Related papers: Optimizing Day-Ahead Energy Trading with Proximal …
Utilizing distributed renewable and energy storage resources via peer-to-peer (P2P) energy trading has long been touted as a solution to improve energy system's resilience and sustainability. Consumers and prosumers (those who have energy…
With the widespread adoption of Renewable Energy Sources (RESs) in low-voltage distribution systems, opportunities for energy trading among peers have emerged. In particular, the advent of distributed ledgers and blockchain technologies has…
The autonomous trading agent is one of the most actively studied areas of artificial intelligence to solve the capital market portfolio management problem. The two primary goals of the portfolio management problem are maximizing profit and…
Reinforcement learning agents for portfolio management are typically trained and deployed as static policies, with no mechanism for using price forecasts at inference time. We propose $\text{FPILOT}$ (**Fin**ancial **P**lugin…
Resource allocation in High Performance Computing (HPC) environments presents a complex and multifaceted challenge for job scheduling algorithms. Beyond the efficient allocation of system resources, schedulers must account for and optimize…
Prosumer operators are dealing with extensive challenges to participate in short-term electricity markets while taking uncertainties into account. Challenges such as variation in demand, solar energy, wind power, and electricity prices as…
We develop a general and practical framework to address the problem of the optimal design of dynamic fee mechanisms for multiple blockchain resources. Our framework allows to compute policies that optimally trade-off between adjusting…
The challenges of the uncertainties in renewable energy generation and the instability of the real-time market limit the effective utilization of clean energy in microgrid communities. Existing peer-to-peer (P2P) and microgrid coordination…
Governments' net zero emission target aims at increasing the share of renewable energy sources as well as influencing the behaviours of consumers to support the cost-effective balancing of energy supply and demand. These will be achieved by…
Virtual power plants (VPPs) are an emerging paradigm that aggregates distributed energy resources (DERs) for coordinated participation in power systems, including bidding as a single dispatchable entity in the wholesale market. In this…
There is growing interest in the use of grid-level storage to smooth variations in supply that are likely to arise with increased use of wind and solar energy. Energy arbitrage, the process of buying, storing, and selling electricity to…
Demand response (DR) has been demonstrated to be an effective method for reducing peak load and mitigating uncertainties on both the supply and demand sides of the electricity market. One critical question for DR research is how to…
We develop a continuous-time control approach to optimal trading in a Proof-of-Stake (PoS) blockchain, formulated as a consumption-investment problem that aims to strike the optimal balance between a participant's (or agent's) utility from…
In this paper, we discuss the Dutch power market, which is comprised of a day-ahead market and an intraday balancing market that operates like an auction. Due to fluctuations in power supply and demand, there is often an imbalance that…
In recent years, many Blockchain based frameworks for transacting commodities on a congestible network have been proposed. In particular, as the number of controllable grid connected assets increases, there is a need for a decentralized,…
Electricity market modelling is often used by governments, industry and agencies to explore the development of scenarios over differing timeframes. For example, how would the reduction in cost of renewable energy impact investments in gas…
In day-ahead electricity markets based on uniform marginal pricing, small variations in the offering and bidding curves may substantially modify the resulting market outcomes. In this work, we deal with the problem of finding the optimal…
A continuous rise in the penetration of renewable energy sources, along with the use of the single imbalance pricing, provides a new opportunity for balance responsible parties to reduce their cost through energy arbitrage in the imbalance…
Utilizing distributed renewable and energy storage resources in local distribution networks via peer-to-peer (P2P) energy trading has long been touted as a solution to improve energy systems' resilience and sustainability. Consumers and…
Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance…