Multistage Scenario Trees Generation for Renewable Energy Systems Optimization

Publication TypeThesis
Year of Publication2020
AuthorsMarlyn Dayana Cuadrado Guevara
Academic DepartmentDept. of Statistics and Operations Research. Prof. F.-Javier Heredia, advisor.
Number of Pages194
UniversityUniversitat Politècnica de Catalunya-BarcelonaTech
DegreePhD Thesis
Key Wordsresearch; Battery energy storage systems; Electricity markets; Ancillary services market; Wind power generation; Virtual power plants; Multistage Stochastic programming; phd thesis
AbstractThe presence of renewables in energy systems optimization have generated a high level of uncertainty in the data, which has led to a need for applying stochastic optimization to modelling problems with this characteristic. The method followed in this thesis is Multistage Stochastic Programming (MSP). Central to MSP is the idea of representing uncertainty (which, in this case, is modelled with a stochastic process) using scenario trees. In this thesis, we developed a methodology that starts with available historical data; generates a set of scenarios for each random variable of the MSP model; defines individual scenarios that are used to build the initial stochastic process (as a fan or an initial scenario tree); and builds the final scenario trees that are the approximation of the stochastic process.
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Congratulations Dr. Cristina Corchero!

 Dr. Heredia (left) and Corchero (right).Yesterday February 2 my doctorate student, and friend, Cristina Corchero presented her Ph. D. dissertation on optimal bids in electricity markets. Dr. Corchero developed stochastic programming optimization models to find the optimal bid curve that integrates bilateral and future contractes in the sequence of short-term MIBEL's electricity markets.

The members of the examination panel were prof. Stein-Erik Fleten , from the Norwegian University of Science and Technology, prof. Andres Ramos from the Universidad Pontificia de Comillas and prof. Jordi Castro, from the  Universitat Politècnica de Catalunya. After a very interesting discussion they agreed to give the maximum qualification, Cum Laude, to the research work of Ms. Corchero. I would like to thank the members of the examination committe for their  interesting comments and analysis of the thesis contributions. I'm also very grateful with prof. Pilar Muñoz and  prof. Marcos J. Rider for their collaboration in the supervision of the thesis.

And, of course, my most sinceres congratulations to Dr. Cristina Corchero.

Anounce of Cristina Corchero's PhD Thesis defense

 It is my pleasure to announce that next wednesday February 2, Cristina Corchero, member of the GNOM research group , will defense the PhD. Thesis dissertation
which I proudly supervised. All of you are welcome to the dissertation defense that will take place on February 2 at 11.00 am in the Sala d'Actes of the Facultat de Matemàtiques i Estadística, UPC, Barcelona.
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