2026-04-13T00:04:36Zhttps://recercat.cat/oai/requestoai:recercat.cat:2117/3569402025-07-23T02:48:13Zcom_2072_1033col_2072_452951
RECERCAT
author
Mañé Bosch, Ignasi
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.
http://creativecommons.org/licenses/by-nc-sa/3.0/es/ Open Access
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
Master thesis