2026-04-13T06:39:51Zhttps://recercat.cat/oai/request

oai:recercat.cat:2117/3569402025-07-23T02:48:13Zcom_2072_1033col_2072_452951

00925njm 22002777a 4500 dc Mañé Bosch, Ignasi author 2021-10 This master thesis explore different multi-stage stochastic programming models for electricity generation companies to find optimal bid functions in electric spot markets. The explored models not only capture the uncertainty of prices of different markets and financial products, but also couples together wind and thermal generation units, offering producers that combine both technologies a more suitable approach to find their best possible bidding strategy among the space of possible actions. Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa::Programació matemàtica Programming (Mathematics) Electricity market Optimal bid Stochastic programmin Optimization Programació (Matemàtica) Classificació AMS::90 Operations research, mathematical programming::90C Mathematical programming Multistage stochastic bid model for a wind-thermal power producer