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Mostrando ítems 1-5 de 5

    • Allocation of firm-energy rights among hydro agents using cooperative game theory: an Aumann-Shapley approach 

      Faria, Eduardo S.J.; Granville, Sergio; Veiga Pereira, Mario (01/05/2009)
      The firm energy of generation plants is a critical component in some electricity markets. It is usually calculated by the regulator and sets a cap to the amount a plant can trade in capacity markets (or auctions), in order ...

    • Nash equilibrium in strategic bidding: a binary expansion approach 

      Nobrega Barroso, Luiz Augusto; Carneiro, Rafael Dix; Granville, Sergio; Veiga Pereira, Mario; Fampa, Márcia Helena C. (01/05/2006)
      This paper presents a mixed integer linear programming solution approach for the equilibrium problem with equilibrium constraints (EPEC) problem of finding the Nash equilibrium (NE) in strategic bidding in short-term ...

    • Offering strategies and simulation of multi items dynamic auctions of energy contracts 

      Nobrega Barroso, Luiz Augusto; Street, Alexandre; Granville, Sergio; Veiga Pereira, Mario (01/11/2011)
      The objective of this work is threefold. We firstly present an optimization model for a price-taker hydrothermal generation company (Genco) to devise bidding strategies in multi-item iterative auctions of long-term contracts. ...

    • Risk constrained portfolio selection of renewable sources in hydrothermal electricity markets 

      Street, Alexandre; Nobrega Barroso, Luiz Augusto; Flach, Bruno C.; Granville, Sergio; Veiga Pereira, Mario (01/08/2009)
      Renewable sources have recently emerged as a generation option for many countries in order to promote clean energy development. In the case of Brazil, small hydro plants and cogeneration from sugarcane waste (bagasse) have ...

    • Strategic bidding under uncertainty: a binary expansion approach 

      Veiga Pereira, Mario; Granville, Sergio; Fampa, Márcia Helena C.; Carneiro, Rafael Dix; Nobrega Barroso, Luiz Augusto (01/02/2005)
      This work presents a binary expansion (BE) solution approach to the problem of strategic bidding under uncertainty in short-term electricity markets. The BE scheme is used to transform the products of variables in the ...