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We characterize profit-maximizing operating strategies, over some timehorizon [0,T], for an energy store which is trading in an arbitrage market. Ourtheory allows for leakage, operating inefficiencies, operating constraints andgeneral cost functions. In the special case where the operating cost of a storedepends only on its instantaneous power output (or input), we present analgorithm to determine the optimal strategies. A key feature is that thisalgorithm is localized in time, in the sense that the action of the store at atime t only requires information about electricity prices over some subintervalof time [t,t_k] contained within [t,T]. To introduce more complex storagemodels, we discuss methods for an example which includes minimum switchingtimes between modes of operation.

Optimal strategies for operating energy storage in an arbitrage market