{"title":"Towards optimal investment portfolio management wih hierarhical contol for energy markets","authors":"P. Deossa, A. Márquez, J. Espinosa","doi":"10.1109/sifae.2012.6478913","DOIUrl":null,"url":null,"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.","PeriodicalId":330140,"journal":{"name":"2012 IEEE International Symposium on Alternative Energies and Energy Quality (SIFAE)","volume":"38 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2012-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2012 IEEE International Symposium on Alternative Energies and Energy Quality (SIFAE)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/sifae.2012.6478913","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
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.
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