Analysis of investments in electricity plants with Stochastic Bilevel programming techniques

Sonja Wogrin; Efraim Centeno; Julián Barquín

Analysis of investments in electricity plants with Stochastic Bilevel programming techniques

Sonja Wogrin, Efraim Centeno, Julián Barquín

Publikation: Konferenzbeitrag › Abstract › Begutachtung

Abstract

In this work bilevel programming techniques are applied to the generation capacity expansion problem in the electricity sector in order to carry out a game-theoretic market analysis to support the decisions that generation companies have to face in the electricity market in order to build new plants. A stochastic Mathematical Program with Equilibrium Constraints formulation of the generation capacity problem is compared to the non-stochastic model with a focus on the impact on model results.

Originalsprache	englisch
Publikationsstatus	Veröffentlicht - 2010
Extern publiziert	Ja
Veranstaltung	INFORMS 2010 Annual Meeting. Energizing the future - Austin, USA / Vereinigte Staaten Dauer: 7 Nov. 2010 → 10 Nov. 2010

Konferenz

Konferenz	INFORMS 2010 Annual Meeting. Energizing the future
Land/Gebiet	USA / Vereinigte Staaten
Ort	Austin
Zeitraum	7/11/10 → 10/11/10

Dieses zitieren

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title = "Analysis of investments in electricity plants with Stochastic Bilevel programming techniques",

abstract = "In this work bilevel programming techniques are applied to the generation capacity expansion problem in the electricity sector in order to carry out a game-theoretic market analysis to support the decisions that generation companies have to face in the electricity market in order to build new plants. A stochastic Mathematical Program with Equilibrium Constraints formulation of the generation capacity problem is compared to the non-stochastic model with a focus on the impact on model results.",

author = "Sonja Wogrin and Efraim Centeno and Juli{\'a}n Barqu{\'i}n",

year = "2010",

language = "English",

note = "INFORMS 2010 Annual Meeting. Energizing the future ; Conference date: 07-11-2010 Through 10-11-2010",

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AU - Wogrin, Sonja

AU - Centeno, Efraim

AU - Barquín, Julián

PY - 2010

Y1 - 2010

N2 - In this work bilevel programming techniques are applied to the generation capacity expansion problem in the electricity sector in order to carry out a game-theoretic market analysis to support the decisions that generation companies have to face in the electricity market in order to build new plants. A stochastic Mathematical Program with Equilibrium Constraints formulation of the generation capacity problem is compared to the non-stochastic model with a focus on the impact on model results.

AB - In this work bilevel programming techniques are applied to the generation capacity expansion problem in the electricity sector in order to carry out a game-theoretic market analysis to support the decisions that generation companies have to face in the electricity market in order to build new plants. A stochastic Mathematical Program with Equilibrium Constraints formulation of the generation capacity problem is compared to the non-stochastic model with a focus on the impact on model results.

M3 - Abstract

T2 - INFORMS 2010 Annual Meeting. Energizing the future

Y2 - 7 November 2010 through 10 November 2010

ER -