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相关论文: Arbitrage of Energy Storage in Electricity Markets…

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In this paper, we derive a temporal arbitrage policy for storage via reinforcement learning. Real-time price arbitrage is an important source of revenue for storage units, but designing good strategies have proven to be difficult because of…

系统与控制 · 计算机科学 2020-10-27 Hao Wang , Baosen Zhang

Electricity price prediction plays a vital role in energy storage system (ESS) management. Current prediction models focus on reducing prediction errors but overlook their impact on downstream decision-making. So this paper proposes a…

机器学习 · 计算机科学 2023-05-02 Linwei Sang , Yinliang Xu , Huan Long , Qinran Hu , Hongbin Sun

The large integration of variable energy resources is expected to shift a large part of the energy exchanges closer to real-time, where more accurate forecasts are available. In this context, the short-term electricity markets and in…

We investigate the profitability and risk of energy storage arbitrage in electricity markets under price uncertainty, exploring both robust and chance-constrained optimization approaches. We analyze various uncertainty representations,…

最优化与控制 · 数学 2025-01-16 Yiqian Wu , Bolun Xu , James Anderson

This paper proposes a novel energy storage price arbitrage algorithm combining supervised learning with dynamic programming. The proposed approach uses a neural network to directly predicts the opportunity cost at different energy storage…

系统与控制 · 电气工程与系统科学 2022-11-22 Ningkun Zheng , Xiaoxiang Liu , Bolun Xu , Yuanyuan Shi

Large scale electricity storage is set to play an increasingly important role in the management of future energy networks. A major aspect of the economics of such projects is captured in arbitrage, i.e. buying electricity when it is cheap…

最优化与控制 · 数学 2015-05-25 James Cruise , Lisa Flatley , Richard Gibbens , Stan Zachary

This paper presents a computation-efficient stochastic dynamic programming algorithm for solving energy storage price arbitrage considering variable charge and discharge efficiencies. We formulate the price arbitrage problem using…

最优化与控制 · 数学 2022-07-08 Ningkun Zheng , Joshua Jaworski , Bolun Xu

Energy management systems (EMS) are becoming increasingly important in order to utilize the continuously growing curtailed renewable energy. Promising energy storage systems (ESS), such as batteries and green hydrogen should be employed to…

机器学习 · 计算机科学 2022-12-13 Dongju Kang , Doeun Kang , Sumin Hwangbo , Haider Niaz , Won Bo Lee , J. Jay Liu , Jonggeol Na

Energy arbitrage is one of the most profitable sources of income for battery operators, generating revenues by buying and selling electricity at different prices. Forecasting these revenues is challenging due to the inherent uncertainty of…

机器学习 · 计算机科学 2024-10-29 Manuel Sage , Joshua Campbell , Yaoyao Fiona Zhao

We study the optimal control of storage which is used for arbitrage, i.e. for buying a commodity when it is cheap and selling it when it is expensive. Our particular concern is with the management of energy systems, although the results are…

最优化与控制 · 数学 2014-06-17 James Cruise , Richard Gibbens , Stan Zachary

Arbitrage is one important revenue source for energy storage in electricity markets. However, a large amount of storage in the market will impact the energy price and reduce potential revenues. This can lead to strategic behaviors of…

综合金融 · 定量金融 2022-11-17 Dongwei Zhao , Mehdi Jafari , Audun Botterud , Apurba Sakti

Energy storage devices represent environmentally friendly candidates to cope with volatile renewable energy generation. Motivated by the increase in privately owned storage systems, this paper studies the problem of real-time control of a…

最优化与控制 · 数学 2019-03-28 Ahmed S. Zamzam , Bo Yang , Nicholas D. Sidiropoulos

Energy storage systems (ESS) are pivotal component in the energy market, serving as both energy suppliers and consumers. ESS operators can reap benefits from energy arbitrage by optimizing operations of storage equipment. To further enhance…

机器学习 · 计算机科学 2023-10-24 Luolin Xiong , Yang Tang , Chensheng Liu , Shuai Mao , Ke Meng , Zhaoyang Dong , Feng Qian

Wind energy has been increasingly adopted to mitigate climate change. However, the variability of wind energy causes wind curtailment, resulting in considerable economic losses for wind farm owners. Wind curtailment can be reduced using…

系统与控制 · 电气工程与系统科学 2023-08-29 Jinhao Li , Changlong Wang , Hao Wang

Driven by the global decarbonization effort, the rapid integration of renewable energy into the conventional electricity grid presents new challenges and opportunities for the battery energy storage system (BESS) participating in the energy…

系统与控制 · 电气工程与系统科学 2022-12-14 Muhammad Anwar , Changlong Wang , Frits de Nijs , Hao Wang

With increasingly favorable economics and bundling of different grid services, energy storage systems (ESS) are expected to play a key role in integrating renewable generation. This work considers the coordination of ESS owned by customers…

最优化与控制 · 数学 2018-05-31 Sarthak Gupta , Vassilis Kekatos , Walid Saad

The future power system is increasingly interconnected via both AC and DC interconnectors. These interconnectors establish links between previously decoupled energy markets. In this paper, we propose an optimal multi-market energy storage…

最优化与控制 · 数学 2023-10-03 Md Umar Hashmi , Stephen Hardy , Dirk Van Hertem , Harsha Nagarajan

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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 2022-03-14 Saeed Mohammadi , Mohammad Reza Hesamzadeh

Multi-energy microgrid (MEMG) offers an effective approach to deal with energy demand diversification and new energy consumption on the consumer side. In MEMG, it is critical to deploy an energy management system (EMS) for efficient…

系统与控制 · 电气工程与系统科学 2023-12-01 Yang Cui , Yang Xu , Yang Li , Yijian Wang , Xinpeng Zou
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