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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

2021
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Differentially Private Distributed Optimal Power Flow

Dvorkin, Vladimir ; Van Hentenryck, Pascal ; Kazempour, Jalal ; Pinson, Pierre
part of: Proceedings of the 59th IEEE Conference on Decision and Control, pages: 2092-2097, 2021
Presented at:
59th IEEE Conference on Decision and Control

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/CDC42340.2020.9303768

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Differentially Private Optimal Power Flow for Distribution Grids

Dvorkin, Vladimir ; Fioretto, Ferdinando ; Van Hentenryck, Pascal ; Pinson, Pierre ; Kazempour, Jalal
in: IEEE Transactions on Power Systems, vol: 36, issue: 3, pages: 2186 - 2196

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/TPWRS.2020.3031314

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Distributionally Robust Generation Expansion Planning With Unimodality and Risk Constraints

Pourahmadi, Farzaneh ; Kazempour, Jalal
in: IEEE Transactions on Power Systems, vol: 36, issue: 5, pages: 4281-4295

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/TPWRS.2021.3057265

 

Energy Security Through Demand-Side Flexibility: The Case of Denmark

Østergaard, Jacob ; Ziras, Charalampos ; Bindner, Henrik W. ; Kazempour, Jalal ; Marinelli, Mattia ; Markussen, Peter ; Rosted, Signe Horn ; Christensen, Jørgen S.
in: IEEE Power & Energy Magazine, vol: 19, issue: 2, pages: 46-55

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/MPE.2020.3043615

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Enhanced Wasserstein Distributionally Robust OPF With Dependence Structure and Support Information

Arrigo, Adriano ; Kazempour, Jalal ; De Greve, Zacharie ; Toubeau, Jean-François ; Vallée, Francois
part of: Proceedings of 2021 IEEE PowerTech, 2021
Presented at:
2021 IEEE Madrid PowerTech

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/PowerTech46648.2021.9494771

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Monetizing Customer Load Data for an Energy Retailer: A Cooperative Game Approach

Han, Liyang ; Kazempour, Jalal ; Pinson, Pierre
part of: Proceedings of 2021 IEEE PowerTech, 2021
Presented at:
2021 IEEE Madrid PowerTech

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/PowerTech46648.2021.9494834

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Price-Region Bids in Electricity Markets

Bobo, Lucien Ali ; Mitridati, Lesia Marie-Jeanne Mariane ; Taylor, Josh A. ; Pinson, Pierre ; Kazempour, Jalal
in: European Journal of Operational Research, vol: 295, issue: 3, pages: 1056-1073

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1016/j.ejor.2021.03.024

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Risk Trading in Energy Communities

Vespermann, Niklas ; Hamacher, Thomas ; Kazempour, Jalal
in: IEEE Transactions on Smart Grid, vol: 12, issue: 2, pages: 1249 - 1263

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1109/TSG.2020.3030319

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Wasserstein Distributionally Robust Chance-Constrained Optimization for Energy and Reserve Dispatch: An Exact and Physically-Bounded Formulation

Arrigo, Adriano ; Ordoudis, Christos ; Kazempour, Jalal ; De Grève, Zacharie ; Toubeau, Jean-François ; Vallée, François
in: European Journal of Operational Research, vol: 296, issue: 1, pages: 304-322

Type: Journal article (Peer reviewed)

Status: Published     |    Year: 2021     |    DOI: https://doi.org/10.1016/j.ejor.2021.04.015

2020
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A DSO-level contract market for conditional demand response

Kok, Corey ; Kazempour, Jalal ; Pinson, Pierre
part of: Proceedings of IEEE PES PowerTech 2019, 2020
Presented at:
13th IEEE PowerTech Milano 2019

Type: Article in proceedings (Peer reviewed)

Status: Published     |    Year: 2020     |    DOI: https://doi.org/10.1109/PTC.2019.8810943


https://www.cee.elektro.dtu.dk/da/research/postdocs/stochastic-complementarity-models-within-energy-markets?fr=41&id=103136
6 MAY 2025