The current electricity market is undergoing major changes due to the energy transformation. Due to flexibilization and decentralization, approaches that allow the integration of small producing and consuming units are becoming increasingly important. The goal of this thesis is to model a combinatorial auction platform and to investigate the mathematical issues that arise.
The current energy system is undergoing major changes. Due to flexibilization and decentralization, approaches that allow the integration of small prosuming units are more and more important. The goal of this thesis is to model an auction platform and to study the mathematical problems that arise.
First, the Winner Determination Problem (WDP) is modeled as a two-stage robust flow problem. In addition to complexity results, we compute exact solutions and discuss the efficiency of our methods. An alternative model for the WDP is based on a combination of the Set Cover and the Hitting Set Problem. We consider different problem variants and investigate both a generalization as a graph-theoretical problem and an application as a cooperative game.
Next, we discuss a flow problem in a time-expanded graph with additional constraints in order to model an almost even distribution over time. We develop polynomial algorithms using parametric search techniques.
Last, we study the connection between the Vickrey payments and the Egalitarian Allocation. We then give a characterization of the latter for a class of flow games, which allows a computation in polynomial time.
Till Heller
Fraunhofer ITWM Energy industries & utilities Linear programming Combinatorics & graph theory Mathematic Linear Robust Optimization Network Flows Game Theory Graph Theory Network Flows Energy Systems MathematikerInnen MathematikerInnen