  Pricing storage operation in the real-time market under demand and generation
stochasticities is considered. A scenario-based stochastic rolling-window
dispatch model is formulated for the real-time market, consisting of
conventional generators, utility-scale storage, and distributed energy resource
aggregators. We show that uniform pricing mechanisms require discriminative
out-of-the-market uplifts, making settlements under locational marginal pricing
(LMP) discriminative. It is shown that the temporal locational marginal pricing
(TLMP) that adds nonuniform shadow prices of ramping and state-of-charge to LMP
removes the need for out-of-the-market uplifts. Truthful bidding incentives are
also established for price-taking participants under TLMP. Revenue adequacy and
uplifts are evaluated in numerical simulations.
