Entrance hall of the ICMS Workshop

Energy Management: Flexibility, Risk and Optimisation

Jun 06, 2016 - Jun 10, 2016

ICMS, 15 South College Street, Edinburgh, EH8 9AA


Name Institution
Hambly, Ben University of Oxford
Mancarella, Pierluigi University of Manchester
Mestel, Ben Open University
Milanovic, Jovica University of Manchester
Moriarty, John Queen Mary University of London
Pradhan, Ashok Indian Institute of Technology Kharagpur


The principal objective of this workshop is to bring the disciplines of power systems engineering and mathematics closer together to address the energy trilemma: the need for energy supply to be secure, clean, and affordable.

The importance and potential of the connection between mathematics and power systems has already been established on both sides and this workshop aims to further exchange problems and methodologies and set up new long-term collaborations, particularly involving researchers in the UK and India.

Participation is invited from India and the UK, and there will also be presentations from industry plus international keynote speakers.

This workshop is part of the EPSRC-DST Indo-UK Initiative in Applied Mathematics

Photographs from this workshop can be seen and downloaded from our Flickr album.

News about this workshop can also be viewed on our ICMS news page.



This EPSRC-DSR Indo-UK Initiative workshop will run from lunchtime Monday 6 June to lunchtime Friday 10 June 2016.


Participation is by invitation only.  All invitations for this workshop have now been issued by ICMS.  


Registration Fee
A registration fee of 70.00 GBP is payable by all participants (excluding Organisers and Indian participants).  Payment can be made on arrival at ICMS - at Registration we will accept cash, credit/debit card payments and sterling cheques (payable to “Heriot-Watt University”).  Unfortunately, we do not yet have an on-line payment system at ICMS.   If you wish to pay by credit/debit card, please complete this credit/debit card form and bring the completed form to Registration.  


The workshop will be held at 15 South College Street, Edinburgh.  You may also find this map useful for the workshop.  All lectures will be held in the Newhaven Lecture Theatre.  In addition, two blackboards have been installed.  The projector and one board may be used simultaneously.  


Talks and Audio/Visiual Equipment
We advise that, where possible, you bring your talk on a memory stick/USB to put onto our computer in advance of your session - either at the start of the day or during coffee/lunch breaks.   ICMS staff can help with this.   It is possible for you to use your own laptops but it is then your own responsibility to ensure that resolutions are changed on the laptops if necessary (ICMS will not change the resolution on our equipment).   If you use a MAC we expect you to bring your own adaptor. 


UK Visas
If you are travelling from overseas you may require an entry visa. A European visa does not guarantee entry to the UK. Please use this link to the UK Visas site to find out if you need a visa and if so how to apply for one.


Information about travel to the UK and Edinburgh is available here.
Indian delegates:  Additional information for Indian delegates regarding onward travel in the UK, from Heathrow and Birmingham airports is available here.

Please note that it is your responsibility to have adequate travel insurance to cover medical and other emergencies (volcanic ash disruptions) that may occur on your trip.

A taxi directly from the airport will cost approximately 20.00 to 25.00 GBP to the city centre for a one-way journey.     There is also a bus service direct from the airport to the city centre which will cost 4.50 GBP single or 7.50 GBP return - the Airlink 100.  This is a frequent service (every 10 minutes during peak times) and will bring you close to Waverley Railway Station, only a short walk to the accommodation and the workshop venue (see map in 'Venue' section above). 

Lothian buses charge £1.60 for a single, £4.00 for a day ticket. Please note that the exact fare is required and no change is given.

If travelling by train, please note that Edinburgh has several railway stations - Waverley Railway Station being the main station and closest to the workshop venue at 15 South College Street. If you alight at Edinburgh Waverley, the workshop venue is an easy 10 minute walk over North and South Bridge. The second large railway station is called Haymarket and is at the West End of the city centre.    Please be aware that there is also an Edinburgh Park railway station but this is at the west side of the city some way from the city centre.  For ICMS, use Edinburgh Waverley.


