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Conference paper information

Analysis of investments in electricity plants with Stochastic Bilevel programming techniques

S. Wogrin, E. Centeno, J. Barquín

INFORMS Anual Meeting - INFORMS 2010, Austin (United States of America). 07-10 noviembre 2010


Summary:
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.


Publication date: November 2010.



Citation:
Wogrin, S., Centeno, E., Barquín, J., Analysis of investments in electricity plants with Stochastic Bilevel programming techniques, INFORMS Anual Meeting - INFORMS 2010, Austin (United States of America). 07-10 November 2010.


    Research topics:
  • *Long-term strategic analysis