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Recent innovations in Information and Communication Technologies (ICT) provide new opportunities and challenges for integration of distributed energy resources (DERs) into the energy supply system as active market players. By increasing…

最优化与控制 · 数学 2019-08-13 Mohsen Khorasany , Yateendra Mishra , Gerard Ledwich

The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and stochastic optimization have been used to make commitment and…

最优化与控制 · 数学 2023-09-18 Dimitris Bertsimas , Angelos G. Koulouras

In order to reduce the energy cost of data centers, recent studies suggest distributing computation workload among multiple geographically dispersed data centers, by exploiting the electricity price difference. However, the impact of data…

系统与控制 · 计算机科学 2016-08-23 Hao Wang , Jianwei Huang , Xiaojun Lin , Hamed Mohsenian-Rad

This paper proposes a Real-Time Market (RTM) platform for an aggregator and its corresponding prosumers to participate in the electricity wholesale market. The proposed energy market platform is modeled as a bilevel optimization problem…

最优化与控制 · 数学 2022-09-13 Koorosh Shomalzadeh , Jacquelien M. A. Scherpen , M. Kanat Camlibel

Congestion caused in the electrical network due to renewable generation can be effectively managed by integrating electric and thermal infrastructures, the latter being represented by large scale District Heating (DH) networks, often fed by…

最优化与控制 · 数学 2021-01-05 Alvaro Gonzalez-Castellanos , Priyanko Guha Thakurta , Aldo Bischi

This paper applies computational techniques of convex stochastic optimization to optimal operation and valuation of electricity storages in the face of uncertain electricity prices. Our valuations are based on the indifference pricing…

This paper focuses on the problem of energy imbalance management in amicrogrid. The problem is investigated from the power market perspective. Unlike the traditional power grid, a microgrid can obtain extra energy froma renewable energy…

系统与控制 · 电气工程与系统科学 2026-01-16 Wei-Yu Chiu , Hongjian Sun , H. Vincent Poor

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…

理论经济学 · 经济学 2023-04-06 Lamia Varawala , Mohammad Reza Hesamzadeh , György Dán , Derek Bunn , Juan Rosellón

Investments into renewable energy are increasing rapidly around the world. Energy system models are able to provide insights into optimal investment capacities and thus are widely used to aid the long-term investment decision-making under…

最优化与控制 · 数学 2022-01-06 Ni Wang , Remco A. Verzijlbergh , Petra W. Heijnen , Paulien M. Herder

We analyze pricing mechanisms in electricity markets with AC power flow equations that define a nonconvex feasible set for the economic dispatch problem. Specifically, we consider two possible pricing schemes. The first among these prices…

系统与控制 · 电气工程与系统科学 2021-10-04 Mariola Ndrio , Anna Winnicki , Subhonmesh Bose

The evolution of smart microgrid and its demand-response characteristics not only will change the paradigms of the century-old electric grid but also will shape the electricity market. In this new market scenario, once always energy…

系统与控制 · 计算机科学 2017-04-24 Mosaddek Hossain Kamal Tushar , Chadi Assi

This paper studies the optimal energy management in a group of dwellings having micro fuel cell combined heat and power systems. To increase the self-sufficiency and resilience of such local community, a peer-to-peer energy trading system…

系统与控制 · 电气工程与系统科学 2020-09-15 Dinh Hoa Nguyen , Tatsumi Ishihara

Nonconvexities in markets with discrete decisions and nonlinear constraints make efficient pricing challenging, often necessitating subsidies. A prime example is the unit commitment (UC) problem in electricity markets, where costly…

最优化与控制 · 数学 2026-02-18 Cheng Guo , Lauren Henderson , Ryan Cory-Wright , Boshi Yang

Quantity and price risks are key uncertainties market participants face in electricity markets with increased volatility, for instance, due to high shares of renewables. From day ahead until real-time, there is a large variation in the best…

统计方法学 · 统计学 2025-02-21 Paul E. Seifert , Emil Kraft , Steffen Bakker , Stein-Erik Fleten

Efforts to utilize 100% renewable energy in community microgrids require new approaches to energy markets and transactions to efficiently address periods of scarce energy supply. In this paper we contribute to the promising approach of…

最优化与控制 · 数学 2021-12-23 Jonathan Lee , Rodrigo Henriquez-Auba , Bala Kameshwar Poolla , Duncan S. Callaway

The start up costs in many kinds of generators lead to complex cost structures, which in turn yield severe market loopholes in the locational marginal price (LMP) scheme. Convex hull pricing (a.k.a. extended LMP) is proposed to improve the…

最优化与控制 · 数学 2020-02-19 Jian Sun , Chenye Wu

In this paper, we propose a distributed control strategy for the design of an energy market. The method relies on a hierarchical structure of aggregators for the coordination of prosumers (agents which can produce and consume energy). The…

系统与控制 · 计算机科学 2018-06-28 Lorenzo Nespoli , Vasco Medici

The recent widespread adoption of rooftop solar backed by battery storage is enabling energy customers to both produce and consume electricity (i.e., prosumers of electricity). To facilitate prosumer participation in the electric grid, new…

系统与控制 · 电气工程与系统科学 2025-06-25 Zeinab Salehi , Yijun Chen , Ian R. Petersen , Guodong Shi , Duncan S. Callaway , Elizabeth L. Ratnam

Over the past years, distributed energy resources (DER) have been the object of many studies, which recognise and establish their emerging role in the future of power systems. However, the implementation of many scenarios and mechanism are…

系统与控制 · 计算机科学 2018-09-20 Jaysson Guerrero , Archie Chapman , Gregor Verbic

Motivated by the increasing integration among electricity markets, in this paper we propose two different methods to incorporate market integration in electricity price forecasting and to improve the predictive performance. First, we…

统计金融 · 定量金融 2017-12-08 Jesus Lago , Fjo De Ridder , Peter Vrancx , Bart De Schutter