Invited speakers will have accommodation arranged by ICMS (should they wish).  Full details of the accommodation will be emailed nearer the time of the workshop.   The accommodation used is Masson House within Pollock Halls of Residence.  It is University of Edinburgh accommodation, for visitors to the university so is of a higher standard and has been very recently refurbished.  Guests there say that the breakfasts are very good!  You can view the accommodation at Masson House here.   Masson House is about a 20 minute walk to and from ICMS.   

Poster Session
There will be a Poster Session on the Monday evening in the Chapterhouse, Level 1 at ICMS.  Please hand your poster to a member of ICMS staff at Registration and we will display the poster for you in time for the Poster Session.  During the session pizzas, wine, beer and soft drinks will be served. 

Please see here for a list of the poster titles.


Public Lecture
On Thursday 9 June, Goran Strbac (Imperial College London) will present a Public Lecture.   Doors will open to the public at 17.30 with the talk commencing at 18.00.   Seats have been reserved for all workshop particpants so you are not required to reserve a seat.   The talk will be followed by an informal wine reception.  

Quantifying the value of flexibility in future lower carbon energy systems
Addressing the challenge of degradation in asset utilisation in future low carbon energy systems, will require radially enhanced integration of energy infrastructures, including application of novel flexible technologies and solutions. Furthermore, there is very significant uncertainty regarding the future system evolution and which imposes very substantial challenges associated with developing planning strategies to ensure robustness. In this context, this talk will focus on assessing the value of flexible technologies through comprehensive system models that simultaneously balance long-term investment related decisions against short-term operation-related decisions across the entire system. This will also include application of advanced stochastic models for optimisation of system operation and planning under uncertainty and quantification of the option value of emerging technologies.

The workshop grants will provide refreshments during the breaks in the Programme.  Lunch on Monday, Tuesday, Wednesday and Thursday (no lunch is provided on Friday) is provided.   During the Poster Session, pizzas, wine, beer and soft drinks will be available.   An informal dinner will take place (free of charge to participants) in Blonde Restaurant, 19.00, on Tuesday evening.  The workshop dinner will be on Wednesday 8 June in the St Trinnean Room in St Leonard's Hall at Pollock Halls of Residence at 19.00 for pre-dinner drinks, dining at 19.30.  Following the Public Lecture on Thursday 9 June, there will be an informal wine reception.  


Wireless Access
The workshop venue, 15 South College Street, has wireless access throughout. On arrival at Registration you will be given instructions and a code for accessing the wireless network.  For those without laptops, there will also be a computer available for you to check your emails. 


Things to do in Edinburgh
At ICMS there will be a variety of leaflets and Tourist Office information available to let you know of things to do and see in the city. 

Please see this link for details of a new one and a half hour mini-bus tour by Rabbies Tours.   Ask at the ICMS Reception on Level 3 for a Promotional Code which will enable you to obtain a 10% discount if you book the tour directly with Rabbies. 



For programme details please consult the organisers' website

TALKS: A pdf file of all abstracts can be found here.

POSTERS:  Please see here for a list of the poster titles.



PRESENTATIONS: Some of the electronic presentations for this workshop can be viewed here:

