Strategic Bidding in Electricity Markets: An agent-based simulator with game theory for scenario analysis

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.

Models and tools for value systems analysis in collaborative environments

Dissertation to obtain the degree of Doctor in Electrical and Computer Engineering, specialization of Collaborative Networks

System Level Simulation and Radio Resource Management for Distributed Antenna Systems with Cognitive Radio and Multi-Cell Cooperation

4th International Conference on Future Generation Communication Technologies (FGCT 2015), Luton, United Kingdom.

Control and Dynamics of Fractional Order Systems

Fractional Calculus (FC) goes back to the beginning of the theory of differential calculus. Nevertheless, the application of FC just emerged in the last two decades due to the progress in the area of nonlinear dynamics. This article discusses several applications of fractional calculus in science and engineering, namely: the control of heat systems, the tuning of PID controllers based on fractional calculus concepts and the dynamics in hexapod locomotion.

Decision Support for Energy Contracts Negotiation with Game Theory and Adaptive Learning

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.

Interpretative research in information systems: two qualitative research design projects

In a scientific research project is important to define the underlying philosophical orientation of the project, because this will influence the choices made in respect of scientific methods used, as well as the way they will be applied. It is crucial, therefore, that the philosophy and research design strategy are consistent with each other. These questions become even more relevant in qualitative research. Historically, the interpretive research philosophy is more associated to the scientific areas of social sciences and humanities where the subjectivity inherent to human intervention is more explicitly defined. Information systems field are, primarily, trapped in computer science field, though it also integrates issues related with management and organizations field. This shift from a purely technological guidance for the consideration of the problems of management and organizations has fostered the rise of research projects according to the interpretive philosophy and using qualitative methods. This paper explores the importance of alignment between the epistemological orientation and research design strategy, in qualitative research projects. As a result, it is presented two PhD projects, with different research design strategies, that are being developed in the technology and information systems field, in the light of the interpretive paradigm.

Robot Manipulator Systems: Analysis and Control

Manipulator systems are rather complex and highly nonlinear which makes difficult their analysis and control. Classic system theory is veil known, however it is inadequate in the presence of strong nonlinear dynamics. Nonlinear controllers produce good results [1] and work has been done e. g. relating the manipulator nonlinear dynamics with frequency response [2–5]. Nevertheless, given the complexity of the problem, systematic methods which permit to draw conclusions about stability, imperfect modelling effects, compensation requirements, etc. are still lacking. In section 2 we start by analysing the variation of the poles and zeros of the descriptive transfer functions of a robot manipulator in order to motivate the development of more robust (and computationally efficient) control algorithms. Based on this analysis a new multirate controller which is an improvement of the well known “computed torque controller” [6] is announced in section 3. Some research in this area was done by Neuman [7,8] showing tbat better robustness is possible if the basic controller structure is modified. The present study stems from those ideas, and attempts to give a systematic treatment, which results in easy to use standard engineering tools. Finally, in section 4 conclusions are presented.

Information Systems Outsourcing Adoption

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

The role of qualitative data and systems thinking in addressing service decline in market towns

Retail services are a main contributor to municipal budget and are an activity that affects perceived quality-of-life, especially for those with mobility difficulties (e.g. the elderly, low income citizens). However, there is evidence of a decline in some of the services market towns provide to their citizens. In market towns, this decline has been reported all over the western world, from North America to Australia. The aim of this research was to understand retail decline and enlighten on some ways of addressing this decline, using a case study, Thornbury, a small town in the Southwest of England. Data collected came from two participatory approaches: photo-surveys and multicriteria mapping. The interpretation of data came from using participants as analysts, but also, using systems thinking (systems diagramming and social trap theory) for theory building. This research moves away from mainstream economic and town planning perspectives by making use of different methods and concepts used in anthropology and visual sociology (photo-surveys), decision-making and ecological economics (multicriteria mapping and social trap theory). In sum, this research has experimented with different methods, out of their context, to analyse retail decline in a small town. This research developed a conceptual model for retail decline and identified the existence of conflicting goals and interests and their implications for retail decline, as well as causes for these. Most of the potential causes have had little attention in the literature. This research also identified that some of the measures commonly used for dealing with retail decline may be contributing to the causes of retail decline itself. Additionally, this research reviewed some of the measures that can be used to deal with retail decline, implications for policy-making and reflected on the use of the data collection and analysis methods in the context of small to medium towns.

Three-phase three-level current-source converter for EVs fast battery charging systems

This paper presents a three-phase three-level fast battery charger for electric vehicles (EVs) based in a current-source converter (CSC). Compared with the traditional voltage-source converters used for fast battery chargers, the CSC can be seen as a natural buck-type converter, i.e., the output voltage can assume a wide range of values, which varies between zero and the maximum instantaneous value of the power grid phase-to-phase voltage. Moreover, using the CSC it is not necessary to use a dc-dc back-end converter in the battery side, and it is also possible to control the grid current in order to obtain a sinusoidal waveform, and in phase with the power grid voltage (unitary power factor). Along the paper is described in detail the proposed CSC for EVs fast battery charging systems: the circuit topology, the power control theory, the current control strategy and the grid synchronization algorithm. Several simulation results of the EV fast battery charger operating with a maximum power of 50 kW are presented.

