Slides (version 2024): 

• Lecture 1: Introduction to electricity markets [ slides ]

• Lecture 2: Fundamentals of electricity markets[ slides ]

• Lecture 3: Electricity market clearing: Optimization versus equilibrium [ slides ]

• Lecture 4: Day-ahead electricity markets [ slides ]

• Lecture 5: Intra-day and balancing markets [ slides ]

• Lectures 6-7: Ancillary service markets [ slides ]

• Lectures 8-9: Offering strategy of price-taker renewables [ slides ]

• Lecture 10: Offering strategy in Nordic ancillary service markets [ slides ]

Assignments: 

• 2024 [ Assignment 1 | Assignment 2 ]

• 2023 [ Assignment 1 | rubric | Assignment 2 | rubric ]

• 2022 [ Assignment 1 | Assignment 2 ]

Additional materials (not coverd in the course anymore):

• Lecture A: Impact of renewables on electricity markets [ slides ]

• Lecture B: Offering strategy of price-maker renewables [ slides ]

• Lecture C: Incorporation of unit commitment constraints [ slides ]

• Course introduction [ slides | video ] 

• Lecture 1: Market clearing as an optimization problem [ slides | video ]

• Lecture 2: Market clearing as an equilibrium problem [ slides | video ]

• Lecture 3: Desirable properties of market-clearing mechanisms [ slides | video ]

• Lecture 4: Market clearing using a cooperative game approach [ slides | video ]

• Lecture 5: Stochastic market clearing [ slides | video ]

• Lecture 6: Robust approaches for market clearing [ slides | video ]

• Lecture 7: Bilevel programming in energy systems [ slides | video ]

• Lecture 8: Optimization problems with decomposable structure [ slides | video ]

• Lecture 9: Benders’ decomposition: Theory [ slides | video ]

• Lecture 10a: Benders' decomposition: Applications [ slides | video ]

• Lecture 10b: Nested Benders’ decomposition [ slides | video ]

• Lecture 11: Augmented Lagrangian relaxation [ slides | video ]

• Lecture 12: Variants of ADMM and applications [ slides | video ]

General Electrical Engineering

BSc-level course, 2018-2020 (semester-wide course in every spring semester). The course description is available [ here ].

• Course schedule and introduction in Spring 2020 [ slides ] 

Others (selected)

• École des Ponts ParisTech, France (together with Andrea Gloppen Johnsen). Smart Energy and Stochastic Optimization (SESO 2023) Workshop. Lecture (5 hours) on "Power-to-X: Portfolio management of hybrid power plants," October 2023.

• University of Calgary, Canada. Summer School on Forecasting and Mathematical Modeling for Renewable Energy (link). Online lecture (4.5 hours) on "Mixed-integer linear programming for generation and transmission planning," June 2023.

• DTU Summer School 2022. Tutorial (2 hours) on "Market design for integrated energy systems," June 2022 (feedback from 53 participants: excellent: 85%; good: 11%; fair: 2%; poor: 2%). [ video ]

• Aalto Univeristy, Finland. Tutorial (4 hours) on "Flexibility and coordination in energy systems," organized by Trans-Atlantic Cooperation on Energy Market Models (TACEMM 2021), November 2021. [ link ]

• DTU Summer School 2019. Tutorial (4 hours) on "Distributed optimization," June 2019 (feedback from 61 participants: excellent: 86%; good: 12%; fair: 2%; poor: 0%). [ video ]

• Skoltech, Moscow, Russia (together with Vladimir Dvorkin). A 5-day course on "Decomposition techniques for energy systems applications," September 2018 (feedback from 13 participants: excellent: 92%, good: 8%, fair: 0%, poor: 0%).

• DTU Summer School 2018. Tutorial (2 hours) on "Electricity markets with renewables," June 2018 (feedback from 55 participants: excellent: 50%, good: 48%, fair: 2%, poor: 0%). [ slides | video ]

• DTU Summer School 2017. Tutorial (4 hours) on "Decomposition techniques: Applications to power systems," June 2017, (feedback from 53 participants: excellent: 83%, good: 13.2%, fair: 3.8%, poor: 0%).

• University of Tabriz, Iran. Tutorial (5 hours) on "Decomposition techniques for optimization problems with complicating constraints/variables", September 2016.

• DTU Summer School 2016. Tutorial (5 hours) on "Decomposition techniques for optimization problems with complicating constraints/variables", July 2016, (feedback from 48 participants: excellent: 87.2%, good: 12.8%, fair: 0%, poor: 0%):

• DTU. Lecturer (3 hours) for MSc-level course on "Demand-side aspects of electricity markets," Fall 2015. [ slides ]

• Johns Hopkins University, USA. Lecture (5 hours) for BSc-level course on "Modeling and optimization with GAMS," Fall 2014.