Multi-agent Simulation of Bilateral Contracting in Competitive Electricity Markets

Traditional vertically integrated power utilities around the world have evolved from monopoly structures to open markets that promote competition among suppliers and provide consumers with a choice of services. Market forces drive the price of electricity and reduce the net cost through increased competition. Electricity can be traded in both organized markets or using forward bilateral contracts. This article focuses on bilateral contracts and describes some important features of an agent-based system for bilateral trading in competitive markets. Special attention is devoted to the negotiation process, demand response in bilateral contracting, and risk management. The article also presents a case study on forward bilateral contracting: a retailer agent and a customer agent negotiate a 24h-rate tariff.

Distributed Intelligent Management of Microgrids using a Multi-Agent Simulation Platform

Multi-agent approaches have been widely used to model complex systems of distributed nature with a large amount of interactions between the involved entities. Power systems are a reference case, mainly due to the increasing use of distributed energy sources, largely based on renewable sources, which have potentiated huge changes in the power systems’ sector. Dealing with such a large scale integration of intermittent generation sources led to the emergence of several new players, as well as the development of new paradigms, such as the microgrid concept, and the evolution of demand response programs, which potentiate the active participation of consumers. This paper presents a multi-agent based simulation platform which models a microgrid environment, considering several different types of simulated players. These players interact with real physical installations, creating a realistic simulation environment with results that can be observed directly in the reality. A case study is presented considering players’ responses to a demand response event, resulting in an intelligent increase of consumption in order to face the wind generation surplus.

Enhancing Agent Mediated Electronic Markets with Ontology Matching Services and Social Network Support

Os Mercados Eletrónicos atingiram uma complexidade e nível de sofisticação tão elevados, que tornaram inadequados os modelos de software convencionais. Estes mercados são caracterizados por serem abertos, dinâmicos e competitivos, e constituídos por várias entidades independentes e heterogéneas. Tais entidades desempenham os seus papéis de forma autónoma, seguindo os seus objetivos, reagindo às ocorrências do ambiente em que se inserem e interagindo umas com as outras. Esta realidade levou a que existisse por parte da comunidade científica um especial interesse no estudo da negociação automática executada por agentes de software [Zhang et al., 2011]. No entanto, a diversidade dos atores envolvidos pode levar à existência de diferentes conceptualizações das suas necessidades e capacidades dando origem a incompatibilidades semânticas, que podem prejudicar a negociação e impedir a ocorrência de transações que satisfaçam as partes envolvidas. Os novos mercados devem, assim, possuir mecanismos que lhes permitam exibir novas capacidades, nomeadamente a capacidade de auxiliar na comunicação entre os diferentes agentes. Pelo que, é defendido neste trabalho que os mercados devem oferecer serviços de ontologias que permitam facilitar a interoperabilidade entre os agentes. No entanto, os humanos tendem a ser relutantes em aceitar a conceptualização de outros, a não ser que sejam convencidos de que poderão conseguir um bom negócio. Neste contexto, a aplicação e exploração de relações capturadas em redes sociais pode resultar no estabelecimento de relações de confiança entre vendedores e consumidores, e ao mesmo tempo, conduzir a um aumento da eficiência da negociação e consequentemente na satisfação das partes envolvidas. O sistema AEMOS é uma plataforma de comércio eletrónico baseada em agentes que inclui serviços de ontologias, mais especificamente, serviços de alinhamento de ontologias, incluindo a recomendação de possíveis alinhamentos entre as ontologias dos parceiros de negociação. Este sistema inclui também uma componente baseada numa rede social, que é construída aplicando técnicas de análise de redes socias sobre informação recolhida pelo mercado, e que permite melhorar a recomendação de alinhamentos e auxiliar os agentes na sua escolha. Neste trabalho são apresentados o desenvolvimento e implementação do sistema AEMOS, mais concretamente: • É proposto um novo modelo para comércio eletrónico baseado em agentes que disponibiliza serviços de ontologias; • Adicionalmente propõem-se o uso de redes sociais emergentes para captar e explorar informação sobre relações entre os diferentes parceiros de negócio; • É definida e implementada uma componente de serviços de ontologias que é capaz de: • o Sugerir alinhamentos entre ontologias para pares de agentes; • o Traduzir mensagens escritas de acordo com uma ontologia em mensagens escritas de acordo com outra, utilizando alinhamentos previamente aprovados; • o Melhorar os seus próprios serviços recorrendo às funcionalidades disponibilizadas pela componente de redes sociais; • É definida e implementada uma componente de redes sociais que: • o É capaz de construir e gerir um grafo de relações de proximidade entre agentes, e de relações de adequação de alinhamentos a agentes, tendo em conta os perfis, comportamento e interação dos agentes, bem como a cobertura e utilização dos alinhamentos; • o Explora e adapta técnicas e algoritmos de análise de redes sociais às várias fases dos processos do mercado eletrónico. A implementação e experimentação do modelo proposto demonstra como a colaboração entre os diferentes agentes pode ser vantajosa na melhoria do desempenho do sistema e como a inclusão e combinação de serviços de ontologias e redes sociais se reflete na eficiência da negociação de transações e na dinâmica do mercado como um todo.

