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Multistage stochastic bid model for a wind-thermal power producer

Thu, 12/30/2021 - 13:20 — admin
Publication TypeTesis de Grau i Màster // BSc and MSc Thesis
Year of Publication2021
AuthorsIgnasi Mañé Bosch
DirectorF-Javier Heredia
Tipus de tesiMSc Thesis
TitulacióMaster in Statistics and Operations Reseafrch
CentreFacultat de matemàtiques i Estadística
Data defensa18/10/2021
Nota // mark9.5
Key Wordsteaching; electricity markets; multistage stochastic programming
Abstract For many political and economic reasons, over the last decades, electricity markets in developed countries have been liberalised. Markets regulated by governments in which prices were set by the competent authority are now the exception. In this new setting, electricity agents, both consumers and producers, compete to maximise their pro tability in a series of auctions designed to efficiently match supply and demand. Many energy producers manage together wind and thermal generation units to meet their contractual obligations such as bilateral contracts, as well as bid on the electric market to sell their production capacity. This master thesis explore different multi-stage stochastic programming models for generation companies to nd optimal bid functions in electric spot markets. The explored models not only capture the uncertainty of electric 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 nd their best possible bidding strategy among the space of possible actions.
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Mathematical optimization for Industry 4.0

Thu, 05/20/2021 - 09:40 — admin

This academic course started the third edition of the Master in Industry 4.0 of the UPC School. The main objective of the master's degree in Industry 4.0 is to train professionals to understand the complexities and challenges of Industry 4.0 in a transversal way. I participate in this master giving a course on mathematical optimization for industry 4.0. In the first part of the course, we review the role of mathemnatical optimization, operations research and analytics in Ind. 4.0, analyse some case studies on mathematical optimization models in supply chain and energy industry. In the second part, the theoretical and computational basis of mathematical optimization are presented and applied by the students to solve a complete optimization project in supply and distribution chain using mathematical optimization modeling software.

Gestió òptima de l'energia en microxarxes amb incertesa a la producció i a la demanda.

Fri, 04/03/2020 - 13:12 — admin
Publication TypeTesis de Grau i Màster // BSc and MSc Thesis
Year of Publication2019
AuthorsAlexandre Alonso Travesset
DirectorJordi De la Hoz Casas, F-Javier Heredia Cervera
Tipus de tesiMSc Thesis
TitulacióMaster in Statistics and Operations Research
CentreFaculty iof Mathematics and Statistics.
Data defensa09/2019
Nota // mark10 MH // A+
Key Wordsteaching; microgrids; electricity market; MSc Thesis
AbstractThe following Master Thesis involves the construction of a mathematical model aimed at evaluating the economic feasibility of microgrids, which are powered by renewable energy sources. These sources are characterized by their spatial and temporal variability, thus the need to use a statistical approach to forecast these variables becomes apparent. Furthermore, other uncertain variables such as the electrical demand and the market pool price contribute to the formulation of the program. State-of-the-art time-series based models are fitted in order to forecast the behaviour of the uncertain variables. Synthetic data arisen from simulations is drawn from these models in order to generate scenarios of probability. The scenarios are then reduced by means of the backward reduction algorithm in order to increase computational performance, and subsequently introduced in a two-stage stochastic program coded in AIMMS interface. Results show significant details about energy management and prove the suitability of using a stochastic approach rather than a deterministic one to perform the optimisation.
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Estratègies de Compra d’Energia Elèctrica a l’Estat Espanyol

Mon, 05/20/2019 - 09:58 — admin
Publication TypeTesis de Grau i Màster // BSc and MSc Thesis
Year of Publication2017
AuthorsRoger Reixach Sánchez
DirectorF.-Javier Heredia, Jordi de la Hoz
Tipus de tesiMSc Thesis
TitulacióMaster en Enginyeria de l'Energia
CentreETSEIB
Data defensa11/2017
Nota // mark6
Key Wordsteaching; electricity markets; MSc Thesis
DOI / handlehttp://hdl.handle.net/2117/109081
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A Study on Feasibility of the Distributed Battery Energy Storage Systems in Spanish Retail Electricity Market

Tue, 09/27/2016 - 09:19 — admin
Publication TypeTesis de Grau i Màster // BSc and MSc Thesis
Year of Publication2016
AuthorsMaksims Sisovs
DirectorF.-Javier Heredia
Tipus de tesiMSc Thesis
Titulació"KIC InnoEnergy" Master of Science in Smart Electrical Networks and Systems
CentreEscola Tècnica Superior d'Enginyeria Industrial de Barcelona (ETSEIB)
Data defensa16/09/2016
Nota // mark10 MH (A+ with honours)
Key Wordsteaching; BEES; battery energy storage systems; electrical vehicle; smart meters; retail energy market; MSc Thesis
AbstractThe main focus of this master thesis project is to evaluate the economic, technical and regulatory feasibility of distributed battery energy storage systems (BESS) and the potential opportunity of electricity companies to increase their pro ts through advanced operation in energy services, such as electric energy time-shift, ancillary or electric vehicle incentives in Spanish electricity market. To assess the feasibility, an optimization tool has been developed. This tool simulates energy trading between diff erent market participants with particular features extracted from data analysis and literature. Load consumption pro les had been developed from smart meter real data by applying several data mining techniques. This part had been guided by external collaborating entity Minsait. Electricity market analysis includes the overview of its functionality principles and regulatory side regarding storage adaptation and speci fic service applicability. Market historical prices were used for further electricity trading simulation. A brief technical insight explains current storage situation and tells about high-potential technologies in emerging markets. Benchmark analysis covers several products of battery manufacturers with relevant technical and price information. Spanish electricity market showed low adaptability to distributed BESS solutions: energy arbitrage incomes have resulted being insuficient. Ancillary services, despite promising economic gures, are to a large extent prohibited to be provided by distributed storage. Electric vehicle incentives, though, resulted being of a high interest due to absence of direct investment.
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Programació Matemàtica // Mathematical Programming

