The Engineering Economics of Electricity Markets — companion console
One instrument for the whole programme: the ten course modules (Part I), the BESS bridge that re-derives them for storage (Part II), and the 12-week plan (Part IV). Progress here is literal state of charge — completing weeks charges the battery.
Each card is one module of the companion: its lecture source, the objects it adds to your toolkit, and a one-line storage translation. Mark modules done as you pass their self-tests — module completion feeds the console SOC alongside the weekly tracker.
How the modules feed each other, and where Part II taps in. Read columns left to right: foundations → conduct → networks → design layers → your research programme.
Five rungs from price-taker to closed-loop. Know which rung each question needs — and which assumption you are buying at each step.
LP/MILP, exogenous prices. Keep the SOC duals — they are λ_t, the asset's true marginal cost curve.
Scenario trees, SDDP, rolling intrinsic across DA→ID→RT→AS gates. The battery as a strip of spread options; λ_t becomes an exercise boundary.
Your offer curve upstairs, the PS3 DC-OPF clearing downstairs. Quantifies your own price impact and optimal under-arbitrage.
Everyone strategic at once. Graf–Wolak's estimated residual-demand hypersurfaces are the empirical shortcut; the SOC-coupled temporal extension is open territory.
RL or ADP when the environment shifts faster than equilibrium recomputation. Validate learned policies with rung-3/4 conduct objects — offer-vs-λ wedges are the sanity check.
Click a week when its Read / Derive / Build strands are done. Weeks 1–4 consolidate the course, 5–8 execute the bridge, 9–12 reach the frontier. Progress lives on this page only — use the export code to carry it between sessions or machines.
The landscape items that move your models' assumptions. Run the three-pillar checklist (physics · incentives · legal) on every new consultation that touches these.