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The integration of various energy resources with wind farms, results in improved market-aware management of wind generation variations. Consequently, the proposed method minimizes the negative impact associated with wind generation…

系统与控制 · 电气工程与系统科学 2023-11-27 Ramin Nourollahi , Rasoul Esmaeilzadeh

The emergence of Distributed Energy Resources (DERs) provides both challenges and opportunities for the planning and operations of distribution systems. These resources can be deployed in a manner that is either complementary to or in…

系统与控制 · 电气工程与系统科学 2022-12-06 Marija Ilic , Matthew Gough

Motivated by the need of assessing the optimal allocation of battery energy storage services across various markets and the corresponding impact on market operations, an optimization framework is proposed in this work to coordinate the…

系统与控制 · 电气工程与系统科学 2020-02-25 Reza Khalilisenobari , Meng Wu

In this paper we formulate of the Economic Dispatch (ED) problem in Power Systems in continuous time and include in it ramping constraints to derive an expression of the price that reflects some important inter-temporal constraints of the…

最优化与控制 · 数学 2016-07-14 Anna Scaglione

This paper tackles challenges in pricing and revenue projections due to consumer uncertainty. We propose a novel data-based approach for firms facing unknown consumer type distributions. Unlike existing methods, we assume firms only observe…

理论经济学 · 经济学 2024-05-28 Duarte Gonçalves , Bruno A. Furtado

The time at which renewable (e.g., solar or wind) energy resources produce electricity cannot generally be controlled. In many settings, however, consumers have some flexibility in their energy consumption needs, and there is growing…

最优化与控制 · 数学 2025-03-14 Mohammad Mehrabi , Omer Karaduman , Stefan Wager

The rapid increase in the integration of intermittent and stochastic renewable energy resources (RER) introduces challenging issues related to power system stability. Interestingly, identifying grid nodes that can best support stochastic…

系统与控制 · 电气工程与系统科学 2025-02-04 Mohamad Kazma , Ahmad F. Taha

Renewable energy sources, such as wind and solar power, are increasingly being integrated into smart grid systems. However, when compared to traditional energy resources, the unpredictability of renewable energy generation poses significant…

系统与控制 · 电气工程与系统科学 2023-03-01 Arman Ghasemi , Amin Shojaeighadikolaei , Morteza Hashemi

This paper explores the application of Machine Learning techniques for pricing high-dimensional options within the framework of the Uncertain Volatility Model (UVM). The UVM is a robust framework that accounts for the inherent…

计算金融 · 定量金融 2025-06-06 Ludovic Goudenege , Andrea Molent , Antonino Zanette

An important issue in today's electricity markets is the management of flexibilities offered by new practices, such as smart home appliances or electric vehicles. By inducing changes in the behavior of residential electric utilities, demand…

系统与控制 · 电气工程与系统科学 2022-09-08 Olivier Bilenne , Paulin Jacquot , Nadia Oudjane , Mathias Staudigl , Cheng Wan , Barbara Franci

A basic model in sequential decision making is the Markov decision process (MDP), which is extended to Robust MDPs (RMDPs) by allowing uncertainty in transition probabilities and optimizing against the worst-case transition probabilities…

计算复杂性 · 计算机科学 2026-05-11 Ali Asadi , Krishnendu Chatterjee , Alipasha Montaseri , Ali Shafiee

The interdependency of power systems and natural gas systems is being reinforced by the emerging power-to-gas facilities (PtGs), and the existing gas-fired generators. To jointly improve the efficiency and security under diverse…

系统与控制 · 电气工程与系统科学 2020-11-17 Xiaodong Zheng , Yan Xu , Zhengmao Li , Haoyong Chen

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

In response to the increasing deployment of battery storage systems for cost reduction and grid stress mitigation, this study presents the development of a new real-time Markov decision process model to efficiently schedule battery systems…

系统与控制 · 电气工程与系统科学 2024-09-17 Hussein Sharadga , Ahmad Dawahdeh , Golbon Zakeri , Abdullah Hayajneh , Geoff Pritchard

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 proposes a distributionally robust unit commitment approach for microgrids under net load and electricity market price uncertainty. The key thrust of the proposed approach is to leverage the Kullback-Leibler divergence to…

最优化与控制 · 数学 2020-12-15 Ogun Yurdakul , Fikret Sivrikaya , Sahin Albayrak

Contemporary distribution network can be seen with diverse dispatchable and non-dispatchable energy resources. The coordinated scheduling of these dispatchable resources with non-dispatchable resources can provide several techno-economic…

系统与控制 · 电气工程与系统科学 2023-07-04 Rayees Ahmad Thokar , Nikhil Gupta , K. R. Niazi , Anil Swarnkar , Nand K. Meena , Jin Yang

Maintaining energy balance and economical operation is significant for multi-energy systems such as the energy hub. However, it is usually challenged by the frequently changing and unpredictable uncertainties at different timescales. Under…

计算工程、金融与科学 · 计算机科学 2022-03-03 Jiaxin Cao , Bo Yang , Shanying Zhu , Chi Yung Chung , Xinping Guan

Devising dynamic pricing policy with always valid online statistical learning procedure is an important and as yet unresolved problem. Most existing dynamic pricing policy, which focus on the faithfulness of adopted customer choice models,…

机器学习 · 统计学 2023-11-22 Chi-Hua Wang , Zhanyu Wang , Will Wei Sun , Guang Cheng

The increasing penetration of renewable energy has introduced substantial volatility into wholesale electricity markets, complicating the optimal bidding strategies for power producers. Traditional Reinforcement Learning (RL) approaches…

多智能体系统 · 计算机科学 2026-05-06 Jiayi Chen , Xuan Zhang , Guiling Wang