  Renewable energy brings huge uncertainties to the power system, which
challenges the traditional power system operation with limited flexible
resources. One promising solution is to introduce dynamic pricing to more
consumers, which, if designed properly, could enable an active demand side. To
further exploit flexibility, in this work, we seek to advice the consumers an
optimal online control policy to utilize their storage devices facing dynamic
pricing. Towards designing a more adaptive control policy, we devise a
data-driven approach to estimating the price distribution. Simulation studies
verify the optimality of our proposed schemes.
