European Institute for Statistics, Probability, Stochastic Operations Research
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December 11-15, 2017




"Winter school on energy systems"

















Ana Busic INRIA
James Cruise Heriot Watt University
Pär Holmberg Research Institute of Industrial Economics
Pierre Pinson Technical University of Denmark
John Moriarty Queen Mary University of London
Kostya Turitsyn MIT






MONDAY December 11



TUESDAY December 12


WEDNESDAY December 13



THURSDAY December 14


FRIDAY December 15


** if your are interested to present a poster, please indicate this on your registration form!!!!


James Cruise (tutorial)

Power systems and Queueing theory: Storage and Electric Vehicles

In the first two lectures of the tutorial we will consider models to understand the role of storage in mitigating increased variability and uncertainty in both generation and demand. We will mainly focus on the problem from an economic perspective, for example, considering the value of the store when used for arbitrage and the effect of competition.
In the third lecture we will move to consider the modelling of the charging of electric vehicles. Here we will consider and number of models and their relation to previously studied queueing systems.

Pär Holmberg

Strategic bidding in electricity markets

The tutorial gives an introduction to market designs that are used in electricity markets, such as uniform pricing, discriminatory pricing, nodal pricing and zonal pricing. The tutorial will present techniques, such as the market-distribution function approach and the supply-function equilibrium (SFE), which can be used to determine the optimal bidding strategy of a producer and to predict the outcome of an auction. Moreover, we will analyse how a supply-function equilibrium is influenced by contracts, the pricing rule, transmission constraints and the information structure of the market.

John Moriarty (tutorial)

Option contracts for power system balancing

There is an increasing number of battery storage systems distributed throughout the power grid. Their applications include renewable generation capture and backup power and, in the future, automated applications to grid support are anticipated. In this tutorial we will explore the use of optimal stopping theory to derive grid support strategies for battery storage. Beginning with a review of necessary theory, we will: discuss considerations for contract design; analyse a proposed contract inspired by financial options; and finally compare proofs and results using two different performance criteria.

Pierre Pinson (tutorial)

Renewable energy forecasting: from basics to current high-dimensional problems

Renewable energy forecasts with lead times up to a few hours are important for system operators and utilities to maintain a balanced and reliable power system. Commonly, these forecasts are computed by time series models also using weather forecasts as input. More advanced models additionally employ data from surrounding sites or can adapt to changes in the weather regime or wind farm setup. The wealth of data generated by an increasing number of renewable power generation installations does not only provide possibilities for improvements but also challenges for common forecasting methodologies. First of all, we will discuss the basics of renewable energy forecasting, based on wind, solar and wave energy related examples, with focus on probabilistic forecasting. We will eventually introduce, apply and discuss some of the recent proposals for high-dimensional modelling and forecasting, mainly based on vector autoregression (VAR) and some generalization (for instance with regime-switching), as well as sparsification of coefficient matrices. This will first include the well-known Lasso VAR, as well as an online version of that estimator. Furthermore, alternative approaches to sparsification for VAR models will be presented and the balance between forecast accuracy and computational costs will be considered. Applications will be based on datasets with tens to hundreds of sites in Europe and Australia and perspectives for operational applications with thousands of sites will be discussed.

Kostya Turitsyn (tutorial)

Stability and Security of modern power systems

Power system is the largest, and arguably the most complex machine ever built by humans. Due to inherent nature of power flows it lacks global stability and is naturally “fragile”. Large enough disturbances may cause the loss of stability and trigger the cascading failures resulting in major blackouts. Aggressive introduction of renewable generation increases the overall stress of the system, so the stability constraints will likely become the main barrier for transition to clean energy sources.  Despite many decades of research, stability assessment is still the computational bottleneck in power grid operation process. The lecture will cover multiple aspects of power systems fragility, including voltage and transient stability as well as frequency control in the presence of intermittent renewables. A number of simple to understand illustrating examples will be discussed to explain the core stability challenges and typical solutions employed by system operators.
The second part of the lecture will focus on an overview of a number of new approaches to power system stability, security and emergency control developed by the author. Construction of inner approximations of solvability and feasibility sets is a classical problem introduced back in 80s that has attracted a lot of attention in a recent decade. A number of algorithms based on Banach and Brouwer fixed point theorems introduced recently will be briefly reviewed, and open questions discussed in the end. The Lyapunov Function Family approach provide a computationally tractable means for constructing approximation of operating point basin of attractions. This technique is shown to be applicable to a wide range of problems including synthesis of special protection systems and real-time network reconfiguration.
The talk will conclude with a discussion of a new set of dynamics and control problems arising in the area of low voltage power systems, specifically electrification of poorest communities in India and Africa. Ad hoc microgrids are an especially attractive technology as they can be deployed and operated without any specialist oversight and reconfigured based on the need of the community. However, ensuring stable operations without significant compromises in cost is a challenging problem. A number of advanced but under-utilized techniques like Brayton-Moser potentials were shown to be particularly useful in addressing this problem.






Eurandom, Mathematics and Computer Science Dept, TU Eindhoven,

Den Dolech 2, 5612 AZ  EINDHOVEN,  The Netherlands

Eurandom is located on the campus of Eindhoven University of Technology, in the Metaforum building (4th floor) (about the building). The university is located at 10 minutes walking distance from Eindhoven main railway station (take the exit north side and walk towards the tall building on the right with the sign TU/e).
Accessibility TU/e campus and map.




Registration for the workshop is free, but compulsory: REGISTRATION FORM




For invited participants, we will take care of accommodation. Other attendees will have to make their own arrangements.

For hotels around the university, please see: Hotels (please note: prices listed are "best available"). 

More hotel options can be found on the webpages of the Tourist Information Eindhoven, Postbus 7, 5600 AA Eindhoven.



For those arriving by plane, there is a convenient direct train connection between Amsterdam Schiphol airport and Eindhoven. This trip will take about one and a half hour. For more detailed information, please consult the NS travel information pages.

Many low cost carriers also fly to Eindhoven Airport. There is a bus connection to the Eindhoven central railway station from the airport. (Bus route number 401) For details on departure times consult http://www.9292ov.nl

The University  can be reached easily by car from the highways leading to Eindhoven (for details, see our route descriptions or consult our map with highway connections.


      Conference facilities : Conference room, Metaforum Building  MF11&12

The meeting-room is equipped with a data projector, an overhead projector, a projection screen and a blackboard. Please note that speakers and participants making an oral presentation are kindly requested to bring their own laptop or their presentation on a memory stick.


      Conference Secretariat

Upon arrival, participants should register with the workshop officer, and collect their name badges. The workshop officer will be present for the duration of the conference, taking care of the administrative aspects and the day-to-day running of the conference: registration, issuing certificates and receipts, etc.



Should you need to cancel your participation, please contact Patty Koorn, the Workshop Officer.


     ●      Contact

Mrs. Patty Koorn, Workshop Officer, Eurandom/TU Eindhoven, koorn"at"eurandom.tue.nl





Last updated 13-07-17,
by PK

 P.O. Box 513, 5600 MB Eindhoven, The Netherlands
tel. +31 40 2478100  
  e-mail: info@eurandom.tue.nl