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YEQT XI: “Winterschool on Energy Systems”

Dec 11 - Dec 15

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The 11th edition of the YEQT workshop, which will take place in December 2017, revolves around the theme “Stochastic Modeling and Analysis of Energy Networks”. This workshop aims to bring together young researchers (PhD students, postdocs, and recently appointed lecturers or assistant professors) and renowned scientists to share ideas, discuss research, and enable the next generation of researchers to obtain an overview of the emerging research field of energy networks and electricity markets.

Power grids are indispensable and critical infrastructures for modern-day society. Due to recent technological advances, power grids need to evolve and become more flexible and resilient systems to contrast the increasing uncertainties and volatility in power generation. Many challenging research questions and opportunities arise in this research field, with great need of stochastic enrichment. The increasing penetration of renewable energy sources and the advent of energy storage demand improved forecasting methods, which in turn are fundamentally changing the structure and the design of energy markets. More sustainable fossil-free, yet reliable, energy generation and dispatch require better forecasting techniques and new algorithms that fully account for intrinsic uncertainties.

This year’s YEQT has a different structure than usual, being structured as a winter school: the workshop consists of several tutorials presented by six renowned researchers, providing a broad overview of various topics in this research field. Next to the tutorials, there will be opportunities for young researchers to present their own research work with talks and/or at the poster session.

This workshop is linked to the upcoming semester “The mathematics of energy systems”, which will be held at Newton Institute (Cambridge, UK) in 2019.

NOTE: if your are interested in presenting a poster, please indicate this on your registration form!!!!



Nicolas Gast INRIA
Fiona Sloothaak TU Eindhoven
Alessandro Zocca Caltech
Scientific Advisors:

Onno Boxma, Bert Zwart



Tutorial Speakers

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


Invited Speakers (confirmed)

Angelos Aveklouris TU Eindhoven
Thomas Baroche ENS Rennes, Abstract
Mario Blázquez NTNU, Trondheim
Hale Cetinay TU Delft, Abstract
Marco Gerards University Twente
Sándor Kolumbán TU Eindhoven
Anna Kosek TNO
Angus Lewis University of Adelaide, Abstract
Tommaso Nesti CWI
Phuong Nguyen TU Eindhoven
Keith Ruddell University of Auckland; IFN Stockholm
Benjamin Sanderse CWI
Jure Vogrinc



To be announced.




Ana Busic

Smart grids and distributed control: how to clean the pools and keep fridges cool


James Cruise

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.

Angus Lewis

Regime-switching models for South Australian wholesale electricity spot prices – estimation and application
Electricity spot prices are known to exhibit characteristics not often observed in other financial markets – seasonality on multiple scales, mean reversion, large price spikes, price drops and negative prices. These characteristics are largely attributed to the lack of effective storage options for electricity. The goal of my research is to capture the aforementioned characteristics using a statistical model. Such a model is useful to help market participants manage risk and for valuation of financial contracts and real options for investment. We use a regime-switching time-series model, which is an extension of a hidden Markov model, to model prices. The idea is that we can specify different regimes to model distinct behaviours, i.e., we may specify a base regime for `normal’ prices which display self-dependence and mean-reversion, and a spike regime for large upward price movements. A subtle but important part of our model is that we require each regime to be completely independent. This coupled with the fact that the regime sequence is not directly observable, makes parameter estimation difficult as the likelihood function is not computable for realistic datasets. In this talk I will introduce some regime-switching models for electricity prices, discuss parameter estimation using data-augmented MCMC and approximate maximum likelihood, and apply these methods to the South Australian electricity market. South Australia is a particularly interesting case study due to its relative isolation, high prices and huge price spikes (up to AUD$14000 compared to the average price of around AUD$80).

John Moriarty

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

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

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.

Invited Speakers:

Thomas Baroche

Grid Integration in a Stochastic Peer-to-Peer Market
The interest in a peer-to-peer approach as a future market has substantially increased over the last few years. Peer-to-peer market rely on multi-bilateral negotiation to match supply and demand. The objective is then to develop a peer-to-peer market taking network constraints into account to ensure the adequacy between power trades and grid limitations. In a first approach we will directly incorporate network constraints within P2P market optimization problem. And, in a second step, we will use incentive systems to encompass grid power flow limits.

Hale Cetinay

Markov Random Field for Wind Farm Planning
Over the last decades, our society has developed a more comprehensive understanding of the environmentally-friendly approaches to the energy generation, urging  us to focus more on sustainable energy sources, such as wind energy. As a result, the integration of wind energy goals into their long-term policies has been the priority of many countries.  This requires meticulous planning, which is challenging due to the uncertainty in wind profiles. In this work, we demonstrate a framework to discover those  geographic areas that are well suited for building wind farms. We combine the key indicators of wind farm investment using fuzzy sets, and  employ multiple-criteria decision analysis to obtain a coarse wind farm  suitability value. We further demonstrate how this suitability value can be refined by a Markov Random Field (MRF) that takes the dependencies between adjacent areas into account. As a proof of concept, we take wind farm planning in Turkey,  and demonstrate that  our MRF modelling can accurately find promising areas for wind farms.
(joint work with T. Kekec, F. Kuipers, D. Tax)



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


Practical Information

Eurandom, Mathematics and Computer Science Dept, TU Eindhoven,

De Groene Loper 5, 5612 AE EINDHOVEN, The Netherlands

Eurandom is located on the campus of Eindhoven University of Technology, in the MetaForum building, 4th floor (more 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.


For invited tutorial speakers, 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 Tourist Information 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 Public Transport.

The University can be reached easily by car from the highways leading to Eindhoven. For details: Route and map TU/e campus.


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 giving 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.


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



Dec 11
Dec 15
Event Category:



Eindhoven, Netherlands
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