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This work is concerned with the application of game theoretic principles to model competition between demand response aggregators for selling excess energy stored in electrochemical storage devices directly to other aggregators in a power…

Systems and Control · Computer Science 2016-12-05 Mahdi Motalleb , Reza Ghorbani

The modelling of modern power markets requires the representation of the following main features: (i) a stochastic dynamic decision process, with uncertainties related to renewable production and fuel costs, among others; and (ii) a…

Optimization and Control · Mathematics 2019-10-10 Joaquim Dias Garcia , Raphael Chabar

It can be observed that the purchasing decision of an individual consumer in an electronic marketplace is determined by a set of factors, such as personal characteristics of the consumer, product pricing, minimum price-quantity combination…

Computer Science and Game Theory · Computer Science 2024-06-27 Dipankar Das

We propose a market designed using game theory to optimally utilize the flexibility of distributed energy resources (DERs) like solar, batteries, electric vehicles, and flexible loads. Market agents perform multiperiod optimization to…

Systems and Control · Electrical Eng. & Systems 2025-02-07 Vineet Jagadeesan Nair , Anuradha Annaswamy

As the number of prosumers with distributed energy resources (DERs) grows, the conventional centralized operation scheme may suffer from conflicting interests, privacy concerns, and incentive inadequacy. In this paper, we propose an energy…

Computer Science and Game Theory · Computer Science 2022-06-29 Yue Chen , Changhong Zhao , Steven H. Low , Adam Wierman

This paper explores the design of a balanced data-sharing marketplace for entities with heterogeneous datasets and machine learning models that they seek to refine using data from other agents. The goal of the marketplace is to encourage…

Computer Science and Game Theory · Computer Science 2024-01-25 Aditya Bhaskara , Sreenivas Gollapudi , Sungjin Im , Kostas Kollias , Kamesh Munagala , Govind S. Sankar

This paper studies an optimal allocation of demand response (DR) provisions among strategic photovoltaic (PV) prosumers, through third-party DR providers which operate within the territory of the regulated distribution utility. A game…

Systems and Control · Electrical Eng. & Systems 2021-10-05 Sayyid Mohssen Sajjadi , Meng Wu

We consider a network of prosumers involved in peer-to-peer energy exchanges, with differentiation price preferences on the trades with their neighbors, and we analyze two market designs: (i) a centralized market, used as a benchmark, where…

Optimization and Control · Mathematics 2018-12-07 Hélène Le Cadre , Paulin Jacquot , Cheng Wan , Clémence Alasseur

This paper employs a game-theoretic approach to analyze investment decisions in Ireland's electricity market. It compares optimal electricity investment strategies among energy generators under a perfect competition framework with an…

Optimization and Control · Mathematics 2025-05-27 Davoud Hosseinnezhad , Mel T. Devine , Seán McGarraghy

Distributed solar photovoltaic (PV) systems are projected to be a key contributor to future energy landscape, but are often poorly represented in energy models due to their distributed nature. They have higher costs compared to utility PV,…

Physics and Society · Physics 2023-07-20 Parisa Rahdan , Elisabeth Zeyen , Cristobal Gallego-Castillo , Marta Victoria

With the increasing integration of power plants into the frequency-regulation markets, the importance of optimal trading has grown substantially. This paper conducts an in-depth analysis of their optimal trading behavior in sequential…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Saeed Nordin , Abolfazl Khodadadi , Priyanka Shinde , Evelin Blom , Mohammad Reza Hesamzadeh , Lennart Söder

This paper proposes an agent-based model that combines both spot and balancing electricity markets. From this model, we develop a multi-agent simulation to study the integration of the consumers' flexibility into the system. Our study…

Systems and Control · Computer Science 2018-02-13 Florian Kühnlenz , Pedro H. J. Nardelli , Santtu Karhinen , Rauli Svento

The development of distributed energy resources, such as rooftop photovoltaic (PV) panels, batteries, and electric vehicles (EVs), has decentralized our power system operation, where transactive energy markets empower local energy…

Systems and Control · Electrical Eng. & Systems 2022-06-29 Yue Chen , Yu Yang , Xiaoyuan Xu

We propose a stylized model of production and exchange in which long-term investors set their production decision over a horizon {\tau} , the "time to produce", and are liquidity constrained, while financial investors trade over a much…

Mathematical Finance · Quantitative Finance 2016-07-27 Maria d'Errico , Alessandro Laio , Guido L. Chiarotti

Although the specific structures of electricity markets are diverse around the world, they were all conceived on the premise of predictable, controllable generation with nonnegligible marginal costs. Recent changes, specifically, the…

Computer Science and Game Theory · Computer Science 2020-12-10 Orcun Karaca

We study the problem of optimal long term portfolio selection with a view to beat a benchmark. Two kinds of objectives are considered. One concerns the probability of outperforming the benchmark and seeks either to minimise the decay rate…

Probability · Mathematics 2017-12-04 Anatolii A. Puhalskii

Grid edge resources refer to distributed energy resources (DERs) located on the consumer side of the electrical grid, controlled by consumers rather than utility companies. Integrating DERs with real-time electricity pricing can better…

Systems and Control · Electrical Eng. & Systems 2025-03-12 Chen Feng , Andrew L. Liu

The rising share of volatile renewable generation increases the demand for flexibility in the electricity grid. Flexible capacity can be offered by industrial energy systems through participation on either the continuous intraday,…

Optimization and Control · Mathematics 2022-12-26 Niklas Nolzen , Alissa Ganter , Nils Baumgärtner , Ludger Leenders , André Bardow

In this paper, we propose a two-stage electricity market framework to explore the participation of distributed energy resources (DERs) in a day-ahead (DA) market and a real-time (RT) market. The objective is to determine the optimal bidding…

Optimization and Control · Mathematics 2022-08-30 Yi Guo , Xuejiao Han , Xinyang Zhou , Gabriela Hug

Decentralized electricity systems increasingly emerge where centralized grids fail to provide reliable supply. In such settings, privately operated neighborhood microgrids, often based on diesel generators, exhibit significant market power,…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Elsa Bou Gebrael , Majd Olleik , Sebastian Zwickl-Bernhard