Gopal Basak


Ankur A Kulkarni

Randall Martyr

Ben Mestel

Sean Meyn

Rodrigo Moreno

Andrew Richards

Johannes Schiffer

Rita Shaw

Simon Tindemans

Simon Tindemans POSTER

Amy Wilson



Presentation Details
Abhyankar, Abhijit
Network partitioning and corridor allocation in bi-exchange electricity market
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Aid, Rene
Explicit investment rules with time-to-build and uncertainty
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Arroyo, Jose Manuel
Optimal reserve offer deliverability in co-optimized electricity markets
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Bajpai, Prabodh
Development of swarm intelligence based bidding strategies in electricity markets
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Balata, Alessandro
POSTER: Management of energy storage: optimal switching with inventory constraints
Basak, Gopal
Adaptive MCMC and its possible applications
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Busic, Ana
Ancillary service to the grid using intelligent deferrable loads
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Goswami, Anindya
Pricing derivatives in a regime switching market with time inhomogeneous volatility
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Johnson, Tim
A methodology to assess the economic impact of power storage technologies
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Jung, Tobias
Modelling uncertainty in energy trading
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Kiesel, Ruediger
Risk measure, model risk and energy markets
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Kowli, Anupama
Microgrid-based operations -- a paradigm shift in utility operations
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Kulkarni, Ankur A
Dynamic games and non-Gaussian teams
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Mancarella, Pierluigi
POSTER: Flexible operation and planning of distributed multi-energy systems
Martyr, Randall
Cancellable contracts for difference in local electricity markets
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Mestel, Ben
Can price be an effective regulator of a power system? A differential-equation modelling approach
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Meyn, Sean
The zero-marginal cost power grid
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Mijatović, Aleksandar
Poisson equation for Metropolis-Hastings chains
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Mishra, Sukumar
Micro grid control
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Moreno, Rodrigo
Emerging optimisation models for planning low-carbon electrical energy systems
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Oakes, Graham
Upside Energy - open innovation for demand-side flexibility
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Padhy, Narayana Prasad
Pricing for active distribution network considering model uncertainty
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Pradhan, Ashok
Blackouts: Indian experience and its prevention using intelligent protection system
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Schiffer, Johannes
On control concepts for microgrids
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Shaw, Rita
Distribution network planning – a real options approach to support decisions on reinforcement versus post-fault demand-side-response
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Street, Alexandre
Risk-averse dynamic real option-based investment models for renewable energy portfolios
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Tindemans, Simon
Characterising uncertainty in consumer responsiveness to dynamic electricity pricing
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Vogrinc, Jure
POSTER: Poisson equation for Metropolis-Hastings chains
Wilson, Amy
Quantifying uncertainty in energy system models
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Name Institution
Abhyankar, Abhijit Indian Institute of Technology Delhi
Aid, Rene EDF R&D
Arroyo, Jose Manuel Universidad de Castilla - La Mancha
Bajpai, Prabodh Indian Institute of Technology Kharagpur
Balata, Alessandro University of Leeds
Basak, Gopal Indian Statistical Institute
Busic, Ana INRIA/ENS
Carvalho, Rui Durham University
Cruise, James Heriot-Watt University
Dent, Chris University of Edinburgh
dos Reis, Gonçalo University of Edinburgh
Goswami, Anindya IISER Pune
Hambly, Ben University of Oxford
Harrison, Gareth University of Edinburgh
Johnson, Tim Heriot-Watt University
Jung, Tobias Uniper Technologies
Kiesel, Ruediger University of Duisburg-Essen
Kowli, Anupama Indian Institute of Technology Bombay
Kulkarni, Ankur A Indian Institute of Technology Bombay
Mancarella, Pierluigi University of Manchester
Martyr, Randall Queen Mary University of London
McKinnon, Ken Edinburgh University
Mestel, Ben Open University
Meyn, Sean University of Florida
Mijatović, Aleksandar King's College London
Milanovic, Jovica University of Manchester
Mishra, Sukumar Indian Institute of Technology, Delhi
Moreira, Roberto Imperial College London
Moreno, Rodrigo University of Chile & Imperial College London
Moriarty, John Queen Mary University of London
Oakes, Graham Upside Energy Ltd
Padhy, Narayana Prasad Indian Institute of Technology Roorkee
Palczewski, Jan University of Leeds
Parisio, Alessandra University of Manchester
Pradhan, Ashok Indian Institute of Technology Kharagpur
Preece, Robin University of Manchester
Richards, Andrew National Grid
Robertson, James University of Edinburgh
Robu, Valentin Heriot-Watt University
Schiffer, Johannes University of Leeds
Shaw, Rita Electricity North West
Stockbridge, Richard University of Wisconsin-Millwakee
Strbac, Goran Imperial College London
Street, Alexandre Pontifical Catholic University of Rio de Janeiro
Sun, Wei University of Edinburgh
Tindemans, Simon Imperial College London
Vogrinc, Jure Imperial College London
Wilson, Amy Durham University
Zachary, Stan Heriot-Watt University