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The large shares of wind power generation in electricity markets motivate higher levels of operating reserves. However, current reserve sizing practices fail to account for important topological aspects that might hinder their deployment,…

系统与控制 · 电气工程与系统科学 2020-04-27 Nicola Viafora , Stefanos Delikaraoglou , Pierre Pinson , Gabriela Hug , Joachim Holbøll

We present new formulations of the stochastic electricity market clearing problem based on the principles of stochastic programming. Previous analyses have established that the canonical stochastic programming model effectively captures the…

系统与控制 · 电气工程与系统科学 2023-05-11 Sakitha Ariyarathne , Harsha Gangammanavar

Dispatchability of renewable energy sources and inflexible loads can be achieved using a volatility-compensating energy storage. However, as the future power outputs of the inflexible devices are uncertain, the computation of a dispatch…

系统与控制 · 计算机科学 2018-05-25 R. R. Appino , J. Á. González Ordiano , R. Mikut , V. Hagenmeyer , T. Faulwasser

We consider some crucial problems related to the secure and reliable operation of power systems with high renewable penetrations: how much reserve should we procure, how should reserve resources distribute among different locations, and how…

系统与控制 · 电气工程与系统科学 2021-07-19 Jiantao Shi , Ye Guo , Lang Tong , Wenchuan Wu , Hongbin Sun

Considering the sequential clearing of energy and reserves in Europe, enabling inter-area reserve exchange requires optimally allocating inter-area transmission capacities between these two markets. To achieve this, we provide a…

最优化与控制 · 数学 2021-07-14 Orcun Karaca , Stefanos Delikaraoglou , Maryam Kamgarpour

Considering that the existing setup of the European electricity markets promotes the spatial coordination of neighbouring power systems only on the day-ahead market stage, regional system operators have to rely mainly on their internal…

最优化与控制 · 数学 2015-03-03 Stefanos Delikaraoglou , Pierre Pinson , Robert Eriksson , Tilman Weckesser

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

In recent years, there has been a significant focus on advancing the next generation of power systems. Despite these efforts, persistent challenges revolve around addressing the operational impact of uncertainty on predicted data,…

最优化与控制 · 数学 2024-03-15 Hien Thanh Doan , Minsoo Kim , Keunju Song , Hongseok Kim

The problem of multi-area interchange scheduling in the presence of stochastic generation and load is considered. A new interchange scheduling technique based on a two-stage stochastic minimization of overall expected operating cost is…

系统与控制 · 计算机科学 2016-01-12 Yuting Ji , Tongxin Zheng , Lang Tong

The growing integration of renewable energy sources necessitates adequate reserve capacity to maintain power balance. However, in market clearing, power companies with flexible resources may submit strategic bids to maximize profits,…

系统与控制 · 电气工程与系统科学 2025-06-26 Yun Xu , Yunxiao Bai , Yunyong Zhang , Peng Wang , Xuelin Wang , Jiqun Guo , Kaijun Xie , Rusheng Zhao

In this paper we introduce a continuous time multi stage stochastic optimization for scheduling generating units, their commitment, reserve capacities and their continuous time generation profiles in the day-ahead wholesale electricity…

最优化与控制 · 数学 2018-03-21 Kári Hreinsson , Bita Analui , Anna Scaglione

Transmission system operators employ reserves to deal with unexpected variations of demand and generation to guarantee the security of supply. The French transmission system operator RTE dynamically sizes the required margins using a…

最优化与控制 · 数学 2024-05-14 Jonathan Dumas

This paper provides insight on the economic inefficiency of the classical merit-order dispatch in electricity markets with uncertain supply. For this, we consider a power system whose operation is driven by a two-stage electricity market,…

最优化与控制 · 数学 2016-05-30 Juan M. Morales , Salvador Pineda

The establishment of a single European day-ahead market has accomplished the integration of the regional day-ahead markets. However, the reserves provision and activation remain an exclusive responsibility of regional operators. This…

最优化与控制 · 数学 2019-12-23 Orcun Karaca , Stefanos Delikaraoglou , Gabriela Hug , Maryam Kamgarpour

Energy storage promotes the integration of renewables by operating with charge and discharge policies that balance an intermittent power supply. A key challenge in this emerging sector is how to optimize the operation of storage assets…

Uncertainty levels in forecasting of renewable generation and demand are known to affect the amount of reserve required to operate the power grid with a given level of reliability. In this paper, we quantify the effects on the system…

信号处理 · 电气工程与系统科学 2018-06-18 Yihui Zuo , Fabrizio Sossan , Mokhtar Bozorg , Mario Paolone

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

We consider a two-stage generation scheduling problem comprising a forward dispatch and a real-time re-dispatch. The former must be conducted facing an uncertain net demand that includes non-dispatchable electricity consumption and…

最优化与控制 · 数学 2023-04-18 Juan M. Morales , Miguel Á. Muñoz , Salvador Pineda

The paper suggests a new stochastic model for energy producing, dispatching, and storing in the multi-battery setting that takes into account the topology of the system of the links between the batteries, the transmission and storage…

最优化与控制 · 数学 2019-10-15 Nikolai Dokuchaev

The participation of renewable, energy storage, and resources with limited fuel inventory in electricity markets has created the need for optimal scheduling and pricing across multiple market intervals for resources with intertemporal…

最优化与控制 · 数学 2019-10-08 Jinye Zhao , Tongxin Zheng , Eugene Litvinov
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