Optimal Prediction in Local Electricity Markets
Optimal Prediction in Local Electricity Markets
批准号:
EP/K00557X/2
负责人:
John Moriarty
金额:
$27.36万
依托单位国家:
英国
项目类别:
Fellowship
财政年份:
2015
资助国家:
英国
项目状态:
已结题
起止时间:
2015 至 --
中文摘要
在接下来的四年里,该奖学金旨在建立一个国际领先的研究团队,在当地能源市场的随机建模。研究员和研究人员将开发理论和数值方法来解决英国电力系统中出现的数学问题,重点是对社区规模进行建模,以实现这些市场设计的最大福利效益。该研究计划将在研究员现有的能源小组的背景下进行,该小组包括三名在电力系统和储能领域工作的博士生。这项工作将涉及与英国其他probabilists,英国,美国和加拿大的电力系统工程师以及英国行业专家在这些问题上的工作富有成效的互动。它将通过创建算法和软件产生重大影响,从而为当地电力市场的规划和运营问题提供有效的数值解决方案。一个长期的影响将是进一步建立曼彻斯特(和英国)作为一个中心,为有才华的研究人员在跨学科的应用概率论的电力系统。
英文摘要
Over the next four years this Fellowship aims to build an internationally leading research team in stochastic modelling of local energy markets. The Fellow and researcher will develop theory and numerical methods to solve emerging mathematical problems in UK power systems, with a focus on modelling the community scale, in order to achieve the maximum welfare benefit from the design of these markets. The research programme will be carried out in the context of the Fellow's existing Energy group, which includes three PhD students working in power systems and energy storage. This work will involve fruitful interactions with other probabilists in the UK, power systems engineers in the UK, US and Canada, and UK industry experts working on such problems. It will have significant impact through the creation of algorithms and software, enabling the efficient numerical solution of planning and operational problems for local electricity markets. A longer term impact will be to further establish Manchester (and the UK) as a centre for talented researchers in cross-disciplinary applications of probability theory to power systems.
期刊论文(9)
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Risk-Constrained Minimization of Combined Event Detection and Decision Time for Online Transient Stability Assessment
在线暂态稳定性评估的组合事件检测和决策时间的风险约束最小化
DOI:
10.1109/tsg.2021.3086236
发表时间:
2021
期刊:
IEEE Transactions on Smart Grid
影响因子:
9.6
作者:
[Gonzalez J]
通讯作者:
Gonzalez J
Optimal entry to an irreversible investment plan with non convex costs
具有非凸成本的不可逆投资计划的最佳进入
DOI:
10.1007/s11579-017-0187-y
发表时间:
2017
期刊:
Mathematics and Financial Economics
影响因子:
1.6
作者:
[De Angelis T]
通讯作者:
De Angelis T
Nonzero-sum games of optimal stopping and generalised Nash equilibrium
最优停止和广义纳什均衡的非零和博弈
DOI:
--
发表时间:
期刊:
SIAM Journal on Control and Optimization
影响因子:
2.2
作者:
[Martyr R]
通讯作者:
Martyr R
DOI:
10.1016/j.eneco.2017.04.022
发表时间:
2016-01
期刊:
Econometric Modeling: Commodity Markets eJournal
影响因子:
--
作者:
[Jhonny Gonzalez;J. Moriarty;Jan Palczewski]
通讯作者:
Jhonny Gonzalez;J. Moriarty;Jan Palczewski
DOI:
10.1214/17-aap1301
发表时间:
2015-08
期刊:
arXiv: Probability
影响因子:
--
作者:
[T. Angelis;Giorgio Ferrari;J. Moriarty]
通讯作者:
T. Angelis;Giorgio Ferrari;J. Moriarty
共 6 条
Markov chain optimisation for energy systems (Ext.)
-
批准号:EP/P002625/1
-
项目类别:Fellowship
-
资助金额:$73.5万
-
财政年份:2017
-
负责人:John Moriarty
-
依托单位:
Upside
-
批准号:EP/M507155/1
-
项目类别:Research Grant
-
资助金额:$6.05万
-
财政年份:2014
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负责人:John Moriarty
-
依托单位:
Optimal Prediction in Local Electricity Markets
-
批准号:EP/K00557X/1
-
项目类别:Fellowship
-
资助金额:$72.58万
-
财政年份:2013
-
负责人:John Moriarty
-
依托单位:
Mutating Messages - A Public Experiment
-
批准号:EP/I017615/1
-
项目类别:Research Grant
-
资助金额:$2.06万
-
财政年份:2011
-
负责人:John Moriarty
-
依托单位:
Functional Phylogenies
-
批准号:EP/H045775/1
-
项目类别:Research Grant
-
资助金额:$2.32万
-
财政年份:2010
-
负责人:John Moriarty
-
依托单位:
海外基金