Ontologies for the interoperability of multiagent electricity markets simulation platforms

Electricity markets worldwide are complex and dynamic environments with very particular characteristics. These are the result of electricity markets’ restructuring and evolution into regional and continental scales, along with the constant changes brought by the increasing necessity for an adequate integration of renewable energy sources. The rising complexity and unpredictability in electricity markets has increased the need for the intervenient entities in foreseeing market behaviour. Market players and regulators are very interested in predicting the market’s behaviour. Market players need to understand the market behaviour and operation in order to maximize their profits, while market regulators need to test new rules and detect market inefficiencies before they are implemented. The growth of usage of simulation tools was driven by the need for understanding those mechanisms and how the involved players' interactions affect the markets' outcomes. Multi-agent based software is particularly well fitted to analyse dynamic and adaptive systems with complex interactions among its constituents, such as electricity markets. Several modelling tools directed to the study of restructured wholesale electricity markets have emerged. Still, they have a common limitation: the lack of interoperability between the various systems to allow the exchange of information and knowledge, to test different market models and to allow market players from different systems to interact in common market environments. This dissertation proposes the development and implementation of ontologies for semantic interoperability between multi-agent simulation platforms in the scope of electricity markets. The added value provided to these platforms is given by enabling them sharing their knowledge and market models with other agent societies, which provides the means for an actual improvement in current electricity markets studies and development. The proposed ontologies are implemented in MASCEM (Multi-Agent Simulator of Competitive Electricity Markets) and tested through the interaction between MASCEM agents and agents from other multi-agent based simulators. The implementation of the proposed ontologies has also required a complete restructuring of MASCEM’s architecture and multi-agent model, which is also presented in this dissertation. The results achieved in the case studies allow identifying the advantages of the novel architecture of MASCEM, and most importantly, the added value of using the proposed ontologies. They facilitate the integration of independent multi-agent simulators, by providing a way for communications to be understood by heterogeneous agents from the various systems.

Lightweight robust behavior industrial agent methodology

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

A new MDA-SOA based framework for intercloud interoperability

Cloud computing has been one of the most important topics in Information Technology which aims to assure scalable and reliable on-demand services over the Internet. The expansion of the application scope of cloud services would require cooperation between clouds from different providers that have heterogeneous functionalities. This collaboration between different cloud vendors can provide better Quality of Services (QoS) at the lower price. However, current cloud systems have been developed without concerns of seamless cloud interconnection, and actually they do not support intercloud interoperability to enable collaboration between cloud service providers. Hence, the PhD work is motivated to address interoperability issue between cloud providers as a challenging research objective. This thesis proposes a new framework which supports inter-cloud interoperability in a heterogeneous computing resource cloud environment with the goal of dispatching the workload to the most effective clouds available at runtime. Analysing different methodologies that have been applied to resolve various problem scenarios related to interoperability lead us to exploit Model Driven Architecture (MDA) and Service Oriented Architecture (SOA) methods as appropriate approaches for our inter-cloud framework. Moreover, since distributing the operations in a cloud-based environment is a nondeterministic polynomial time (NP-complete) problem, a Genetic Algorithm (GA) based job scheduler proposed as a part of interoperability framework, offering workload migration with the best performance at the least cost. A new Agent Based Simulation (ABS) approach is proposed to model the inter-cloud environment with three types of agents: Cloud Subscriber agent, Cloud Provider agent, and Job agent. The ABS model is proposed to evaluate the proposed framework.

