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You searched for subject:(Spot market capacity). Showing records 1 – 3 of 3 total matches.

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McMaster University

1. Taghavi, Majid. Multi-stage Stochastic Capacity Expansion: Models and Algorithms.

Degree: PhD, 2015, McMaster University

In this dissertation, we study several stochastic capacity expansion models in the presence of permanent, spot market, and contract capacity for acquisition. Using a scenario tree approach to handle the data uncertainty of the problems, we develop multi-stage stochastic integer programming formulations for these models. First, we study multi-period single resource stochastic capacity expansion problems, where different sources of capacity are available to the decision maker. We develop efficient algorithms that can solve these models to optimality in polynomial time. Second, we study multi-period stochastic network capacity expansion problems with different sources for capacity. The proposed models are NP-hard multi-stage stochastic integer programs and we develop an efficient, asymptotically convergent approximation algorithm to solve them. Third, we consider some decomposition algorithms to solve the proposed multi-stage stochastic network capacity expansion problem. We propose an enhanced Benders' decomposition algorithm to solve the problem, and a Benders' decomposition-based heuristic algorithm to find tight bounds for it. Finally, we extend the stochastic network capacity expansion model by imposing budget restriction on permanent capacity acquisition cost. We design a Lagrangian relaxation algorithm to solve the model, including heuristic methods to find tight upper bounds for it.

Thesis

Doctor of Philosophy (PhD)

Advisors/Committee Members: Huang, Kai, Business.

Subjects/Keywords: Capacity expansion; Multi-stage stochastic programming; Decomposition; Spot market capacity; Contract capacity

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Taghavi, M. (2015). Multi-stage Stochastic Capacity Expansion: Models and Algorithms. (Doctoral Dissertation). McMaster University. Retrieved from http://hdl.handle.net/11375/18159

Chicago Manual of Style (16th Edition):

Taghavi, Majid. “Multi-stage Stochastic Capacity Expansion: Models and Algorithms.” 2015. Doctoral Dissertation, McMaster University. Accessed December 15, 2019. http://hdl.handle.net/11375/18159.

MLA Handbook (7th Edition):

Taghavi, Majid. “Multi-stage Stochastic Capacity Expansion: Models and Algorithms.” 2015. Web. 15 Dec 2019.

Vancouver:

Taghavi M. Multi-stage Stochastic Capacity Expansion: Models and Algorithms. [Internet] [Doctoral dissertation]. McMaster University; 2015. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/11375/18159.

Council of Science Editors:

Taghavi M. Multi-stage Stochastic Capacity Expansion: Models and Algorithms. [Doctoral Dissertation]. McMaster University; 2015. Available from: http://hdl.handle.net/11375/18159


Brno University of Technology

2. Pěcha, Jiří. Trh a obchodování s elektřinou z obnovitelných zdrojů v EU .

Degree: 2011, Brno University of Technology

V práci jsou postupně popsané jednotlivé typy energetických burz v celé Evropě. Hlouběji se práce zaměřuje na principy fungující na burzách v České republice. Studuje vývoj ceny na spotových trzích a obchodech futures. Stěžejní částí práce je zaměření se na obnovitelné zdroje energie a jejich vazba na energetické trhy. Zjednodušeným popisem jsou zdůvodněny provozní a hospodárné charakteristiky. Dále se zabýváme rozborem podpory pro rozvoj jednotlivých tipů OZE. Poslední kapitoly se zabývají dopadem OZE na síť z pohledu těžce predikovatelného zdroje s lokální charakteristikou výroby. Je zde pohled na problémy vzniklé s nepravidelností výroby, které jsou spojeny s nadbytkem elektrické energie nebo naopak k nedostatku energie při špatné předpovědi počasí. Tyto problémy stěžují mezistátní obchody a snižováním kapacity přeshraničních profilu.; The submitted diploma thesis describes particular types of European energetic exchanges, focuses in depth on principles market in Czech Republic and studies the price development on spot and futures markets. The main idea of this work is to focus on renewable energy sources (RES) and their influence on energetic markets. At first, operational and reliability properties of RES are explained and then their development support is analyzed. Last chapters focus on how the power grid is impacted by RES that are hardly predictable source with local production characteristic. There are also outlined problems originating from irregular production that are linked to a surplus of electric energy, but also on energy shortage caused by bad weather. These problems influence international commerce and reduce the capacity of cross-border profiles. Advisors/Committee Members: Macháček, Jan (advisor).