Thu, 07/19/2012 - 16:44 — admin
Publication TypeDocència // Teaching
Year of Publication2011
Quadrimestre // Term2011-12 Q1
AuthorsF.-Javier Heredia; Jordi Castro; Elena Fernández; Ma Paz Linares
Coordinator?no
Codi // Code200152 - PM
Key Wordsteaching; UPC; FME; GM; mathematical programming; PM
AbstractIntroduir a l'estudiant en els fonaments i les aplicacions de la Programació Matemàtica.
  • Que l'estudiant adquireixi una panoràmica dels models de la Programació Matemàtica i de les seves aplicacions.
  • Que l'estudiant conegui la metodologia de construcció dels models de la Programació Matemàtica i llur paper en els
  • processos de presa de decisions quantitatives.
  • Que l'estudiant conegui les àrees bàsiques de la Programació Matemàtica, com ara la programació lineal i entera, els problemes de fluxos en xarxes, i la programació no lineal.
  • Que l'estudiant conegui els fonaments teòrics de les classes de models considerades.
  • Que l'estudiant conegui els principals procediments algorísmics per a resolució de les classes de models considerades.
  • Que l'estudiant pugui aplicar de forma pràctica dels algorismes estudiats mitjançant el software de Programació Matemàtica disponible a la Facultat.
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Titolació // StudiesGrau en Matemàtiques // Degree in Mathematics.
Centre // Faculty Facultat de Matemàtiques i Estadística (FME)
Institució // InstitutionUniversitat Politècnica de Catalunya (UPC)
Horaris // ScheduleWed. 15:00-17:00, Fri. 15:00 - 17:00, room 100 (FME)
ECTS7.5
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Programació Estocàstica // Stochastic Programming

Thu, 07/19/2012 - 16:37 — admin
Publication TypeDocència // Teaching
Year of Publication2011
Quadrimestre // Term2011-12 Q2
AuthorsF.-Javier Heredia; Jordi Castro
Coordinator?no
Codi // Code26311 - MEIO1
Key Wordsteaching; UPC; MEIO; stochastic programming; PE
AbstractThe goal of this course is to introduce the student to the problems of system modeling in the presence of uncertainty, and familiarization with techniques and algorithms for dealing with them. The course deals with the case of stochastic programming, i.e. the optimization of problems with random variables . Stochastic modelling and programming bases are provided and it is hoped that upon completion of the course the student will be able to identify, model, formulate and solve decision-making problems with both deterministic and as random variables. Abilities to Be Acquired:
  • Identifying when a problem is suitable to be modeled and solved as a stochastic optimization problem.
  • Formulation of stochastic optimization problems, determining decisions in the first, second and next stages.
  • Knowledge of the basic properties of stochastic optimization problems.
  • Knowledge of specialized solution methods for stochastic problems.
  • Knowledge and use of software for the solution of stochastic problems.
URLClick Here
Titolació // StudiesMàster Universitari d'Estadística i Investigació Operativa (MEIO-UPC-UB)
Centre // Faculty Facultat de Matemàtiques i Estadística (FME)
Institució // InstitutionUniversitat Politècnica de Catalunya (UPC)
Horaris // ScheduleWed. 15:00-17:00, Fri. 15:00 - 17:00, room 100 (FME)
ECTS5
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Programació Lineal i Entera // Linear and Integer Programming

Thu, 07/19/2012 - 16:25 — admin
Publication TypeDocència // Teaching
Year of Publication2011
Quadrimestre // Term2011-12 Q2
AuthorsF.-Javier Heredia
Coordinator?yes
Codi // Code361226
Key Wordsteaching; UPC; UB; FME; GE; programació lineal; programació entera; assignatures; courses
URLClick Here
Titolació // StudiesGrau Interuniversitari d'Estadística, UB-UPC.
Centre // FacultyFaultat d'Economia i Empresa (EEE), UB. Facultat de Matemàtiques i Estadística UPC.
Institució // InstitutionUniversitat de Barcelona -Universitat Politècnica de Catalunya.
Horaris // ScheduleDilluns de 13:00 a 14:00, dimarts i dijous de 13:00 a 14:30Facultat d'Economia i Empresa aula 103 (teoria) i I9 (laboratori).
ECTS6
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Intercanvi d'experiències docents del Grau en Matemàtiques

Fri, 06/08/2012 - 14:26 — admin
Publication TypeConference/School/Seminar attendance
Year of Publication2012
AuthorsF.-Javier Heredia
Event Typeseminar
Conference OrganiserFacultat de Matemàtiques i Estadística, UPC
Conference Dates24/05/2012
Conference LocationBarcelona, Spain
Key Wordsteaching; FME; Grau en Matemàtiques
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Tesi de màster sobre optimització de producció eòlica en mercats elèctrics.

Mon, 12/12/2011 - 13:26 — admin
El passat dimecres 16 de març es va presenta a la Facultat de Matemàtiques i estadística el treball de final de màster titulat Optimal sale bid for a wind producer in Spanish electricity market realitzat per l'alumna Simona Sacripante, del Màster d'Estadística i Investigació Operativa UPC-UB, que he dirigit en col·laboració amb la prof. Cristina Corchero. En aquest treball s'estudia, mitjançant un model de programació estocàstica, l'estratègia òptima d'oferta d'un parc de generació eòlica al mercat diari del MIBEL. Aquest treball forma part del projecte de recerca del MICINN DPI2008-02153.
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