A systematic methodology to analyse the performance and design configurations of business interoperability in cooperative industrial networks

This thesis proposes a methodology for modelling business interoperability in a context of cooperative industrial networks. The purpose is to develop a methodology that enables the design of cooperative industrial network platforms that are able to deliver business interoperability and the analysis of its impact on the performance of these platforms. To achieve the proposed objective, two modelling tools have been employed: the Axiomatic Design Theory for the design of interoperable platforms; and Agent-Based Simulation for the analysis of the impact of business interoperability. The sequence of the application of the two modelling tools depends on the scenario under analysis, i.e. whether the cooperative industrial network platform exists or not. If the cooperative industrial network platform does not exist, the methodology suggests first the application of the Axiomatic Design Theory to design different configurations of interoperable cooperative industrial network platforms, and then the use of Agent-Based Simulation to analyse or predict the business interoperability and operational performance of the designed configurations. Otherwise, one should start by analysing the performance of the existing platform and based on the achieved results, decide whether it is necessary to redesign it or not. If the redesign is needed, simulation is once again used to predict the performance of the redesigned platform. To explain how those two modelling tools can be applied in practice, a theoretical modelling framework, a theoretical Axiomatic Design model and a theoretical Agent-Based Simulation model are proposed. To demonstrate the applicability of the proposed methodology and/or to validate the proposed theoretical models, a case study regarding a Portuguese Reverse Logistics cooperative network (Valorpneu network) and a case study regarding a Portuguese construction project (Dam Baixo Sabor network) are presented. The findings of the application of the proposed methodology to these two case studies suggest that indeed the Axiomatic Design Theory can effectively contribute in the design of interoperable cooperative industrial network platforms and that Agent-Based Simulation provides an effective set of tools for analysing the impact of business interoperability on the performance of those platforms. However, these conclusions cannot be generalised as only two case studies have been carried out. In terms of relevance to theory, this is the first time that the network effect is addressed in the analysis of the impact of business interoperability on the performance of networked companies and also the first time that a holistic approach is proposed to design interoperable cooperative industrial network platforms. Regarding the practical implications, the proposed methodology is intended to provide industrial managers a management tool that can guide them easily, and in practical and systematic way, in the design of configurations of interoperable cooperative industrial network platforms and/or in the analysis of the impact of business interoperability on the performance of their companies and the networks where their companies operate.

Cell-based computational modeling of vascular morphogenesis using Tissue Simulation Toolkit.

Computational modeling has become a widely used tool for unraveling the mechanisms of higher level cooperative cell behavior during vascular morphogenesis. However, experimenting with published simulation models or adding new assumptions to those models can be daunting for novice and even for experienced computational scientists. Here, we present a step-by-step, practical tutorial for building cell-based simulations of vascular morphogenesis using the Tissue Simulation Toolkit (TST). The TST is a freely available, open-source C++ library for developing simulations with the two-dimensional cellular Potts model, a stochastic, agent-based framework to simulate collective cell behavior. We will show the basic use of the TST to simulate and experiment with published simulations of vascular network formation. Then, we will present step-by-step instructions and explanations for building a recent simulation model of tumor angiogenesis. Demonstrated mechanisms include cell-cell adhesion, chemotaxis, cell elongation, haptotaxis, and haptokinesis.

