面向能源市场分层控制的最优投资组合管理

2012 IEEE International Symposium on Alternative Energies and Energy Quality (SIFAE) Pub Date : 2012-10-01 DOI:10.1109/sifae.2012.6478913

P. Deossa, A. Márquez, J. Espinosa

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引用次数: 1

摘要

由于智能电网带来的新趋势，网络电力基础设施将发生变化，能源市场将有更多的变数和复杂性。因此，新的投资组合管理策略应运而生。本文提出了一种基于模型预测控制和层次控制技术的最优投资组合管理策略，用于解决投资组合优化的多周期问题。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Towards optimal investment portfolio management wih hierarhical contol for energy markets

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.

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

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