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.

Relatório de estágio na Empresa Biodroid Entertainment

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia de Redes de Comunicação e Multimédia

i-GAME: an implicit GTS allocation mechanism in IEEE 802.15.4 for time-sensitive wireless sensor networks

The IEEE 802.15.4 Medium Access Control (MAC) protocol is an enabling technology for time sensitive wireless sensor networks thanks to its Guaranteed-Time Slot (GTS) mechanism in the beacon-enabled mode. However, the protocol only 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 GTSs may be only partially used, 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 a GTS by multiple nodes, while all their (delay, bandwidth) requirements are still 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 proposal improves the bandwidth utilization compared to the explicit allocation used in the IEEE 802.15.4 protocol 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.

Implementation of the i-GAME mechanism in IEEE 802.15.4 WPANs

This technical report describes the implementation details of the Implicit GTS Allocation Mechanism (i-GAME), for the IEEE 802.15.4 protocol. The i-GAME was implemented in nesC/TinyOS for the CrossBow MICAz mote, over our own implementation of the IEEE 802.15.4 protocol stack. This document provides the implementation details, including a description of the i-GAME software interfaces.

Investment focused strategies in electricity markets using the ITEM-game simulator

This paper presents a methodology to establish investment and trading strategies of a power generation company. These strategies are integrated in the ITEM-Game simulator in order to test their results when played against defined strategies used by other players. The developed strategies are focused on investment decisions, although trading strategies are also implemented to obtain base case results. Two cases are studied considering three players with the same trading strategy. In case 1, all players also have the same investment strategy driven by a market target share. In case 2, player 1 has an improved investment strategy with a target share twice of the target of players 2 and 3. Results put in evidence the influence of the CO2 and fuel prices in the company investment decision. It is also observed the influence of the budget constraint which might prevent the player to take the desired investment decision.

A debugging engine for parallel and distributed programs

Dissertação apresentada para a obtenção do Grau de Doutor em Informática pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia.

On lattices from combinatorial game theory modularity and a representation theorem: finite case

We show that a self-generated set of combinatorial games, S. may not be hereditarily closed but, strong self-generation and hereditary closure are equivalent in the universe of short games. In [13], the question "Is there a set which will give a non-distributive but modular lattice?" appears. A useful necessary condition for the existence of a finite non-distributive modular L(S) is proved. We show the existence of S such that L(S) is modular and not distributive, exhibiting the first known example. More, we prove a Representation Theorem with Games that allows the generation of all finite lattices in game context. Finally, a computational tool for drawing lattices of games is presented. (C) 2014 Elsevier B.V. All rights reserved.

An engine for generating XSLT from examples

XSLT is a powerful and widely used language for transforming XML documents. However its power and complexity can be overwhelming for novice or infrequent users, many of which simply give up on using this language. On the other hand, many XSLT programs of practical use are simple enough to be automatically inferred from examples of source and target documents. An inferred XSLT program is seldom adequate for production usage but can be used as a skeleton of the final program, or at least as scaffolding in the process of coding it. It should be noted that the authors do not claim that XSLT programs, in general, can be inferred from examples. The aim of Vishnu - the XSLT generator engine described in this paper – is to produce XSLT programs for processing documents similar to the given examples and with enough readability to be easily understood by a programmer not familiar with the language. The architecture of Vishnu is composed by a graphical editor and a programming engine. In this paper we focus on the editor as a GWT web application where the programmer loads and edits document examples and pairs their content using graphical primitives. The programming engine receives the data collected by the editor and produces an XSLT program.

tlCell: a software transactional memory for the cell broadband engine architecture

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do Grau de Mestre em Engenharia Informática

Multi-strand narrative structures: a filmic game of multiple players

Session 7: Playing with Roles, images and improvising New States of Awareness, 3rd Global Conference, 1st November – 3rd November, 2014, Prague, Czech Republic.

Utilização do Kinect no apoio ao ensino/ aprendizagem dos fundamentos da Matemática

A interação humano-computador passou a desempenhar um papel fundamental no mundo atual. Esta forma de comunicar continua a evoluir, introduzindo novas formas de interação, como por exemplo, a interação natural. Este estilo de interação começou por estar presente na área de jogos. No entanto, atualmente está a ser explorada noutras áreas. Esta dissertação tem como propósito investigar a utilidade das interfaces naturais encontradas em consolas de jogos e conjugar com a área educativa, nomeadamente, o ensino e a aprendizagem dos fundamentos de Matemática. O desenvolvimento deste projeto baseou-se no estudo dos conteúdos programáticos de Matemática referentes ao 1º ciclo do ensino básico, de várias aplicações já existentes que estão relacionadas com o tema abordado e de alguns dispositivos de interação natural. De forma a avaliar a ideia proposta, foi desenvolvido um protótipo, designado Matemática Interativa, no sentido de permitir ao utilizador enriquecer a aprendizagem e também o interesse pela disciplina. São descritas, de uma forma mais aprofundada, as funcionalidades do dispositivo escolhido, o Kinect, de modo a tirar proveito das suas potencialidades e desenvolver um motor de reconhecimento de gestos e respetiva avaliação. Por fim, é feita uma discussão dos resultados de uma avaliação de usabilidade com o objetivo de validar a aplicação Matemática Interativa. Os resultados desta avaliação sugerem que a aplicação foi bem-sucedida e revelam ainda capacidades de melhoria.

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.

Coalition of distributed generation units to Virtual Power Players - a game theory approach

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.