Organisational adaptation of multi-agent systems in a peer-to-peer scenario

Organisations in Multi-Agent Systems (MAS) have proven to be successful in regulating agent societies. Nevertheless, changes in agents' behaviour or in the dynamics of the environment may lead to a poor fulfilment of the system's purposes, and so the entire organisation needs to be adapted. In this paper we focus on endowing the organisation with adaptation capabilities, instead of expecting agents to be capable of adapting the organisation by themselves. We regard this organisational adaptation as an assisting service provided by what we call the Assistance Layer. Our generic Two Level Assisted MAS Architecture (2-LAMA) incorporates such a layer. We empirically evaluate this approach by means of an agent-based simulator we have developed for the P2P sharing network domain. This simulator implements 2-LAMA architecture and supports the comparison between different adaptation methods, as well as, with the standard BitTorrent protocol. In particular, we present two alternatives to perform norm adaptation and one method to adapt agents'relationships. The results show improved performance and demonstrate that the cost of introducing an additional layer in charge of the system's adaptation is lower than its benefits.

Data Collection Agent Framework

Ohjelmistoteollisuudessa pitkiä ja vaikeita kehityssyklejä voidaan helpottaa käyttämällä hyväksi ohjelmistokehyksiä (frameworks). Ohjelmistokehykset edustavat kokoelmaa luokkia, jotka tarjoavat yleisiä ratkaisuja tietyn ongelmakentän tarpeisiin vapauttaen ohjelmistokehittäjät keskittymään sovelluskohtaisiin vaatimuksiin. Hyvin suunniteltujen ohjelmistokehyksien käyttö lisää suunnitteluratkaisujen sekä lähdekoodin uudelleenkäytettävyyttä enemmän kuin mikään muu suunnittelulähestymistapa. Tietyn kohdealueen tietämys voidaan tallentaa ohjelmistokehyksiin, joista puolestaan voidaan erikoistaa viimeisteltyjä ohjelmistotuotteita. Tässä diplomityössä kuvataan ohjelmistoagentteihin (software agents) perustuvaa ohjelmistokehyksen suunnittelua toteutusta. Pääpaino työssä on vaatimusmäärittelyä vastaavan suunnitelman sekä toteutuksen kuvaaminen ohjelmistokehykselle, josta voidaan erikoistaa erilaiseen tiedonkeruuseen kykeneviä ohjelmistoja Internet ympäristöön. Työn kokeellisessa osuudessa esitellään myös esimerkkisovellus, joka perustuu työssä kehitettyyn ohjelmistokehykseen.

Improving Transportation and Warehousing Efficiency with Simulation-Based Decision Support Systems

Transportation and warehousing are large and growing sectors in the society, and their efficiency is of high importance. Transportation also has a large share of global carbondioxide emissions, which are one the leading causes of anthropogenic climate warming. Various countries have agreed to decrease their carbon emissions according to the Kyoto protocol. Transportation is the only sector where emissions have steadily increased since the 1990s, which highlights the importance of transportation efficiency. The efficiency of transportation and warehousing can be improved with the help of simulations, but models alone are not sufficient. This research concentrates on the use of simulations in decision support systems. Three main simulation approaches are used in logistics: discrete-event simulation, systems dynamics, and agent-based modeling. However, individual simulation approaches have weaknesses of their own. Hybridization (combining two or more approaches) can improve the quality of the models, as it allows using a different method to overcome the weakness of one method. It is important to choose the correct approach (or a combination of approaches) when modeling transportation and warehousing issues. If an inappropriate method is chosen (this can occur if the modeler is proficient in only one approach or the model specification is not conducted thoroughly), the simulation model will have an inaccurate structure, which in turn will lead to misleading results. This issue can further escalate, as the decision-maker may assume that the presented simulation model gives the most useful results available, even though the whole model can be based on a poorly chosen structure. In this research it is argued that simulation- based decision support systems need to take various issues into account to make a functioning decision support system. The actual simulation model can be constructed using any (or multiple) approach, it can be combined with different optimization modules, and there needs to be a proper interface between the model and the user. These issues are presented in a framework, which simulation modelers can use when creating decision support systems. In order for decision-makers to fully benefit from the simulations, the user interface needs to clearly separate the model and the user, but at the same time, the user needs to be able to run the appropriate runs in order to analyze the problems correctly. This study recommends that simulation modelers should start to transfer their tacit knowledge to explicit knowledge. This would greatly benefit the whole simulation community and improve the quality of simulation-based decision support systems as well. More studies should also be conducted by using hybrid models and integrating simulations with Graphical Information Systems.