Quantum field theory approach to the optical conductivity of strained and deformed graphene

The computation of the optical conductivity of strained and deformed graphene is discussed within the framework of quantum field theory in curved spaces. The analytical solutions of the Dirac equation in an arbitrary static background geometry for one dimensional periodic deformations are computed, together with the corresponding Dirac propagator. Analytical expressions are given for the optical conductivity of strained and deformed graphene associated with both intra and interbrand transitions. The special case of small deformations is discussed and the result compared to the prediction of the tight-binding model.

Pseudofermion dynamical theory for the spin dynamical correlation functions of the half-filled 1D Hubbard model

A modified version of the metallic-phase pseudofermion dynamical theory (PDT) of the 1D Hubbard model is introduced for the spin dynamical correlation functions of the half-filled 1D Hubbard model Mott– Hubbard phase. The Mott–Hubbard insulator phase PDT is applied to the study of the model longitudinal and transverse spin dynamical structure factors at finite magnetic field h, focusing in particular on the sin- gularities at excitation energies in the vicinity of the lower thresholds. The relation of our theoretical results to both condensed-matter and ultra-cold atom systems is discussed.

Evaluation of the performance of steel fibre reinforced self-compacting concrete in elevated slab systems; from the material to the structure

Degree of Doctor of Philosophy of Structural/Civil Engineering

Verificación de Sistemas Basada en Teoría de Tipos. System verification in type theory

Este proyecto se enmarca en la utlización de métodos formales (más precisamente, en la utilización de teoría de tipos) para garantizar la ausencia de errores en programas. Por un lado se plantea el diseño de nuevos algoritmos de chequeo de tipos. Para ello, se proponen nuevos algoritmos basados en la idea de normalización por evaluación que sean extensibles a otros sistemas de tipos. En el futuro próximo extenderemos resultados que hemos conseguido recientemente [16,17] para obtener: una simplificación de los trabajos realizados para sistemas sin regla eta (acá se estudiarán dos sistemas: a la Martin Löf y a la PTS), la formulación de estos chequeadores para sistemas con variables, generalizar la noción de categoría con familia utilizada para dar semántica a teoría de tipos, obtener una formulación categórica de la noción de normalización por evaluación y finalmente, aplicar estos algoritmos a sistemas con reescrituras. Para los primeros resultados esperados mencionados, nos proponemos como método adaptar las pruebas de [16,17] a los nuevos sistemas. La importancia radica en que permitirán tornar más automatizables (y por ello, más fácilmente utilizables) los asistentes de demostración basados en teoría de tipos. Por otro lado, se utilizará la teoría de tipos para certificar compiladores, intentando llevar adelante la propuesta nunca explorada de [22] de utilizar un enfoque abstracto basado en categorías funtoriales. El método consistirá en certificar el lenguaje "Peal" [29] y luego agregar sucesivamente funcionalidad hasta obtener Forsythe [23]. En este período esperamos poder agregar varias extensiones. La importancia de este proyecto radica en que sólo un compilador certificado garantiza que un programa fuente correcto se compile a un programa objeto correcto. Es por ello, crucial para todo proceso de verificación que se base en verificar código fuente. Finalmente, se abordará la formalización de sistemas con session types. Los mismos han demostrado tener fallas en sus formulaciones [30], por lo que parece conveniente su formalización. Durante la marcha de este proyecto, esperamos tener alguna formalización que dé lugar a un algoritmo de chequeo de tipos y a demostrar las propiedades usuales de los sistemas. La contribución es arrojar un poco de luz sobre estas formulaciones cuyos errores revelan que el tema no ha adquirido aún suficiente madurez o comprensión por parte de la comunidad. This project is about using type theory to garantee program correctness. It follows three different directions: 1) Finding new type-checking algorithms based on normalization by evaluation. First, we would show that recent results like [16,17] extend to other type systems like: Martin-Löf´s type theory without eta rule, PTSs, type systems with variables (in addition to systems in [16,17] which are a la de Bruijn), systems with rewrite rules. This will be done by adjusting the proofs in [16,17] so that they apply to such systems as well. We will also try to obtain a more general definition of categories with families and normalization by evaluation, formulated in categorical terms. We expect this may turn proof-assistants more automatic and useful. 2) Exploring the proposal in [22] to compiler construction for Algol-like languages using functorial categories. According to [22] such approach is suitable for verifying compiler correctness, claim which was never explored. First, the language Peal [29] will be certified in type theory and we will gradually add funtionality to it until a correct compiler for the language Forsythe [23] is obtained. 3) Formilizing systems for session types. Several proposals have shown to be faulty [30]. This means that a formalization of it may contribute to the general understanding of session types.

Convex and toric geometry to analyze complex dynamics in chemical reaction systems

Convex cone, toric variety, graph theory, electrochemical catalysis, oxidation of formic acid, feedback-loopsbifurcations, enzymatic catalysis, Peroxidase reaction, Shil'nikov chaos