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Stochastic complementarity models within energy markets

The newly established stochastic complementarity optimization tools are properly compatible with most decision-making problems within energy markets, since they appropriately model the markets functioning while representing the potential uncertainties plaguing markets.

Accordingly, the applicability of stochastic complementarity tools into the following research works related to the energy markets are expected to be investigated:

• Strategic ramp offering of a producer in a renewable-integrated electricity market
• Optimal long-term strategy of a trader in a renewable-integrated electricity market
• Optimal decisions of a distribution operator considering diverse distribution energy resources
• Optimal network simplification of a renewable-integrated power system
• Strategic offering of a gas-fired electricity producer considering interactions between electricity and gas markets
• Strategic wind producer in a two-settlement electricity market.

Supported by the Danish projects PROAIN and “5s” (Danish Strategic Research Council) 

Publikationer rss feed

2026
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A Scenario-Spatial Decomposition Approach With a Performance Guarantee for the Combined Bidding of Cascaded Hydropower and Renewables

Santosuosso, Luca ; Camal, Simon ; Lett, Arthur ; Bontron, Guillaume ; Kazempour, Jalal ; Kariniotakis, Georges
in: IEEE Transactions on Power Systems

Type: Journal article (Peer reviewed)

Status: Accepted/In press     |    Year: 2026     |    DOI: https://doi.org/10.1109/TPWRS.2025.3638005

 

Bidding in Ancillary Service Markets: An Analytical Approach Using Extreme Value Theory

Herstad, Torine Reed ; Kazempour, Jalal ; Mitridati, Lesia ; Zwart, Bert
in: Computational Management Science, vol: 23

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2026     |    DOI: https://doi.org/10.1007/s10287-025-00549-y

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Dynamic Dimensioning of Frequency Containment Reserves: The Case of the Nordic Grid

Janssen, Jöbke ; Zocca, Alessandro ; Zwart, Bert ; Kazempour, Jalal
in: IEEE Transactions on Power Systems

Type: Journal article (Peer reviewed)

Status: Accepted/In press     |    Year: 2026     |    DOI: https://doi.org/10.1109/TPWRS.2025.3637187

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Electricity Market Bidding for Renewable Electrolyzer Plants: An Opportunity Cost Approach

Johnsen, Andrea Gloppen ; Mitridati, Lesia ; Kazempour, Jalal ; Roald, Line
in: IEEE Transactions on Energy Markets, Policy and Regulation

Type: Journal article (Peer reviewed)

Status: Accepted/In press     |    Year: 2026     |    DOI: https://doi.org/10.1109/TEMPR.2025.3625860

 

On the Efficiency of Energy Markets with Non-Merchant Storage

Frölke, Linde ; Prat, Eléa ; Pinson, Pierre ; Lusby, Richard M. ; Kazempour, Jalal
in: Energy Systems

Type: Journal article (Peer reviewed)

Status: Accepted/In press     |    Year: 2026     |    DOI: https://doi.org/10.1007/s12667-024-00660-0

 

Privacy-Preserving Convex Optimization: When Differential Privacy Meets Stochastic Programming

Dvorkin, Vladimir ; Fioretto, Ferdinando ; van Hentenryck, Pascal ; Pinson, Pierre ; Kazempour, Jalal
part of: Proceedings of 2025 IEEE 64th Conference on Decision and Control (CDC), pages: 8149-8156, 2026
Presented at:
2025 IEEE 64th Conference on Decision and Control

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2026     |    DOI: https://doi.org/10.1109/CDC57313.2025.11312534

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The Value of Ancillary Services for Electrolyzers

Johnsen, Andrea Gloppen ; Mitridati, Lesia ; Zarrilli, Donato ; Kazempour, Jalal
in: Computers & Chemical Engineering, vol: 204

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2026     |    DOI: https://doi.org/10.1016/j.compchemeng.2025.109360

 

Towards Replication-Robust Analytics Markets

Falconer, Thomas ; Kazempour, Jalal ; Pinson, Pierre
in: INFORMS Journal on Data Science

Type: Journal article (Peer reviewed)

Status: Accepted/In press     |    Year: 2026     |    DOI: https://doi.org/10.1287/ijds.2025.0075.cd

2025
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Aggregator of Electric Vehicles Bidding in Nordic FCR-D Markets: A Chance-Constrained Program

Lunde, Gustav A. ; Damm, Emil V. ; Gade, Peter A. V. ; Kazempour, Jalal
in: IEEE Transactions on Power Systems, vol: 40, issue: 6, pages: 4648-4659

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2025     |    DOI: https://doi.org/10.1109/TPWRS.2025.3558868

 

Betting vs. Trading: Learning a Linear Decision Policy for Selling Wind Power and Hydrogen

Heiser, Yannick ; Pourahmadi, Farzaneh ; Kazempour, Jalal
Presented at:
12th Bulk Power System Dynamics and Control Symposium

Type: Paper (Peer reviewed)

Status: Published     |    Year: 2025


https://www.cee.elektro.dtu.dk/da/research/postdocs/stochastic-complementarity-models-within-energy-markets
19 JANUARY 2026