AMPS: Collaborative Research: Stochastic Modeling of the Power Grid

AMPS:协作研究:电网随机建模

基本信息

  • 批准号:
    1736409
  • 负责人:
  • 金额:
    $ 11万
  • 依托单位:
  • 依托单位国家:
    美国
  • 项目类别:
    Standard Grant
  • 财政年份:
    2017
  • 资助国家:
    美国
  • 起止时间:
    2017-09-01 至 2021-08-31
  • 项目状态:
    已结题

项目摘要

This project will develop mathematical models for the interactions between the economic stake-holders in the modern power grid. While the electricity market is becoming decentralized, understanding the underlying market forces in the presence of fluctuating market conditions and regulations remains inadequate. Providing higher quality information and modeling aids to decision makers is crucial in the drive to achieve grid efficiency and enhanced stability. It is also central to avoiding unintended consequences that have plagued economic policy-making for the grid and for making effective regulations that incentivize aligning stakeholder behavior with societal goals, such as climate change adaptation and investment in new technologies.The project will construct rigorous stochastic models and related numerical algorithms for quantitative assessment and analysis of how to guide the grid in its "smart" evolution. The research will address (i) long-term grid evolution, in particular investment in renewable generation and competition between different producer sectors; (ii) behavior of electricity prices and related financial contracts in the new era of deep renewable penetration, micro-grids, and new requirements on grid stability. The project blends together applied mathematics, game theory, and control, and extends the reach of stochastics to a key application area. The project will contribute to inter-disciplinary training in mathematical sciences at the PhD level and will enhance the exchange of ideas between mathematicians, operations researchers, engineers, and statisticians.
该项目将开发现代电网中经济利益相关者之间相互作用的数学模型。虽然电力市场正在变得分散化,但在波动的市场条件和监管下对潜在的市场力量的理解仍然不够。为决策者提供更高质量的信息和建模辅助工具对于实现电网效率和增强稳定性至关重要。这也是避免困扰电网经济政策制定的意外后果以及制定有效监管以激励利益相关者行为与社会目标(如适应气候变化和投资新技术)保持一致的关键。该项目将构建严格的随机模型和相关数值算法,用于定量评估和分析如何引导电网的“智能”发展。 该研究将解决(i)长期电网演变,特别是对可再生能源发电的投资和不同生产部门之间的竞争;(ii)在深度可再生能源渗透,微电网和电网稳定性新要求的新时代,电价和相关金融合同的行为。该项目融合了应用数学,博弈论和控制,并将随机学的范围扩展到一个关键的应用领域。该项目将有助于博士一级数学科学的跨学科培训,并将加强数学家、业务研究人员、工程师和统计学家之间的思想交流。

项目成果

期刊论文数量(0)
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K. Ronnie Sircar其他文献

K. Ronnie Sircar的其他文献

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{{ truncateString('K. Ronnie Sircar', 18)}}的其他基金

Mathematics of Energy Markets & Differential Games, Financialization of Commodities Markets, and Volatility & ETF Derivatives
能源市场数学
  • 批准号:
    1211906
  • 财政年份:
    2012
  • 资助金额:
    $ 11万
  • 项目类别:
    Standard Grant
Research in Financial Mathematics
金融数学研究
  • 批准号:
    0807440
  • 财政年份:
    2008
  • 资助金额:
    $ 11万
  • 项目类别:
    Standard Grant
Asymptotic Methods in Financial Mathematics
金融数学中的渐近方法
  • 批准号:
    0306357
  • 财政年份:
    2003
  • 资助金额:
    $ 11万
  • 项目类别:
    Continuing Grant
Stochastic Optimization Problems in Finance
金融中的随机优化问题
  • 批准号:
    0111499
  • 财政年份:
    2001
  • 资助金额:
    $ 11万
  • 项目类别:
    Standard Grant
Asymptotic and Statistical Analysis of Volatility and its Implications for Derivative Pricing and Risk Management
波动率的渐近统计分析及其对衍生品定价和风险管理的影响
  • 批准号:
    0096293
  • 财政年份:
    2000
  • 资助金额:
    $ 11万
  • 项目类别:
    Standard Grant
Asymptotic and Statistical Analysis of Volitility and its Implications for Derivative Pricing and Risk Management
波动性的渐近统计分析及其对衍生品定价和风险管理的影响
  • 批准号:
    0090067
  • 财政年份:
    2000
  • 资助金额:
    $ 11万
  • 项目类别:
    Standard Grant
Asymptotic and Statistical Analysis of Volatility and its Implications for Derivative Pricing and Risk Management
波动率的渐近统计分析及其对衍生品定价和风险管理的影响
  • 批准号:
    9803169
  • 财政年份:
    1998
  • 资助金额:
    $ 11万
  • 项目类别:
    Standard Grant

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Collaborative Research: AMPS: Rare Events in Power Systems: Novel Mathematics, Statistics and Algorithms.
合作研究:AMPS:电力系统中的罕见事件:新颖的数学、统计和算法。
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Collaborative Research: AMPS: Rethinking State Estimation for Power Distribution Systems in the Quantum Era
合作研究:AMPS:重新思考量子时代配电系统的状态估计
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合作研究:AMPS:重新思考量子时代配电系统的状态估计
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