process noise are two frequently occurring phenomena that can drastically affect the performance of model predictive control (MPC) in practical applications. We propose a principled way to tune the cost function and the…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Riccardo Zuliani , Efe C. Balta , John Lygeros