980 resultados para Real Options Theory
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Electricity markets are complex environments, involving a large number of different entities, with specific characteristics and objectives, making their decisions and interacting in a dynamic scene. Game-theory has been widely used to support decisions in competitive environments; therefore its application in electricity markets can prove to be a high potential tool. This paper proposes a new scenario analysis algorithm, which includes the application of game-theory, to evaluate and preview different scenarios and provide players with the ability to strategically react in order to exhibit the behavior that better fits their objectives. This model includes forecasts of competitor players’ actions, to build models of their behavior, in order to define the most probable expected scenarios. Once the scenarios are defined, game theory is applied to support the choice of the action to be performed. Our use of game theory is intended for supporting one specific agent and not for achieving the equilibrium in the market. MASCEM (Multi-Agent System for Competitive Electricity Markets) is a multi-agent electricity market simulator that models market players and simulates their operation in the market. The scenario analysis algorithm has been tested within MASCEM and our experimental findings with a case study based on real data from the Iberian Electricity Market are presented and discussed.
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Dissertação elaborada para a obtenção do grau de Mestre em Engenharia Civil na Área de Especialização de Estruturas
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PROFIBUS is an international standard (IEC 61158) for factory-floor communications, with some hundreds of thousands of world-wide installations. However, it does not include any wireless capabilities. In this paper we propose a hybrid wired/wireless PROFIBUS solution where most of the design options are made in order to guarantee the proper real-time behaviour of the overall network. We address the timing unpredictability problems placed by the co-existence of heterogeneous transmission media in the same network. Moreover, we propose a novel solution to provide inter-cell mobility to PROFIBUS wireless nodes.
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Dynamic parallel scheduling using work-stealing has gained popularity in academia and industry for its good performance, ease of implementation and theoretical bounds on space and time. Cores treat their own double-ended queues (deques) as a stack, pushing and popping threads from the bottom, but treat the deque of another randomly selected busy core as a queue, stealing threads only from the top, whenever they are idle. However, this standard approach cannot be directly applied to real-time systems, where the importance of parallelising tasks is increasing due to the limitations of multiprocessor scheduling theory regarding parallelism. Using one deque per core is obviously a source of priority inversion since high priority tasks may eventually be enqueued after lower priority tasks, possibly leading to deadline misses as in this case the lower priority tasks are the candidates when a stealing operation occurs. Our proposal is to replace the single non-priority deque of work-stealing with ordered per-processor priority deques of ready threads. The scheduling algorithm starts with a single deque per-core, but unlike traditional work-stealing, the total number of deques in the system may now exceed the number of processors. Instead of stealing randomly, cores steal from the highest priority deque.
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Power law distributions, also known as heavy tail distributions, model distinct real life phenomena in the areas of biology, demography, computer science, economics, information theory, language, and astronomy, amongst others. In this paper, it is presented a review of the literature having in mind applications and possible explanations for the use of power laws in real phenomena. We also unravel some controversies around power laws.
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We consider the problem of scheduling a multi-mode real-time system upon identical multiprocessor platforms. Since it is a multi-mode system, the system can change from one mode to another such that the current task set is replaced with a new task set. Ensuring that deadlines are met requires not only that a schedulability test is performed on tasks in each mode but also that (i) a protocol for transitioning from one mode to another is specified and (ii) a schedulability test for each transition is performed. We propose two protocols which ensure that all the expected requirements are met during every transition between every pair of operating modes of the system. Moreover, we prove the correctness of our proposed algorithms by extending the theory about the makespan determination problem.
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Timeliness guarantee is an important feature of the recently standardized IEEE 802.15.4 protocol, turning it quite appealing for Wireless Sensor Network (WSN) applications under timing constraints. When operating in beacon-enabled mode, this protocol allows nodes with real-time requirements to allocate Guaranteed Time Slots (GTS) in the contention-free period. The protocol natively supports explicit GTS allocation, i.e. a node allocates a number of time slots in each superframe for exclusive use. The limitation of this explicit GTS allocation is that GTS resources may quickly disappear, since a maximum of seven GTSs can be allocated in each superframe, preventing other nodes to benefit from guaranteed service. Moreover, the GTS may be underutilized, resulting in wasted bandwidth. To overcome these limitations, this paper proposes i-GAME, an implicit GTS Allocation Mechanism in beacon-enabled IEEE 802.15.4 networks. The allocation is based on implicit GTS allocation requests, taking into account the traffic specifications and the delay requirements of the flows. The i-GAME approach enables the use of one GTS by multiple nodes, still guaranteeing that all their (delay, bandwidth) requirements are satisfied. For that purpose, we propose an admission control algorithm that enables to decide whether to accept a new GTS allocation request or not, based not only on the remaining time slots, but also on the traffic specifications of the flows, their delay requirements and the available bandwidth resources. We show that our approach improves the bandwidth utilization as compared to the native explicit allocation mechanism defined in the IEEE 802.15.4 standard. We also present some practical considerations for the implementation of i-GAME, ensuring backward compatibility with the IEEE 801.5.4 standard with only minor add-ons. Finally, an experimental evaluation on a real system that validates our theoretical analysis and demonstrates the implementation of i-GAME is also presented
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PROFIBUS is an international standard (IEC 61158, EN 50170) for factory-floor communications, with several thousands of installations worldwide. Taking into account the increasing need for mobile devices in industrial environments, one obvious solution is to extend traditional wired PROFIBUS networks with wireless capabilities. In this paper, we outline the major aspects of a hybrid wired/wireless PROFIBUS-based architecture, where most of the design options were made in order to guarantee the real-time behaviour of the overall network. We also introduce the timing unpredictability problems resulting from the co-existence of heterogeneous physical media in the same network. However, the major focus of this paper is on how to guarantee real-time communications in such a hybrid network, where nodes (and whole segments) can move between different radio cells (inter-cell mobility). Assuming a simple mobility management mechanism based on mobile nodes performing periodic radio channel assessment and switching, we propose a methodology to compute values for specific parameters that enable an optimal (minimum) and bounded duration of the handoff procedure.
