Complementarity Modeling in Energy Markets / Steven A. Gabriel (2013)  

Público ISBD Título : Complementarity Modeling in Energy Markets Tipo de documento: documento electrónico Autores: Steven A. Gabriel ; SpringerLink (Online service) ; Antonio J. Conejo ; J. David Fuller ; Benjamin F. Hobbs ; Ruiz, Carlos Editorial: New York, NY : Springer New York Fecha de publicación: 2013 Otro editor: Imprint: Springer Colección: International Series in Operations Research & Management Science, ISSN 0884-8289 num. 180 Número de páginas: XXVI, 630 p Il.: online resource ISBN/ISSN/DL: 978-1-4419-6123-5 Idioma : Inglés (eng) Palabras clave: Business  Operations  research  Decision  making  Management  science  Macroeconomics  and  Operation  Research/Decision  Theory  Macroeconomics/Monetary  Economics//Financial  Economics  Research,  Science Clasificación: 658 Empresas. Organización de empresas Resumen: This addition to the ISOR series  introduces complementarity models in a straightforward and approachable manner and uses them to carry out an in-depth analysis of energy markets, including formulation issues and solution techniques.   In a nutshell, complementarity models generalize: a. optimization problems via their Karush-Kuhn-Tucker conditions b. non-cooperative games in which each player may be solving a separate but related optimization problem with potentially overall system constraints (e.g., market-clearing conditions) c. economic and engineering problems that aren’t specifically derived from optimization problems (e.g., spatial price equilibria) d. problems in which both primal and dual variables (prices) appear in the original formulation (e.g., The National Energy Modeling System (NEMS) or its precursor, PIES). As such, complementarity models are a very general and flexible modeling format. A natural question is why concentrate on energy markets for this complementarity approach?  As it turns out, energy or other markets that have game theoretic aspects are best modeled by complementarity problems.  The reason is that the traditional perfect competition approach no longer applies due to deregulation and restructuring of these markets and thus the corresponding optimization problems may no longer hold.  Also, in some instances it is important in the original model formulation to involve both primal variables (e.g., production) as well as dual variables (e.g., market prices) for public and private sector energy planning.  Traditional optimization problems can not directly handle this mixing of primal and dual variables but complementarity models can and this makes them all that more effective for decision-makers Nota de contenido: Introduction and Motivation -- Optimality and Complementarity -- Some Microeconomic Principles -- Equilibria and Complementarity Problems -- Variational Inequality Problems -- Optimization Problems Constrained by Optimization Problems -- Equilibrium Problems with Equilibrium Constraints -- Algorithm for LCPs, NCPs, and VIs -- Some Advanced Algorithms for VI Decomposition, MPCCs and EPECs -- Natural Gas Market Modeling -- Electricity and Environmental Markets -- Multicommodity Equilibrium Models: Accounting for Demand-Side Linkages En línea: http://dx.doi.org/10.1007/978-1-4419-6123-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=36389 Complementarity Modeling in Energy Markets [documento electrónico] / Steven A. Gabriel ; SpringerLink (Online service) ; Antonio J. Conejo ; J. David Fuller ; Benjamin F. Hobbs ; Ruiz, Carlos . - New York, NY : Springer New York : Imprint: Springer, 2013 . - XXVI, 630 p : online resource. - (International Series in Operations Research & Management Science, ISSN 0884-8289; 180) . ISBN : 978-1-4419-6123-5 Idioma : Inglés (eng) Palabras clave: Business  Operations  research  Decision  making  Management  science  Macroeconomics  and  Operation  Research/Decision  Theory  Macroeconomics/Monetary  Economics//Financial  Economics  Research,  Science Clasificación: 658 Empresas. Organización de empresas Resumen: This addition to the ISOR series  introduces complementarity models in a straightforward and approachable manner and uses them to carry out an in-depth analysis of energy markets, including formulation issues and solution techniques.   In a nutshell, complementarity models generalize: a. optimization problems via their Karush-Kuhn-Tucker conditions b. non-cooperative games in which each player may be solving a separate but related optimization problem with potentially overall system constraints (e.g., market-clearing conditions) c. economic and engineering problems that aren’t specifically derived from optimization problems (e.g., spatial price equilibria) d. problems in which both primal and dual variables (prices) appear in the original formulation (e.g., The National Energy Modeling System (NEMS) or its precursor, PIES). As such, complementarity models are a very general and flexible modeling format. A natural question is why concentrate on energy markets for this complementarity approach?  As it turns out, energy or other markets that have game theoretic aspects are best modeled by complementarity problems.  The reason is that the traditional perfect competition approach no longer applies due to deregulation and restructuring of these markets and thus the corresponding optimization problems may no longer hold.  Also, in some instances it is important in the original model formulation to involve both primal variables (e.g., production) as well as dual variables (e.g., market prices) for public and private sector energy planning.  Traditional optimization problems can not directly handle this mixing of primal and dual variables but complementarity models can and this makes them all that more effective for decision-makers Nota de contenido: Introduction and Motivation -- Optimality and Complementarity -- Some Microeconomic Principles -- Equilibria and Complementarity Problems -- Variational Inequality Problems -- Optimization Problems Constrained by Optimization Problems -- Equilibrium Problems with Equilibrium Constraints -- Algorithm for LCPs, NCPs, and VIs -- Some Advanced Algorithms for VI Decomposition, MPCCs and EPECs -- Natural Gas Market Modeling -- Electricity and Environmental Markets -- Multicommodity Equilibrium Models: Accounting for Demand-Side Linkages En línea: http://dx.doi.org/10.1007/978-1-4419-6123-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=36389

