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BESS-Backed Trading on the Continuous Intraday Electricity Market
US & West ·
The paper introduces a trading strategy for battery storage on the continuous intraday market in which forecast-driven round-trip trading takes priority and the battery provides a second route to close positions that would otherwise be closed at a distressed price. The agent opens positions using price quantile forecasts and closes them closer to delivery, replacing the myopic rolling intrinsic approach.
Why it matters
Illustrates coupling price forecasting with storage asset management, a typical task for balance and forecasting models in energy systems.
Using a synthetic population of one million agents in an urban setting, the study compares five mobility models differing in activity patterns and destination choice. It shows how mobility simplifications affect emergent contact networks and epidemic outcomes.
The DA-KCF framework keeps an offline-identified nominal quadrotor model calibrated with limited hardware data and learns only a lightweight online correction for disturbances from causal state-command-state transitions. These corrections are evaluated along the prediction horizon inside MPC to optimize position and yaw references.
A framework is proposed for stochastic model predictive control of nonlinear systems with parametric uncertainty and time-varying disturbances. The Koopman operator is parameterized by polynomial chaos expansions, combining data-driven dynamics with uncertainty propagation. The resulting deterministic reformulation keeps the online optimization dimension dependent only on control horizon and input dimension.
