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Application of possibility theory to robust Cournot equilibriums in electricity market.

F.A. Campos, J. Villar, J. Barquín

It is known that Cournot game theory has been one of the theoretical approaches more used to model electricity market behavior. Nevertheless, this approach is highly influenced by the residual demand curves of the market agents, which are usually not precisely known. This imperfect information has normally been studied with Probability Theory, but Possibility Theory might sometimes be more helpful in modeling, not only uncertainty, but also imprecision and vagueness. In this paper, two dual approaches are proposed to compute a robust Cournot equilibrium, when the residual demand uncertainty is modeled with possibility distributions. Additionally, it is shown that these two approaches can be combined into a bi-criteria programming model, which can be solved with an iterative algorithm. Some interesting results for a real-size electricity system show the robustness of the proposed methodology.


Palabras clave: Electricity market, Cournot game theory, Possibility Theory, Fuzzy programming, Chance constraints

8th International Conference on Probability Methods Applied to Power Systems - PMAPS. Iowa State University, Ames, Iowa (Estados Unidos de América). 12 septiembre 2004

Fecha de publicación: septiembre 2004.



Cita:
F.A. Campos, J. Villar, J. Barquín, Application of possibility theory to robust Cournot equilibriums in electricity market, 8th International Conference on Probability Methods Applied to Power Systems - PMAPS. Iowa State University. ISBN: 0-9761319-1-9, Ames, Estados Unidos de América, 12-16 Septiembre 2004


    Líneas de investigación:
  • *Modelado, Simulación y Optimización
  • *Planificación táctica a medio plazo

IIT-04-004A

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