Optimal participation of energy communities in electricity markets under uncertainty. A multi-stage stochastic programming approach
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866912631729684480 |
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| author | Vilalta, Albert Solà Mañé, Ignasi Heredia, F. - Javier |
| author_facet | Vilalta, Albert Solà Mañé, Ignasi Heredia, F. - Javier |
| contents | We propose a multi-stage stochastic programming model for the optimal participation of energy communities in electricity markets. The multi-stage aspect captures the different times at which variable renewable generation and electricity prices are observed. This results in large-scale optimization problem instances containing large scenario trees with 34 stages, to which scenario reduction techniques are applied. Case studies with real data are discussed to analyse proposed regulatory frameworks in Europe. The added value of considering stochasticity is also analysed. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2510_04965 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Optimal participation of energy communities in electricity markets under uncertainty. A multi-stage stochastic programming approach Vilalta, Albert Solà Mañé, Ignasi Heredia, F. - Javier Optimization and Control Systems and Control We propose a multi-stage stochastic programming model for the optimal participation of energy communities in electricity markets. The multi-stage aspect captures the different times at which variable renewable generation and electricity prices are observed. This results in large-scale optimization problem instances containing large scenario trees with 34 stages, to which scenario reduction techniques are applied. Case studies with real data are discussed to analyse proposed regulatory frameworks in Europe. The added value of considering stochasticity is also analysed. |
| title | Optimal participation of energy communities in electricity markets under uncertainty. A multi-stage stochastic programming approach |
| topic | Optimization and Control Systems and Control |
| url | https://arxiv.org/abs/2510.04965 |