相关论文: A Planner-Trader Decomposition for Multi-Market Hy…
In the day-ahead energy market, the offering strategy of distributed energy resource (DER) aggregators must be submitted before the uncertainty realization in the form of price-quantity pairs. This work addresses the day-ahead offering…
The concept of Energy Hub (EH) has been emerged to accommodate renewable energy sources in a multi-energy system to deploy the synergies between electricity and other energy sources. However, the market mechanisms for the integration of the…
The widespread diffusion of distributed energy resources, especially those based on renewable energy, and energy storage devices has deeply modified power systems. As a consequence, demand response, the ability of customers to respond to…
Real-time dispatch practices for operating the electric grid in an economic and reliable manner are evolving to accommodate higher levels of renewable energy generation. In particular, stochastic optimization is receiving increased…
Optimal execution, i.e., the determination of the most cost-effective way to trade volumes in continuous trading sessions, has been a topic of interest in the equity trading world for years. Electricity intraday trading slowly follows this…
The manufacturing industry is under growing pressure to enhance sustainability while preserving economic competitiveness. As a result, manufacturers have been trying to determine how to integrate onsite renewable energy and real-time…
Market power exercise in the electricity markets distorts market prices and diminishes social welfare. Many markets have implemented market power mitigation processes to eliminate the impact of such behavior. The design of mitigation…
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…
In modern buildings renewable energy generators and storage devices are spreading, and consequently the role of the users in the power grid is shifting from passive to active. We design a demand response scheme that exploits the prosumers'…
As the penetration of distributed energy resources increases, harnessing their flexibility becomes critical for power system operations. Virtual power plants (VPPs) offer a promising solution. However, existing VPP market scheduling tools…
This paper presents an integrated model for bidding energy storage in day-ahead and real-time markets to maximize profits. We show that in integrated two-stage bidding, the real-time bids are independent of day-ahead settlements, while the…
Peer-to-peer (P2P) energy trading is a promising market scheme to accommodate the increasing distributed energy resources (DERs). However, how P2P to be integrated into the existing power systems remains to be investigated. In this paper,…
This paper proposes a hybrid approach to optimal day-ahead pricing for demand response management. At the customer-side, compared with the existing work, a detailed, comprehensive and complete energy management system, which includes all…
Microgrids are recognized as a relevant tool to absorb decentralized renewable energies in the energy mix. However, the sequential handling of multiple stochastic productions and demands, and of storage, make their management a delicate…
The vision of electrolytic hydrogen as a clean energy vector prompts the emergence of hydrogen-centric companies that must simultaneously engage in electricity, hydrogen, and green certificate markets while operating complex, geographically…
Goods can exhibit positive externalities impacting decisions of customers in socials networks. Suppliers can integrate these externalities in their pricing strategies to increase their revenue. Besides optimizing the prize, suppliers also…
In this paper, we study the operational problem of connected hydro power reservoirs which involves sequential decision-making in an uncertain and dynamic environment. The problem is traditionally formulated as a stochastic dynamic program…
Edge computing has emerged as a key technology to reduce network traffic, improve user experience, and enable various Internet of Things applications. From the perspective of a service provider (SP), how to jointly optimize the service…
In this paper, we propose a framework to solve a demand-supply optimization problem of long-term water resource allocation on a multi-connection reservoir network which, in two aspects, is different to the problem considered in previous…
We investigate a simple approximation scheme, based on overlapping linear decision rules, for solving data-driven two-stage distributionally robust optimization problems with the type-$\infty$ Wasserstein ambiguity set. Our main result…