Subjects/Keywords: Burza; trh; trh; market coupling; futures; komodita; spot; obnovitelné zdroje energie; fotovoltaická elektrárna; větrná elektrárna; podpora OZE; přeshraniční profil; kapacita profilu.; Market; exchange; market coupling; futures; comoodities; spot; renewable energy sources; photovoltaic power plant; wind power plant; RES support; cross-border profile; capacity profile.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pěcha, J. (2011). Trh a obchodování s elektřinou z obnovitelných zdrojů v EU . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/7573

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pěcha, Jiří. “Trh a obchodování s elektřinou z obnovitelných zdrojů v EU .” 2011. Thesis, Brno University of Technology. Accessed December 15, 2019. http://hdl.handle.net/11012/7573.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pěcha, Jiří. “Trh a obchodování s elektřinou z obnovitelných zdrojů v EU .” 2011. Web. 15 Dec 2019.

Vancouver:

Pěcha J. Trh a obchodování s elektřinou z obnovitelných zdrojů v EU . [Internet] [Thesis]. Brno University of Technology; 2011. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/11012/7573.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pěcha J. Trh a obchodování s elektřinou z obnovitelných zdrojů v EU . [Thesis]. Brno University of Technology; 2011. Available from: http://hdl.handle.net/11012/7573

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

3. Katariya, Abhilasha. Optimal Allocation of Inventory and Demand for Managing Supply Chain Revenues.

Degree: 2013, Texas A&M University

This dissertation focuses on three distinct yet related problems that are motivated by practices of electronics manufacturers, who satisfy stochastic demand from multiple markets and multisource parts from several suppliers. The first problem investigates joint replenishment and allocation decisions for a supplier who satisfies stochastic demand from a primary market and a spot market. We formulate the problem as a multi-period stochastic dynamic program and show that the optimal policy is characterized by two quantities: the critical produce-up-to level and the critical retain-up-to level. We establish bounds for these two quantities, discuss their economic interpretation, and use them to construct a new and effective heuristic policy. We identify two practical benchmark policies and establish thresholds on the unit revenue earned from the spot market such that one of the two benchmark policies is optimal. Using a computational study, we quantify the benefits of the optimal policy relative to the benchmark policies and examine the effects of demand correlation. The second problem investigates an important extension where a supplier faces stochas- tic demand from Class 1 along with price-sensitive stochastic demand from Class 2. We investigate the supplier?s joint replenishment, allocation and pricing problem by formulating it as a multi-period, two-stage stochastic dynamic program. We show that a dynamic pricing policy is optimal at stage 2, and the stage 1 optimal policy is characterized by two quantities: the critical produce-up-to level and the critical amount of inventory to be protected from Class 1. In contrast to the optimal policy, myopic policies are less costly to evaluate, and hence, are more practical. We establish two sufficient conditions under which a myopic joint inventory and pricing policy is optimal. Using a computational study, we show that the benefits of dynamic pricing to Class 2 are higher than the benefits of discretionary sales to Class 1. While the first two problems consider a supplier?s decision under stochastic demand from multiple markets, the third problem considers decisions of a buyer who satisfies stochastic demand by multi-sourcing parts with percentage supply allocations (PSAs). We define PSA as a pre-negotiated percentage of a multi-sourced part?s total demand that the buyer should allocate to a supplier. During recent industry collaboration, we observed that in such settings the buyer?s demand allocation decisions are challenging due to operational changes needed for (temporarily) switching suppliers, and lead to the bullwhip effect. Demand allocation policies that can meet PSAs and the resulting bullwhip effect have not been investigated in the literature before. We contribute to the existing literature by introducing and analyzing the concept of bullwhip effect under multi-sourcing. In addition, we propose and investigate three demand allocation policies: (i) random allocation policy (RAP), which benchmarks the current practice, (ii) time-based (CCP-T) and (iii)… Advisors/Committee Members: Cetinkaya, Sila (advisor), Tekin, Eylem (advisor), Curry, Guy L (committee member), Sriskandarajah, Chelliah (committee member).

Subjects/Keywords: Inventory/production systems; production capacity; spot market; stochastic dynamic programming; dynamic pricing; myopic policies; replenishment; inventory allocation; demand allocation; bullwhip effect; cyclic consumption policy; multi-sourcing; multiple markets

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Katariya, A. (2013). Optimal Allocation of Inventory and Demand for Managing Supply Chain Revenues. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/151863

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Katariya, Abhilasha. “Optimal Allocation of Inventory and Demand for Managing Supply Chain Revenues.” 2013. Thesis, Texas A&M University. Accessed December 15, 2019. http://hdl.handle.net/1969.1/151863.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Katariya, Abhilasha. “Optimal Allocation of Inventory and Demand for Managing Supply Chain Revenues.” 2013. Web. 15 Dec 2019.

Vancouver:

Katariya A. Optimal Allocation of Inventory and Demand for Managing Supply Chain Revenues. [Internet] [Thesis]. Texas A&M University; 2013. [cited 2019 Dec 15]. Available from: http://hdl.handle.net/1969.1/151863.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Katariya A. Optimal Allocation of Inventory and Demand for Managing Supply Chain Revenues. [Thesis]. Texas A&M University; 2013. Available from: http://hdl.handle.net/1969.1/151863

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.