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Demand response involves system operators using incentives to modulate electricity consumption during peak hours or when faced with an incidental supply shortage. However, system operators typically have imperfect information about their…

系统与控制 · 电气工程与系统科学 2022-06-23 Bharadwaj Satchidanandan , Mardavij Roozbehani , Munther A. Dahleh

Electricity markets typically clear in two stages: a day-ahead market and a real-time market. In this paper, we propose market mechanisms for a two-stage multi-interval electricity market with energy storage, generators, and demand…

最优化与控制 · 数学 2024-03-08 Rajni Kant Bansal , Enrique Mallada , Patricia Hidalgo-Gonzalez

We propose a general two-period model where electrical vehicles (EVs) can reserve charging sessions in the day-ahead market and swap them in the real-time market. Under the model, we explore several candidate mechanisms for running the two…

系统与控制 · 电气工程与系统科学 2025-09-03 Pan-Yang Su , Yi Ju , Scott Moura , Shankar Sastry

Over the last few decades, electricity markets around the world have adopted multi-settlement structures, allowing for balancing of supply and demand as more accurate forecast information becomes available. Given increasing uncertainty due…

系统与控制 · 电气工程与系统科学 2020-03-16 Nathan Dahlin , Rahul Jain

We consider a two-stage market mechanism for trading electricity including renewable generation as an alternative to the widely used multi-settlement market structure. The two-stage market structure allows for recourse decisions by the…

计算机科学与博弈论 · 计算机科学 2021-06-16 Nathan Dahlin , Rahul Jain

Control reserves are power generation or consumption entities that ensure balance of supply and demand of electricity in real-time. In many countries, they are operated through a market mechanism in which entities provide bids. The system…

计算机科学与博弈论 · 计算机科学 2016-11-22 Pier Giuseppe Sessa , Neil Walton , Maryam Kamgarpour

In two-stage electricity markets, renewable power producers enter the day-ahead market with a forecast of future power generation and then reconcile any forecast deviation in the real-time market at a penalty. The choice of the forecast…

系统与控制 · 电气工程与系统科学 2025-01-15 Vladimir Dvorkin

This paper provides insight on the economic inefficiency of the classical merit-order dispatch in electricity markets with uncertain supply. For this, we consider a power system whose operation is driven by a two-stage electricity market,…

最优化与控制 · 数学 2016-05-30 Juan M. Morales , Salvador Pineda

Since the 1990s, widespread introduction of central (wholesale) electricity markets has been seen across multiple continents, driven by the search for efficient operation of the power grid through competition. The increase of renewables has…

系统与控制 · 电气工程与系统科学 2025-10-15 Pål Forr Austnes , Matthieu Jacobs , Lu Wang , Mario Paolone

In order to deal with market power that sporadically results from contingencies (e.g., severe weather, plant outages) most electricity markets have institutions in charge of monitoring market performance and mitigating market power. The…

最优化与控制 · 数学 2017-03-07 Shi Pu , Alfredo Garcia

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

We present new formulations of the stochastic electricity market clearing problem based on the principles of stochastic programming. Previous analyses have established that the canonical stochastic programming model effectively captures the…

系统与控制 · 电气工程与系统科学 2023-05-11 Sakitha Ariyarathne , Harsha Gangammanavar

In electricity markets with a dual-pricing scheme for balancing energy, controllable production units typically participate in the balancing market as "active" actors by offering regulating energy to the system, while renewable stochastic…

最优化与控制 · 数学 2018-12-20 Nicolò Mazzi , Alessio Trivella , Juan M. Morales

We present a two stage auction mechanism that renewable generators (or aggregators) could use to allocate renewable energy among LSEs. The auction is conducted day- ahead. LSEs submit bids specifying their valuation per unit, as well as…

计算机科学与博弈论 · 计算机科学 2018-10-01 Nathan Dahlin , Rahul Jain

We consider a two-stage generation scheduling problem comprising a forward dispatch and a real-time re-dispatch. The former must be conducted facing an uncertain net demand that includes non-dispatchable electricity consumption and…

最优化与控制 · 数学 2023-04-18 Juan M. Morales , Miguel Á. Muñoz , Salvador Pineda

Electricity markets currently fail to incorporate preferences of buyers, treating polluting and renewable energy sources as having equal social benefit under a system of uniform clearing prices. Meanwhile, renewable energy is prone to…

系统与控制 · 电气工程与系统科学 2024-09-30 Emilie Jong , Samuel Chevalier , Spyros Chatzivasileiadis , Shie Mannor

The increasing penetration of renewable energy in recent years has led to more uncertainties in power systems. These uncertainties have to be accommodated by flexible re- sources (i.e. upward and downward generation reserves). In this…

最优化与控制 · 数学 2016-08-03 Hongxing Ye , Yinyin Ge , Mohammad Shahidehpour , Zuyi Li

Two-stage electricity market clearing is designed to maintain market efficiency under ideal conditions, e.g., perfect forecast and nonstrategic generation. This work demonstrates that the individual strategic behavior of inelastic load…

最优化与控制 · 数学 2019-09-17 Pengcheng You , Dennice F. Gayme , Enrique Mallada

We propose a new forward electricity market framework that admits heterogeneous market participants with second-order cone strategy sets, who accurately express the nonlinearities in their costs and constraints through conic bids, and a…

理论经济学 · 经济学 2022-12-20 Anubhav Ratha , Pierre Pinson , Hélène Le Cadre , Ana Virag , Jalal Kazempour

The implementation of electricity markets based on locational marginal pricing in a multi-settlement process has allowed wholesale competition, with pricing mechanisms that incentivize the optimal allocation of generation, transmission, and…

系统与控制 · 电气工程与系统科学 2020-12-29 Veronica R. Bosquezfoti , Andrew L. Liu
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