学 术 报 告
报告题目：Stochastic Equilibrium Problems for Energy Markets: Modeling and Numerical Schemes
报告时间：12月21日 10:00-11:30
报告地点：创新园大厦A1045
报 告 人：张大力 博士（新加坡国立大学）
内容摘要：The study investigates generators' strategic behaviors in contract signing in the forward Market and power transaction in the electricity spot market. A stochastic equilibrium program with equilibrium constraints (SEPEC) model is proposed to characterize the interactions of generators' competition in the markets. In the theoretical analysis, we concern with the structure of a Nash-Cournot equilibrium in the forward-spot market, and establish some sufficient conditions for the existence of a Nash equilibrium in the forward-spot markets. On the other hand, in numerical schemes, we propose a Monte Carlo sampling method to approximate and solve the stochastic Nash equilibrium problem. The convergence analysis on the statistical estimators of stochastic Nash equilibria and Nash stationary points are provided. Finally, we present a gas-oil value/supply chain problem to illustrate our future development on the applications of stochastic equilibrium problems and Monte Carlo sampling methods in energy sectors.
报告人简介：Dr. Zhang received his Ph.D. degree in University of Southampton of UK in March 2010, and his B.Eng. and M. Eng. degrees in Department of Automation of University of Science and Technology of China in 2006 and 2003, respectively. Since November of 2009, he is doing his Post-doc research at Department of Industrial and Systems Engineering, National University of Singapore. His research interests include stochastic equilibrium problems, Monte Carlo sampling methods, power systems etc.
