53 resultados para uncertainty aversion
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A stochastic programming approach is proposed in this paper for the development of offering strategies for a wind power producer. The optimization model is characterized by making the analysis of several scenarios and treating simultaneously two kinds of uncertainty: wind power and electricity market prices. The approach developed allows evaluating alternative production and offers strategies to submit to the electricity market with the ultimate goal of maximizing profits. An innovative comparative study is provided, where the imbalances are treated differently. Also, an application to two new realistic case studies is presented. Finally, conclusions are duly drawn.
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Mestrado em Auditoria
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Dissertação apresentada à Escola Superior de Comunicação Social como parte dos requisitos para obtenção de grau de mestre em Audiovisual e Multimédia.
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Trabalho Final de Mestrado para a obtenção do grau de Mestre em Engenharia Mecânica
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This paper is on the self-scheduling problem for a thermal power producer taking part in a pool-based electricity market as a price-taker, having bilateral contracts and emission-constrained. An approach based on stochastic mixed-integer linear programming approach is proposed for solving the self-scheduling problem. Uncertainty regarding electricity price is considered through a set of scenarios computed by simulation and scenario-reduction. Thermal units are modelled by variable costs, start-up costs and technical operating constraints, such as: forbidden operating zones, ramp up/down limits and minimum up/down time limits. A requirement on emission allowances to mitigate carbon footprint is modelled by a stochastic constraint. Supply functions for different emission allowance levels are accessed in order to establish the optimal bidding strategy. A case study is presented to illustrate the usefulness and the proficiency of the proposed approach in supporting biding strategies. (C) 2014 Elsevier Ltd. All rights reserved.
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Dissertação para obtenção do grau de Mestre em Engenharia Eletrotécnica
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Safety is one of the major concerns of process safety engineers in most industrial facilities all over the world. To this scope, some events play an important role once the effect of their consequences can be assumed as totally undesirable. One of these events refers to the occurrence of a fire. Such event can result in catastrophic consequences for life, equipment, and continuity of activities or even leading to environmental damage. A fire protection equipment with low reliability means that this equipment are often unavailable and thus the risk of a fire increases. Maintenance of fire protection equipment is very important because this kind of systems is mostly in a dormant mode, which gives uncertainty about their operability when demanded in a real situation of fire. This article outlines the importance of tests, inspection, and maintenance operations in the context of a fire sprinkler system and proposes a methodology based on international standards and supported by test/inspection reports to correct the frequency of these actions according to the level of degradation of the components and regarding safety purposes. © 2015 American Institute of Chemical Engineers.
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The paper reports viscosity measurements of compressed liquid dipropyl (DPA) and dibutyl (DBA) adipates obtained with two vibrating wire sensors developed in our group. The vibrating wire instruments were operated in the forced oscillation, or steady-state mode. The viscosity measurements of DPA were carried out in a range of pressures up to 18. MPa and temperatures from (303 to 333). K, and DBA up to 65. MPa and temperature from (303 to 373). K, covering a total range of viscosities from (1.3 to 8.3). mPa. s. The required density data of the liquid samples were obtained in our laboratory using an Anton Paar vibrating tube densimeter and were reported in a previous paper. The viscosity results were correlated with density, using a modified hard-spheres scheme. The root mean square deviation of the data from the correlation is less than (0.21 and 0.32)% and the maximum absolute relative deviations are within (0.43 and 0.81)%, for DPA and DBA respectively. No data for the viscosity of both adipates could be found in the literature. Independent viscosity measurements were also performed, at atmospheric pressure, using an Ubbelohde capillary in order to compare with the vibrating wire results. The expanded uncertainty of these results is estimated as ±1.5% at a 95% confidence level. The two data sets agree within the uncertainty of both methods. © 2015 Published by Elsevier B.V.