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Power supply from renewable resources is on a global rise where it is forecasted that renewable generation will surpass other types of generation in a foreseeable future. Increased generation from renewable resources, mainly solar and wind,…

机器学习 · 统计学 2017-06-28 Mohana Alanazi , Mohsen Mahoor , Amin Khodaei

The presence of variable renewable energy resources with uncertain outputs in day-ahead electricity markets results in additional balancing needs in real-time. Addressing those needs cost-effectively and reliably within a competitive market…

系统与控制 · 电气工程与系统科学 2025-01-23 Elina Spyrou , Qiwei Zhang , Robin B. Hytowitz , Ben F. Hobbs , Siddharth Tyagi , Mengmeng Cai , Michael Blonsky

The increasing integration of variable renewable energy sources such as wind and solar will require new methods of managing generation uncertainty. Existing practices of uncertainty management for these resources largely focuses around…

系统与控制 · 电气工程与系统科学 2024-07-02 Daniel Shen , Marija Ilic

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

As the penetration of distributed energy resources (DERs) increases, harnessing their flexibility becomes critical for power system operations. Virtual power plants (VPPs) offer a promising solution. However, most existing scheduling tools…

系统与控制 · 电气工程与系统科学 2026-04-30 Lorenzo Zapparoli , Paul Fäth , Blazhe Gjorgiev , Giovanni Sansavini

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…

系统与控制 · 电气工程与系统科学 2025-07-22 Hongliang Li , Herschel C. Pangborn , Ilya Kovalenko

There is an intrinsic value in higher integration of multi-carrier energy systems (especially gas and electricity), to increase operational flexibility in the electricity system and to improve allocation of resources in gas and electricity…

The Pay-as-Clear (PaC) mechanism currently used in the European electricity market can generate significant submarginal profits for renewable sources when the clearing price is determined by the marginal offers of gas-fired generation units…

最优化与控制 · 数学 2026-02-23 Andrea Altamura , Fabrizio Lacalandra , Antonio Frangioni

Electricity price forecasting has become a critical tool for decision-making in energy markets, particularly as the increasing penetration of renewable energy introduces greater volatility and uncertainty. Historically, research in this…

统计金融 · 定量金融 2025-11-11 Ciaran O'Connor , Mohamed Bahloul , Steven Prestwich , Andrea Visentin

The transition of the electrical power grid from fossil fuels to renewable sources of energy raises fundamental challenges to the market-clearing algorithms that drive its operations. Indeed, the increased stochasticity in load and the…

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…

统计金融 · 定量金融 2025-07-23 Katarzyna Maciejowska , Bartosz Uniejewski , Rafał Weron

In energy systems with high shares of weather-driven renewable power sources, gas-fired power plants can serve as a back-up technology to ensure security of supply and provide short-term flexibility. Therefore, a tighter coordination…

最优化与控制 · 数学 2018-05-17 Christos Ordoudis , Pierre Pinson , Juan M. Morales

Day-ahead scheduling of electricity generation or unit commitment is an important and challenging optimization problem in power systems. Variability in net load arising from the increasing penetration of renewable technologies have…

最优化与控制 · 数学 2018-08-06 Ali Irfan Mahmutogullari , Shabbir Ahmed , Ozlem Cavus , M. Selim Akturk

In recent years, there has been a significant focus on advancing the next generation of power systems. Despite these efforts, persistent challenges revolve around addressing the operational impact of uncertainty on predicted data,…

最优化与控制 · 数学 2024-03-15 Hien Thanh Doan , Minsoo Kim , Keunju Song , Hongseok Kim

In this article, we focus on the problem of mitigating the risk of not being able to meet the power demand, due to the inherent uncertainty of renewable energy generation sources in microgrids. We consider three different demand scenarios,…

系统与控制 · 电气工程与系统科学 2020-07-20 Arnab Dey , Vivek Khatana , Ankur Mani , Murti V. Salapaka

The problem of obtaining market-clearing prices for markets with non-convexities has been widely studied in the literature. This is particularly the case in electricity markets, where worldwide deregulation leads to markets in which…

最优化与控制 · 数学 2017-05-05 Xiaolong Kuang , Alberto J. Lamadrid , Luis F. Zuluaga

Due to the limited predictability of wind power and other stochastic generation, trading this energy in competitive electricity markets is challenging. This paper derives revenue-maximising and risk-constrained strategies for stochastic…

综合金融 · 定量金融 2018-05-31 Jethro Browell

Two-stage robust unit commitment (RUC) models have been widely used for day-ahead energy and reserve scheduling under high renewable integration. The current state of the art relies on budget-constrained polyhedral uncertainty sets to…

最优化与控制 · 数学 2019-05-14 Alexandre Velloso , Alexandre Street , David Pozo , José M. Arroyo , Noemi G. Cobos

The design of energy markets is a subject of ongoing debate, particularly concerning the choice between the widely adopted Pay-as-Clear (PC) pricing mechanism and the alternative Pay-as-Bid (PB). These mechanisms determine how energy…

计算机科学与博弈论 · 计算机科学 2025-07-09 Ioannis Caragiannis , Zhile Jiang , Stratis Skoulakis

Renewable energy sources such as wind and solar have received much attention in recent years and large amount of renewable generation is being integrated to the electricity networks. A fundamental challenge in power system operation is to…

最优化与控制 · 数学 2014-07-11 W. A. Bukhsh , C. Zhang , P. Pinson