Towards optimal investment portfolio management wih hierarhical contol for energy markets

Author

Deossa, Pablo ; Marquez, Andres ; Espinosa, Jairo

Author_Institution

Fac. de Minas, Univ. Nac. de Colombia, Medellin, Colombia

fYear

2012

fDate

25-26 Oct. 2012

Firstpage

1

Lastpage

5

Abstract

As a consequence of the new trends given by the smart grids, the network electricity infrastructure will change, and with this changes, the energy markets will have more variables and complexity. So new portfolio management strategies are needled. In this paper an optimal investment portfolio management strategy is proposed, based on Model Predictive Control and Hierarchical Control techniques, used to solve the multi period problem used to optimize an investment protfolio.

Keywords

hierarchical systems; optimal control; power markets; power system control; power system management; smart power grids; energy markets; hierarchical control technique; model predictive control; network electricity infrastructure; optimal investmnt portfolio management; smart grids; Europe; Investment; Linearity; Portfolios; Predictive models; Energy Markets; Hierarchical Control; Investment portfolio; Model Predctive Control (MPC); Modelling; Portfolio management; Smart Grid;

fLanguage

English

Publisher

ieee

Conference_Titel

Alternative Energies and Energy Quality (SIFAE), 2012 IEEE International Symposium on

Conference_Location

Barranquilla

Print_ISBN

978-1-4673-4653-5

Type

conf

DOI

10.1109/SIFAE.2012.6478913

Filename

6478913