Equilibrium price distributions in energy markets with shiftable demand

  title={Equilibrium price distributions in energy markets with shiftable demand},
  author={Donatello Materassi and Mardavij Roozbehani and Munther A. Dahleh},
  journal={2012 IEEE 51st IEEE Conference on Decision and Control (CDC)},
The paper examines existence of equilibrium price distributions in energy markets with real-time pricing and consumers with time-flexible demands. Previous works have examined consumer optimal policies for shifting time-flexible loads up to a deadline, in response to an exogenous and stochastic price process. It is shown here that under some mild assumptions on the stochastic price process and the information structure in the market, the individual consumer's optimal policy is a threshold… CONTINUE READING
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