Analysis of investments in electricity plants with Stochastic Bilevel programming techniques

Sonja Wogrin, Efraim Centeno, Julián Barquín

Research output: Contribution to conferenceAbstractpeer-review

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.
Original languageEnglish
Publication statusPublished - 2010
Externally publishedYes
EventINFORMS 2010 Annual Meeting. Energizing the future - Austin, United States
Duration: 7 Nov 201010 Nov 2010

Conference

ConferenceINFORMS 2010 Annual Meeting. Energizing the future
Country/TerritoryUnited States
CityAustin
Period7/11/1010/11/10

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