中文
相关论文

相关论文: Modified convex hull pricing for fixed load power …

200 篇论文

Aggregators are playing an increasingly crucial role in the integration of renewable generation in power systems. However, the intermittent nature of renewable generation makes market interactions of aggregators difficult to monitor and…

计算机科学与博弈论 · 计算机科学 2016-06-22 Navid Azizan Ruhi , Krishnamurthy Dvijotham , Niangjun Chen , Adam Wierman

Set-valued state estimation when in the presence of uncertainties in the model have been addressed in the literature essentially following three main approaches: i) interval arithmetic of the uncertain dynamics with the estimates; ii)…

系统与控制 · 电气工程与系统科学 2023-04-12 Daniel Silvestre

We consider the problem of optimal trading for a power producer in the context of intraday electricity markets. The aim is to minimize the imbalance cost induced by the random residual demand in electricity, i.e. the consumption from the…

交易与市场微观结构 · 定量金融 2018-11-27 René Aïd , Pierre Gruet , Huyên Pham

Introduction of market mechanisms in distribution systems is currently subject to extensive studies. One of the challenges facing Distribution Market Operators (DMOs) is to implement a fair and economically efficient pricing mechanism that…

系统与控制 · 计算机科学 2017-02-24 Sina Parhizi , Alireza Majzoobi , Amin Khodaei

We investigate the problem of pricing and hedging derivatives of Electricity Futures contract when the underlying asset is not available. We propose to use a cross hedging strategy based on the Futures contract covering the larger delivery…

证券定价 · 定量金融 2014-02-03 Adrien Nguyen Huu , Nadia Oudjane

This paper studies the scheduling of a large population of non-preemptive flexible electric loads, each of which has a flexible starting time but once started will follow a fixed load shape until completion. We first formulate the…

最优化与控制 · 数学 2025-03-10 Mehdi Davoudi , Mingyu Chen , Junjie Qin

In this paper, the intra-day multi-interval rolling-window joint dispatch and pricing of energy and reserve is studied under increasing volatile and uncertain renewable generations. A look-ahead energy-reserve co-optimization model is…

系统与控制 · 电气工程与系统科学 2023-08-09 Jiantao Shi , Ye Guo , Wenchuan Wu , Hongbin Sun

We present a new model for the electricity spot price dynamics, which is able to capture seasonality, low-frequency dynamics and the extreme spikes in the market. Instead of the usual purely deterministic trend we introduce a non-stationary…

应用统计 · 统计学 2012-01-06 Fred Espen Benth , Claudia Klüppelberg , Gernot Müller , Linda Vos

Recently, chance-constrained stochastic electricity market designs have been proposed to address the shortcomings of scenario-based stochastic market designs. In particular, the use of chance-constrained market-clearing avoids trading off…

最优化与控制 · 数学 2021-06-14 Alvaro Gonzalez-Castellanos , Anton Hinneck , Robert Mieth , David Pozo , Yury Dvorkin

The design of energy markets is a subject of ongoing debate, particularly concerning the choice between the widely adopted Pay-as-Clear (PC) pricing mechanism and the alternative Pay-as-Bid (PB). These mechanisms determine how energy…

计算机科学与博弈论 · 计算机科学 2025-07-09 Ioannis Caragiannis , Zhile Jiang , Stratis Skoulakis

Regulators and utilities have been exploring hourly retail electricity pricing, with several existing programs providing day-ahead hourly pricing schedules. At the same time, customers are deploying distributed energy resources and smart…

系统与控制 · 电气工程与系统科学 2025-09-11 Phillippe K. Phanivong , Duncan S. Callaway

This paper studies the optimal clearing problem for prosumers in peer-to-peer (P2P) energy markets. It is proved that if no trade weights are enforced and the communication structure between successfully traded peers is connected, then the…

系统与控制 · 电气工程与系统科学 2020-09-02 Dinh Hoa Nguyen

This paper examines the marginal value of mobile energy storage, i.e., energy storage units that can be efficiently relocated to other locations in the power network. In particular, we formulate and analyze the joint problem for operating…

系统与控制 · 电气工程与系统科学 2023-03-20 Utkarsha Agwan , Junjie Qin , Kameshwar Poolla , Pravin Varaiya

In this paper, we investigate resource allocation for multicarrier communication systems employing a full-duplex base station for serving multiple half-duplex downlink and uplink users simultaneously. We study the joint power and subcarrier…

信息论 · 计算机科学 2016-09-13 Yan Sun , Derrick Wing Kwan Ng , Robert Schober

We show an auction-based algorithm to compute market equilibrium prices in a production model, where consumers purchase items under separable nonlinear utility concave functions which satisfy W.G.S(Weak Gross Substitutes); producers produce…

计算机科学与博弈论 · 计算机科学 2016-11-26 Junghwan Shin , Sanjiv Kapoor

Maintaining the stability of renewable-dominant power systems requires the procurement of virtual inertia services from non-synchronous resources (e.g., batteries, wind turbines) in addition to inertia traditionally provided by synchronous…

系统与控制 · 电气工程与系统科学 2022-04-12 Zhirui Liang , Robert Mieth , Yury Dvorkin

Efficiently accommodating uncertain renewable resources in wholesale electricity markets is among the foremost priorities of market regulators in the US, UK and EU nations. However, existing deterministic market designs fail to internalize…

系统与控制 · 电气工程与系统科学 2019-12-19 Yury Dvorkin

This paper proposes a convex optimization based method that either locates all real roots of a set of power flow equations or declares no real solution exists in the given area. In the proposed method, solving the power flow equations is…

最优化与控制 · 数学 2018-03-06 Bin Liu , Wei Wei , Feng Liu

Minimizing the peak power consumption and matching demand to supply, under fixed threshold polices, are two key requirements for the success of the future electricity market. In this work, we consider dynamic pricing methods to minimize the…

Multi-Access edge computing (MEC) is an emerging paradigm where users offload computationally intensive jobs to the Access Point (AP). Given that the AP's resources are shared by selfish users, pricing is a useful tool for incentivising…

信息论 · 计算机科学 2020-09-01 Lingxiang Li , Marie Siew , Tony Q. S. Quek , Zhi Chen