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The smart grid vision entails advanced information technology and data analytics to enhance the efficiency, sustainability, and economics of the power grid infrastructure. Aligned to this end, modern statistical learning tools are leveraged…

Machine Learning · Statistics 2015-06-17 Vassilis Kekatos , Yu Zhang , Georgios B. Giannakis

Large deployment of distribute energy resources and the increasing awareness of end-users towards their energy procurement are challenging current practices of electricity markets. A change of paradigm, from a top-down hierarchical approach…

Optimization and Control · Mathematics 2020-09-18 Fabio Moret , Andrea Tosatto , Thomas Baroche , Pierre Pinson

In 2021, the European Commission has adopted the Fit-for-55 policy package, legally binding European countries to reduce their CO2 emissions by 55% with respect to 1990, a first step to achieve carbon neutrality in 2050. In this context, it…

The ongoing energy transition drives the development of decentralised renewable energy sources, which are heterogeneous and weather-dependent, complicating their integration into energy systems. This study tackles this issue by introducing…

Machine Learning · Computer Science 2024-07-01 Marine Cauz , Adrien Bolland , Nicolas Wyrsch , Christophe Ballif

This paper presents a Reinforcement Learning (RL) based energy market for a prosumer dominated microgrid. The proposed market model facilitates a real-time and demanddependent dynamic pricing environment, which reduces grid costs and…

Systems and Control · Electrical Eng. & Systems 2020-09-24 Arman Ghasemi , Amin Shojaeighadikolaei , Kailani Jones , Morteza Hashemi , Alexandru G. Bardas , Reza Ahmadi

Peer-to-peer (P2P) energy trading is becoming central to modern distribution systems as rooftop PV and home energy management systems become pervasive, yet most existing market and reinforcement learning designs emphasize efficiency or…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Shrenik Jadhav , Birva Sevak , Srijita Das , Akhtar Hussain , Wencong Su , Van-Hai Bui

This working paper presents a comprehensive study on the development and analysis of various electricity market models, focusing on continuous, discrete, and fractional-order approaches. The continuous model captures the ongoing…

Optimization and Control · Mathematics 2024-07-29 Ioannis Dassios

This two-part paper develops a paradigmatic theory and detailed methods of the joint electricity market design using reinforcement-learning (RL)-based simulation. In Part 2, this theory is further demonstrated by elaborating detailed…

Computer Science and Game Theory · Computer Science 2023-05-15 Ziqing Zhu , Siqi Bu , Ka Wing Chan , Bin Zhou , Shiwei Xia

The decarbonization of energy systems at energy-intensive sites is an essential component of global climate mitigation, yet such transitions involve substantial capital requirements, ongoing technological progress, and the operational…

Optimization and Control · Mathematics 2025-10-17 Ahmet Emir Şener , Burak Kocuk , Tuğçe Yüksel

The electricity industry has been one of the first to face technological changes motivated by sustainability concerns. Whilst efficiency aspects of market design have tended to focus upon market power concerns, the new policy challenges…

Theoretical Economics · Economics 2023-04-06 Lamia Varawala , Mohammad Reza Hesamzadeh , György Dán , Derek Bunn , Juan Rosellón

We explore the use of deep reinforcement learning to provide strategies for long term scheduling of hydropower production. We consider a use-case where the aim is to optimise the yearly revenue given week-by-week inflows to the reservoir…

Machine Learning · Computer Science 2020-12-14 Signe Riemer-Sorensen , Gjert H. Rosenlund

A carbon market is a market-based tool that incentivizes economic agents to align individual profits with the global utility, i.e., reducing carbon emissions to tackle climate change. Cap and trade stands as a critical principle based on…

Machine Learning · Computer Science 2024-06-14 Han Wang , Wenhao Li , Hongyuan Zha , Baoxiang Wang

Low-carbon electricity is a key enabler in combating climate change. Decarbonising the power sector is now at the centre of global and European policies. As the IPCC highlights, pathways where the power sector rapidly decarbonises by 2030…

Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonical example of such systems, where collective price dynamics…

Computational Finance · Quantitative Finance 2026-04-28 Ryuji Hashimoto , Ryosuke Takata , Masahiro Suzuki , Yuki Tanaka , Kiyoshi Izumi

Decentralized electricity markets are often dominated by a small set of generator companies who control the majority of the capacity. In this paper, we explore the effect of the total controlled electricity capacity by a single, or group,…

Computational Engineering, Finance, and Science · Computer Science 2020-11-10 Alexander J. M. Kell , Matthew Forshaw , A. Stephen McGough

Decarbonizing electric grids is a crucial global endeavor in the pursuit of carbon neutrality. Taking carbon emissions from generation into account when pricing electricity usage is an essential way to achieve this goal. However, such…

Optimization and Control · Mathematics 2024-04-19 Yue Chen , Changhong Zhao

The United States' power market is featured by the lack of judicial power at the federal level. The market thus provides a unique testing environment for the market organization structure. At the same time, the econometric modeling and…

Econometrics · Economics 2018-06-13 Chelsea Sun

Deep reinforcement learning offers a model-free alternative to supervised deep learning and classical optimization for solving the transmit power control problem in wireless networks. The multi-agent deep reinforcement learning approach…

Signal Processing · Electrical Eng. & Systems 2020-09-16 Yasar Sinan Nasir , Dongning Guo

This paper introduces a deep reinforcement learning (RL) framework for optimizing the operations of power plants pairing renewable energy with storage. The objective is to maximize revenue from energy markets while minimizing storage…

Machine Learning · Computer Science 2023-06-16 Lucien Werner , Peeyush Kumar

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…

Machine Learning · Computer Science 2022-03-14 Saeed Mohammadi , Mohammad Reza Hesamzadeh