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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

Coordination of day-ahead and real-time electricity markets is imperative for cost-effective electricity supply and also to provide efficient incentives for the energy transition. Although stochastic market designs feature the least-cost…

系统与控制 · 电气工程与系统科学 2025-02-03 Dongwei Zhao , Stefanos Delikaraogloub , Vladimir Dvorkin Alberto J. Lamadrid L. , Audun Botterud

For a simple model of price-responsive demand, we consider a deregulated electricity marketplace wherein the grid (ISO, retailer-distributor) accepts bids per-unit supply from generators (simplified herein neither to consider…

计算机科学与博弈论 · 计算机科学 2014-08-29 Yuquan Shan , Jayaram Raghuram , George Kesidis , Christopher Griffin , Karl Levitt , David J. Miller , Jeffry Rowe , Anna Scaglione

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

Simulating long-term hydrothermal bid-based markets considering strategic agents is a challenging task. The representation of strategic agents considering intertemporal constraints within a stochastic framework brings additional complexity…

最优化与控制 · 数学 2024-11-18 Joaquim Dias Garcia , Alexandre Street , Mario Veiga Pereira

We consider an environment where sellers compete over buyers. All sellers are a-priori identical and strategically signal buyers about the product they sell. In a setting motivated by on-line advertising in display ad exchanges, where firms…

计算机科学与博弈论 · 计算机科学 2012-03-30 Gleb Polevoy , Rann Smorodinsky , Moshe Tennenholtz

In this paper, we propose a two-stage electricity market framework to explore the participation of distributed energy resources (DERs) in a day-ahead (DA) market and a real-time (RT) market. The objective is to determine the optimal bidding…

最优化与控制 · 数学 2022-08-30 Yi Guo , Xuejiao Han , Xinyang Zhou , Gabriela Hug

We study the competition for partners in two-sided matching markets with heterogeneous agent preferences, with a focus on how the equilibrium outcomes depend on the connectivity in the market. We model random partially connected markets,…

计算机科学与博弈论 · 计算机科学 2023-01-12 Yash Kanoria , Seungki Min , Pengyu Qian

In this article we propose a multi-zonal integrated energy-reserve market model. We assume that bidders may submit their demand and supply bids on the one hand in the form of conventional hourly step bids and block bids, which are cleared…

系统与控制 · 电气工程与系统科学 2020-04-29 Dávid Csercsik

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 is a key enabler towards a low-emission electricity system, but requires appropriate dispatch models to be economically coordinated with other generation resources in bulk power systems. This paper analyzes how different…

最优化与控制 · 数学 2022-07-26 Ningkun Zheng , Bolun Xu

The increasing integration of renewable energy sources and distributed energy resources (DER) into modern power systems introduces significant uncertainty, posing challenges for maintaining grid flexibility and reliability. Hybrid energy…

系统与控制 · 电气工程与系统科学 2025-10-31 Tanmay Mishra , Dakota Hamilton , Mads R. Almassalkhi

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

With the rapid development of distributed energy resources, increasing number of residential and commercial users have been switched from pure electricity consumers to prosumers that can both consume and produce energy. To properly manage…

分布式、并行与集群计算 · 计算机科学 2023-09-15 Bing Liu , Furan Xie , Li Chai

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…

机器学习 · 统计学 2015-06-17 Vassilis Kekatos , Yu Zhang , Georgios B. Giannakis

Electric power systems are undergoing a major transformation as they integrate intermittent renewable energy sources, and batteries to smooth out variations in renewable energy production. As privately-owned batteries grow from their role…

理论经济学 · 经济学 2025-04-02 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes , Bolun Xu

With a novel search algorithm or assortment planning or assortment optimization algorithm that takes into account a Bayesian approach to information updating and two-stage assortment optimization techniques, the current research provides a…

理论经济学 · 经济学 2023-07-19 Dipankar Das

Electricity market operators worldwide use mixed-integer linear programming to solve the allocation problem in wholesale electricity markets. Prices are typically determined based on the duals of relaxed versions of this optimization…

计算机科学与博弈论 · 计算机科学 2023-12-13 Mete Şeref Ahunbay , Martin Bichler , Teodora Dobos , Johannes Knörr

In many markets, like electricity or cloud computing markets, providers incur large costs for keeping sufficient capacity in reserve to accommodate demand fluctuations of a mostly fixed user base. These costs are significantly affected by…

计算机科学与博弈论 · 计算机科学 2020-04-07 Ludwig Dierks , Sven Seuken

The increasing adoption of AI systems in hiring has raised concerns about algorithmic bias and accountability, prompting regulatory responses including the EU AI Act, NYC Local Law 144, and Colorado's AI Act. While existing research…

计算机与社会 · 计算机科学 2026-04-27 Gauri Sharma , Maryam Molamohammadi