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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

We develop a model for the industry dynamics in the electricity market, based on mean-field games of optimal stopping. In our model, there are two types of agents: the renewable producers and the conventional producers. The renewable…

最优化与控制 · 数学 2020-04-30 René Aïd , Roxana Dumitrescu , Peter Tankov

Increasing penetration of highly variable components such as solar generation and electric vehicle charging loads pose significant challenges to keeping three-phase loads balanced in modern distribution systems. Failure to maintain balance…

最优化与控制 · 数学 2018-10-02 Xinbo Geng , Swati Gupta , Le Xie

The increasing vulnerability of power systems has heightened the need for operating reserves to manage contingencies such as generator outages, line failures, and sudden load variations. Unlike energy costs, driven by consumer demand,…

系统与控制 · 电气工程与系统科学 2025-06-06 Luiza Ribeiro , Alexandre Street , Jose Manuel Arroyo , Rodrigo Moreno

We present modeling and analysis of day-ahead spatio-temporal energy markets in which each competitive aggregator aims at making the highest profit by managing a complex mixture of different energy resources, such as conventional…

最优化与控制 · 数学 2020-09-23 Takayuki Ishizaki , Masakazu Koike , Nobuyuki Yamaguchi , Yuzuru Ueda , Jun-ichi Imura

In Part II of this two-part paper, we analyze the marginal prices derived in Part I of this two-part paper within a robust optimization framework. The load and generation are priced at Locational Marginal Price (LMP) while the uncertainty…

最优化与控制 · 数学 2015-07-07 Hongxing Ye , Yinyin Ge , Mohammad Shahidehpour , Zuyi Li

In PV-rich power distribution systems, over-voltage issues are often addressed by curtailing excess generation from PV plants (in addition to reactive power control), raising fairness concerns. Existing fairness-aware control schemes tackle…

系统与控制 · 电气工程与系统科学 2025-08-12 Rahul K. Gupta , Daniel K. Molzahn

Future electricity distribution grids will host a considerable share of the renewable energy sources needed for enforcing the energy transition. Demand side management mechanisms play a key role in the integration of such renewable energy…

系统与控制 · 计算机科学 2019-04-16 José Horta , Eitan Altman , Mathieu Caujolle , Daniel Kofman , David Menga

This paper evaluates market equilibrium under different pricing mechanisms in a two-settlement 100%-renewables electricity market. Given general probability distributions of renewable energy, we establish game-theoretical models to analyze…

系统与控制 · 电气工程与系统科学 2023-05-23 Dongwei Zhao , Audun Botterud , Marija Ilic

Phase balancing is essential to safe power system operation. We consider a substation connected to multiple phases, each with single-phase loads, generation, and energy storage. A representative of the substation operates the system and…

最优化与控制 · 数学 2015-11-30 Sun Sun , Ben Liang , Min Dong , Joshua A. Taylor

The transition to a net zero energy system necessitates development in a number of directions including developing advanced electricity trading markets. Due to electricity markets being responsible for a large portion of carbon emissions,…

计算机科学与博弈论 · 计算机科学 2025-02-04 Elisheva Shamash , Zhong Fan

We investigate group formations and strategic behaviors of renewable power producers in electricity markets. These producers currently bid into the day-ahead market in a conservative fashion because of the real-time risk associated with not…

最优化与控制 · 数学 2016-11-17 Baosen Zhang , Ramesh Johari , Ram Rajagopal

In an electric power system, demand fluctuations may result in significant ancillary cost to suppliers. Furthermore, in the near future, deep penetration of volatile renewable electricity generation is expected to exacerbate the variability…

最优化与控制 · 数学 2012-07-13 John N. Tsitsiklis , Yunjian Xu

The price of solar panels is decreasing rapidly and governments around the world are investing in solar power plants to increase the portion of solar energy in the smart grid. The price of electricity produced by solar power plants is much…

系统与控制 · 电气工程与系统科学 2021-02-12 Muhammad Hamad Zaheer

The Intergovernmental Panel on Climate Change proposes different mitigation strategies to achieve the net emissions reductions that would be required to follow a pathway that limits global warming to 1.5{\deg}C with no or limited overshoot.…

系统与控制 · 电气工程与系统科学 2021-12-10 Jonathan Dumas

We propose an enhancement to wholesale electricity markets whereby the exposure of consumers to increasingly large and volatile consumer payments arising as a byproduct of volatile real-time net loads -- i.e., loads minus renewable outputs…

最优化与控制 · 数学 2024-08-13 Daniel Bienstock , Yury Dvorkin , Cheng Guo , Robert Mieth , Jiayi Wang

An increase in energy production from renewable energy sources is viewed as a crucial achievement in most industrialized countries. The higher variability of power production via renewables leads to a rise in ancillary service costs over…

综合金融 · 定量金融 2017-09-25 Mario Mureddu , Hildegard Meyer-Ortmanns

The modelling of modern power markets requires the representation of the following main features: (i) a stochastic dynamic decision process, with uncertainties related to renewable production and fuel costs, among others; and (ii) a…

最优化与控制 · 数学 2019-10-10 Joaquim Dias Garcia , Raphael Chabar

The capacity market, a marketplace to exchange available generation capacity for electricity production, provides a major revenue stream for generators and is adopted in several U.S. regions. A subject of ongoing debate, the capacity market…

最优化与控制 · 数学 2023-11-14 Cheng Guo , Christian Kroer , Yury Dvorkin , Daniel Bienstock

The limited capacity of distribution grids for hosting renewable generation is one of the main challenges towards the energy transition. Local energy markets, enabling direct exchange of energy between prosumers, help to integrate the…

信号处理 · 电气工程与系统科学 2018-07-26 José Horta , Daniel Kofman , David Menga , Mathieu Caujolle