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Integrating Renewables in Electricity Markets / Juan M. Morales (2014)  

Público ISBD Título : Integrating Renewables in Electricity Markets : Operational Problems Tipo de documento: documento electrónico Autores: Juan M. Morales ; SpringerLink (Online service) ; Antonio J. Conejo ; Henrik Madsen ; Pinson, Pierre ; Marco Zugno Editorial: Boston, MA : Springer US Fecha de publicación: 2014 Otro editor: Imprint: Springer Colección: International Series in Operations Research & Management Science, ISSN 0884-8289 num. 205 Número de páginas: XVI, 429 p. 92 illus., 12 illus. in color Il.: online resource ISBN/ISSN/DL: 978-1-4614-9411-9 Idioma : Inglés (eng) Palabras clave: Business  Operations  research  Decision  making  Management  science  Power  electronics  and  Operation  Research/Decision  Theory  Electronics,  Electrical  Machines  Networks  Research,  Science Clasificación: 658 Empresas. Organización de empresas Resumen: This addition to the ISOR series addresses the analytics of the operations of electric energy systems with increasing penetration of stochastic renewable production facilities, such as wind- and solar-based generation units. As stochastic renewable production units become ubiquitous throughout electric energy systems, an increasing level of flexible backup provided by non-stochastic units and other system agents is needed if supply security and quality are to be maintained. Within the context above, this book provides up-to-date analytical tools to address challenging operational problems such as: • The modeling and forecasting of stochastic renewable power production. • The characterization of the impact of renewable production on market outcomes. • The clearing of electricity markets with high penetration of stochastic renewable units. • The development of mechanisms to counteract the variability and unpredictability of stochastic renewable units so that supply security is not at risk. • The trading of the electric energy produced by stochastic renewable producers. • The association of a number of electricity production facilities, stochastic and others, to increase their competitive edge in the electricity market. • The development of procedures to enable demand response and to facilitate the integration of stochastic renewable units. This book is written in a modular and tutorial manner and includes many illustrative examples to facilitate its comprehension. It is intended for advanced undergraduate and graduate students in the fields of electric energy systems, applied mathematics and economics. Practitioners in the electric energy sector will benefit as well from the concepts and techniques explained in this book Nota de contenido: Introduction -- Renewable Energy Sources - Modeling and Forecasting -- Clearing the Day-Ahead Market with a High Penetration of Stochastic Production -- Balancing Markets -- Managing Uncertainty with Flexibility -- Impact of Stochastic Renewable Energy Generation on Market Quantities -- Trading Stochastic Production in Electricity Pools -- Virtual Power Plants -- Facilitating Renewable Integration by Demand Response -- Random Variables and Stochastic Processes -- Basics of Optimization -- Introduction to Stochastic Programming -- Introduction to Robust Optimization -- GAMS Codes En línea: http://dx.doi.org/10.1007/978-1-4614-9411-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35925 Integrating Renewables in Electricity Markets : Operational Problems [documento electrónico] / Juan M. Morales ; SpringerLink (Online service) ; Antonio J. Conejo ; Henrik Madsen ; Pinson, Pierre ; Marco Zugno . - Boston, MA : Springer US : Imprint: Springer, 2014 . - XVI, 429 p. 92 illus., 12 illus. in color : online resource. - (International Series in Operations Research & Management Science, ISSN 0884-8289; 205) . ISBN : 978-1-4614-9411-9 Idioma : Inglés (eng) Palabras clave: Business  Operations  research  Decision  making  Management  science  Power  electronics  and  Operation  Research/Decision  Theory  Electronics,  Electrical  Machines  Networks  Research,  Science Clasificación: 658 Empresas. Organización de empresas Resumen: This addition to the ISOR series addresses the analytics of the operations of electric energy systems with increasing penetration of stochastic renewable production facilities, such as wind- and solar-based generation units. As stochastic renewable production units become ubiquitous throughout electric energy systems, an increasing level of flexible backup provided by non-stochastic units and other system agents is needed if supply security and quality are to be maintained. Within the context above, this book provides up-to-date analytical tools to address challenging operational problems such as: • The modeling and forecasting of stochastic renewable power production. • The characterization of the impact of renewable production on market outcomes. • The clearing of electricity markets with high penetration of stochastic renewable units. • The development of mechanisms to counteract the variability and unpredictability of stochastic renewable units so that supply security is not at risk. • The trading of the electric energy produced by stochastic renewable producers. • The association of a number of electricity production facilities, stochastic and others, to increase their competitive edge in the electricity market. • The development of procedures to enable demand response and to facilitate the integration of stochastic renewable units. This book is written in a modular and tutorial manner and includes many illustrative examples to facilitate its comprehension. It is intended for advanced undergraduate and graduate students in the fields of electric energy systems, applied mathematics and economics. Practitioners in the electric energy sector will benefit as well from the concepts and techniques explained in this book Nota de contenido: Introduction -- Renewable Energy Sources - Modeling and Forecasting -- Clearing the Day-Ahead Market with a High Penetration of Stochastic Production -- Balancing Markets -- Managing Uncertainty with Flexibility -- Impact of Stochastic Renewable Energy Generation on Market Quantities -- Trading Stochastic Production in Electricity Pools -- Virtual Power Plants -- Facilitating Renewable Integration by Demand Response -- Random Variables and Stochastic Processes -- Basics of Optimization -- Introduction to Stochastic Programming -- Introduction to Robust Optimization -- GAMS Codes En línea: http://dx.doi.org/10.1007/978-1-4614-9411-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35925

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