Scheduling of guarded command based models

Formal methods provide a means of reasoning about computer programs in order to prove correctness criteria. One subtype of formal methods is based on the weakest precondition predicate transformer semantics and uses guarded commands as the basic modelling construct. Examples of such formalisms are Action Systems and Event-B. Guarded commands can intuitively be understood as actions that may be triggered when an associated guard condition holds. Guarded commands whose guards hold are nondeterministically chosen for execution, but no further control flow is present by default. Such a modelling approach is convenient for proving correctness, and the Refinement Calculus allows for a stepwise development method. It also has a parallel interpretation facilitating development of concurrent software, and it is suitable for describing event-driven scenarios. However, for many application areas, the execution paradigm traditionally used comprises more explicit control flow, which constitutes an obstacle for using the above mentioned formal methods. In this thesis, we study how guarded command based modelling approaches can be conveniently and efficiently scheduled in different scenarios. We first focus on the modelling of trust for transactions in a social networking setting. Due to the event-based nature of the scenario, the use of guarded commands turns out to be relatively straightforward. We continue by studying modelling of concurrent software, with particular focus on compute-intensive scenarios. We go from theoretical considerations to the feasibility of implementation by evaluating the performance and scalability of executing a case study model in parallel using automatic scheduling performed by a dedicated scheduler. Finally, we propose a more explicit and non-centralised approach in which the flow of each task is controlled by a schedule of its own. The schedules are expressed in a dedicated scheduling language, and patterns assist the developer in proving correctness of the scheduled model with respect to the original one.

De lo micro a lo macro prudencial: Un análisis de la supervisión bancaria desde la econometría espacial

La crisis que se desató en el mercado hipotecario en Estados Unidos en 2008 y que logró propagarse a lo largo de todo sistema financiero, dejó en evidencia el nivel de interconexión que actualmente existe entre las entidades del sector y sus relaciones con el sector productivo, dejando en evidencia la necesidad de identificar y caracterizar el riesgo sistémico inherente al sistema, para que de esta forma las entidades reguladoras busquen una estabilidad tanto individual, como del sistema en general. El presente documento muestra, a través de un modelo que combina el poder informativo de las redes y su adecuación a un modelo espacial auto regresivo (tipo panel), la importancia de incorporar al enfoque micro-prudencial (propuesto en Basilea II), una variable que capture el efecto de estar conectado con otras entidades, realizando así un análisis macro-prudencial (propuesto en Basilea III).

Ciencias de la complejidad: estado actual

Los aportes teóricos y aplicados de la complejidad en economía han tomado tantas direcciones y han sido tan frenéticos en las últimas décadas, que no existe un trabajo reciente, hasta donde conocemos, que los compile y los analice de forma integrada. El objetivo de este proyecto, por tanto, es desarrollar un estado situacional de las diferentes aplicaciones conceptuales, teóricas, metodológicas y tecnológicas de las ciencias de la complejidad en la economía. Asimismo, se pretende analizar las tendencias recientes en el estudio de la complejidad de los sistemas económicos y los horizontes que las ciencias de la complejidad ofrecen de cara al abordaje de los fenómenos económicos del mundo globalizado contemporáneo.

Data based constructive identification - overcoming the curse of dimensionality

The modelling of a nonlinear stochastic dynamical processes from data involves solving the problems of data gathering, preprocessing, model architecture selection, learning or adaptation, parametric evaluation and model validation. For a given model architecture such as associative memory networks, a common problem in non-linear modelling is the problem of "the curse of dimensionality". A series of complementary data based constructive identification schemes, mainly based on but not limited to an operating point dependent fuzzy models, are introduced in this paper with the aim to overcome the curse of dimensionality. These include (i) a mixture of experts algorithm based on a forward constrained regression algorithm; (ii) an inherent parsimonious delaunay input space partition based piecewise local lineal modelling concept; (iii) a neurofuzzy model constructive approach based on forward orthogonal least squares and optimal experimental design and finally (iv) the neurofuzzy model construction algorithm based on basis functions that are Bézier Bernstein polynomial functions and the additive decomposition. Illustrative examples demonstrate their applicability, showing that the final major hurdle in data based modelling has almost been removed.