arXiv:2605.23964v1 Announce Type: cross Abstract: The growing share of Renewable Energy Sources (RES) in modern power systems increases both grid imbalances and frequency deviations, reinforcing the need for ancillary services such as Frequency Containment Reserve (FCR) and passive balancing. Battery Energy Storage Systems (BESS) are well-suited for these services, but prior research typically relies on uniform FCR bids that remain constant throughout the control period. Such static bids fail to fully exploit BESS flexibility, as they do not balance the trade-off between reserving energy for FCR delivery and using it for imbalance arbitrage, limiting the achievable value in value-stacking settings. To address this limitation, we propose a two-stage control framework for the European context that introduces non-uniform FCR bids. In the first stage, we derive a time-varying bid sequence using data-driven Monte Carlo (MC) optimization. In the second stage, a Deep Reinforcement Learning (DRL) agent leverages the residual flexibility for real-time imbalance trading while proactively managing the State of Energy (SoE) to ensure compliance with FCR requirements. The framework is presented as a proof of concept, highlighting the potential benefits of time-varying bidding strategies. By incorporating daily cycle budgets and time-varying reserve commitments, our approach achieves a 7.56% profit increase compared to uniform baselines. These results show that non-uniform bidding can unlock additional value by more effectively aligning reserve obligations with rapidly changing imbalance opportunities.

arXiv:2604.01805v1 Announce Type: cross Abstract: In Europe, balance responsible parties can deliberately take out-of-balance positions to support transmission system operators (TSOs) in maintaining grid stability and earn profit, a practice called implicit balancing. Model predictive control (MPC) is widely adopted as an effective approach for implicit balancing. The balancing market model accuracy in MPC is critical to decision quality. Previous studies modeled this market using either (i) a convex market clearing approximation, ignoring proactive manual actions by TSOs and the market sub-quarter-hour dynamics, or (ii) machine learning methods, which cannot be directly integrated into MPC. To address these shortcomings, we propose a data-driven balancing market model integrated into MPC using an input convex neural network to ensure convexity while capturing uncertainties. To keep the core network computationally efficient, we incorporate attention-based input gating mechanisms to remove irrelevant data. Evaluating on Belgian data shows that the proposed model both improves MPC decisions and reduces computational time.