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Dynamical systems theory is used as a theoretical language and tool to design a distributed control architecture for teams of mobile robots, that must transport a large object and simultaneously avoid collisions with (either static or dynamic) obstacles. Here we demonstrate in simulations and implementations in real robots that it is possible to simplify the architectures presented in previous work and to extend the approach to teams of n robots. The robots have no prior knowledge of the environment. The motion of each robot is controlled by a time series of asymptotical stable states. The attractor dynamics permits the integration of information from various sources in a graded manner. As a result, the robots show a strikingly smooth an stable team behaviour.
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To increase the amount of logic available to the users in SRAM-based FPGAs, manufacturers are using nanometric technologies to boost logic density and reduce costs, making its use more attractive. However, these technological improvements also make FPGAs particularly vulnerable to configuration memory bit-flips caused by power fluctuations, strong electromagnetic fields and radiation. This issue is particularly sensitive because of the increasing amount of configuration memory cells needed to define their functionality. A short survey of the most recent publications is presented to support the options assumed during the definition of a framework for implementing circuits immune to bit-flips induction mechanisms in memory cells, based on a customized redundant infrastructure and on a detection-and-fix controller.
Resumo:
Electricity markets are complex environments, involving a large number of different entities, with specific characteristics and objectives, making their decisions and interacting in a dynamic scene. Game-theory has been widely used to support decisions in competitive environments; therefore its application in electricity markets can prove to be a high potential tool. This paper proposes a new scenario analysis algorithm, which includes the application of game-theory, to evaluate and preview different scenarios and provide players with the ability to strategically react in order to exhibit the behavior that better fits their objectives. This model includes forecasts of competitor players’ actions, to build models of their behavior, in order to define the most probable expected scenarios. Once the scenarios are defined, game theory is applied to support the choice of the action to be performed. Our use of game theory is intended for supporting one specific agent and not for achieving the equilibrium in the market. MASCEM (Multi-Agent System for Competitive Electricity Markets) is a multi-agent electricity market simulator that models market players and simulates their operation in the market. The scenario analysis algorithm has been tested within MASCEM and our experimental findings with a case study based on real data from the Iberian Electricity Market are presented and discussed.
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Many-core platforms are an emerging technology in the real-time embedded domain. These devices offer various options for power savings, cost reductions and contribute to the overall system flexibility, however, issues such as unpredictability, scalability and analysis pessimism are serious challenges to their integration into the aforementioned area. The focus of this work is on many-core platforms using a limited migrative model (LMM). LMM is an approach based on the fundamental concepts of the multi-kernel paradigm, which is a promising step towards scalable and predictable many-cores. In this work, we formulate the problem of real-time application mapping on a many-core platform using LMM, and propose a three-stage method to solve it. An extended version of the existing analysis is used to assure that derived mappings (i) guarantee the fulfilment of timing constraints posed on worst-case communication delays of individual applications, and (ii) provide an environment to perform load balancing for e.g. energy/thermal management, fault tolerance and/or performance reasons.
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Presented at 21st IEEE International Conference on Embedded and Real-Time Computing Systems and Applications (RTCSA 2015). 19 to 21, Aug, 2015, pp 122-131. Hong Kong, China.
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Smart Grids (SGs) have emerged as the new paradigm for power system operation and management, being designed to include large amounts of distributed energy resources. This new paradigm requires new Energy Resource Management (ERM) methodologies considering different operation strategies and the existence of new management players such as several types of aggregators. This paper proposes a methodology to facilitate the coalition between distributed generation units originating Virtual Power Players (VPP) considering a game theory approach. The proposed approach consists in the analysis of the classifications that were attributed by each VPP to the distributed generation units, as well as in the analysis of the previous established contracts by each player. The proposed classification model is based in fourteen parameters including technical, economical and behavioural ones. Depending of the VPP strategies, size and goals, each parameter has different importance. VPP can also manage other type of energy resources, like storage units, electric vehicles, demand response programs or even parts of the MV and LV distribution network. A case study with twelve VPPs with different characteristics and one hundred and fifty real distributed generation units is included in the paper.
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This paper presents a decision support methodology for electricity market players’ bilateral contract negotiations. The proposed model is based on the application of game theory, using artificial intelligence to enhance decision support method’s adaptive features. This model is integrated in AiD-EM (Adaptive Decision Support for Electricity Markets Negotiations), a multi-agent system that provides electricity market players with strategic behavior capabilities to improve their outcomes from energy contracts’ negotiations. Although a diversity of tools that enable the study and simulation of electricity markets has emerged during the past few years, these are mostly directed to the analysis of market models and power systems’ technical constraints, making them suitable tools to support decisions of market operators and regulators. However, the equally important support of market negotiating players’ decisions is being highly neglected. The proposed model contributes to overcome the existing gap concerning effective and realistic decision support for electricity market negotiating entities. The proposed method is validated by realistic electricity market simulations using real data from the Iberian market operator—MIBEL. Results show that the proposed adaptive decision support features enable electricity market players to improve their outcomes from bilateral contracts’ negotiations.