377 citations · 724 across the 41 of their papers we have counts for
16 papers · 1 filter
On the Efficiency of Energy Markets with Non-Merchant Storage
Linde Frölke, Eléa Prat, Pierre Pinson +2
Energy market designs with non-merchant storage have been proposed in recent years, with the aim of achieving optimal market integration of storage. In order to handle the time-lin…
Robust Generation Dispatch with Purchase of Renewable Power and Load Predictions
Rui Xie, Pierre Pinson, Yin Xu +1
The increasing use of renewable energy sources (RESs) and responsive loads has made power systems more uncertain. Meanwhile, thanks to the development of advanced metering and fore…
Privacy-Preserving Convex Optimization: When Differential Privacy Meets Stochastic Programming
Vladimir Dvorkin, Ferdinando Fioretto, Pascal Van Hentenryck +2
Convex optimization finds many real-life applications, where--optimized on real data--optimization results may expose private data attributes (e.g., individual health records, comm…
Distributionally robust trading strategies for renewable energy producers
Pierre Pinson
Renewable energy generation is offered through electricity markets, quite some time in advance. This then leads to a problem of decision-making under uncertainty, which may be seen…
Chance-Constrained Generic Energy Storage Operations under Decision-Dependent Uncertainty
Ning Qi, Pierre Pinson, Mads R. Almassalkhi +2
Compared with large-scale physical batteries, aggregated and coordinated generic energy storage (GES) resources provide low-cost, but uncertain, flexibility for power grid operatio…
Multi-Stage Linear Decision Rules for Stochastic Control of Natural Gas Networks with Linepack
Vladimir Dvorkin, Dharik Mallapragada, Audun Botterud +2
The disturbances from variable and uncertain renewable generation propagate from power systems to natural gas networks, causing gas network operators to adjust gas supply nominatio…
Monetizing Customer Load Data for an Energy Retailer: A Cooperative Game Approach
Liyang Han, Jalal Kazempour, Pierre Pinson
When energy customers schedule loads ahead of time, this information, if acquired by their energy retailer, can improve the retailer's load forecasts. Better forecasts lead to whol…
Stochastic Control and Pricing for Natural Gas Networks
Vladimir Dvorkin, Anubhav Ratha, Pierre Pinson +1
We propose stochastic control policies to cope with uncertain and variable gas extractions in natural gas networks. Given historical gas extraction data, these policies are optimiz…
Chance-Constrained Equilibrium in Electricity Markets With Asymmetric Forecasts
Vladimir Dvorkin, Jalal Kazempour, Pierre Pinson
We develop a stochastic equilibrium model for an electricity market with asymmetric renewable energy forecasts. In our setting, market participants optimize their profits using pub…
Differentially Private Optimal Power Flow for Distribution Grids
Vladimir Dvorkin, Ferdinando Fioretto, Pascal Van Hentenryck +2
Although distribution grid customers are obliged to share their consumption data with distribution system operators (DSOs), a possible leakage of this data is often disregarded in…
Loss Allocation in Joint Transmission and Distribution Peer-to-Peer Markets
Fabio Moret, Andrea Tosatto, Thomas Baroche +1
Large deployment of distribute energy resources and the increasing awareness of end-users towards their energy procurement are challenging current practices of electricity markets.…
Differentially Private Distributed Optimal Power Flow
Vladimir Dvorkin, Pascal Van Hentenryck, Jalal Kazempour +1
Distributed algorithms enable private Optimal Power Flow (OPF) computations by avoiding the need in sharing sensitive information localized in algorithms sub-problems. However, adv…
Electricity Market Equilibrium under Information Asymmetry
Vladimir Dvorkin, Jalal Kazempour, Pierre Pinson
We study a competitive electricity market equilibrium with two trading stages, day-ahead and real-time. The welfare of each market agent is exposed to uncertainty (here from renewa…
An Integrated Market for Electricity and Natural Gas Systems with Stochastic Power Producers
Christos Ordoudis, Pierre Pinson, Juan M. Morales
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 shor…
A Consensus-ADMM Approach for Strategic Generation Investment in Electricity Markets
Vladimir Dvorkin, Jalal Kazempour, Luis Baringo +1
This paper addresses a multi-stage generation investment problem for a strategic (price-maker) power producer in electricity markets. This problem is exposed to different sources o…
Optimal Dynamic Capacity Allocation of HVDC Interconnections for Cross-border Exchange of Balancing Services in Presence of Uncertainty - Extended Version
Stefanos Delikaraoglou, Pierre Pinson, Robert Eriksson +1
Considering that the existing setup of the European electricity markets promotes the spatial coordination of neighbouring power systems only on the day-ahead market stage, regional…