The objective of this work is to investigate market power issues in bid-based hydrothermal scheduling. Initially, market power is simulated with a single stage Nash-Cournot equilibrium model. Market power assessment for multiple stages is then carried through a stochastic dynamic programming scheme. The decision in each stage and state is the equilibrium of a multi-agent game. Thereafter, mitigation measures, specially bilateral contracts, are investigated. Case studies with data taken from the Brazilian system are presented and discussed.

A Greedy Randomized Adaptive Search Procedure (GRASP) is a heuristic method that has shown to be very powerful in solving combinatorial problems. In this paper we apply GRASP to solve the transmission network expansion problem. This procedure is an expert iterative sampling technique that has two phases for each iteration. The first, construction phase, finds a feasible solution for the problem. The second phase, a local search, seeks for improvements on construction phase solution by a local search. The best solution over all GRASP iterations is chosen as the result.

Abstract—The classical nonlinear mixed integer formulation of the transmission network expansion problem cannot guarantee finding the optimal solution due to its nonconvex nature. We propose an alternative mixed integer linear disjunctive formulation, which has better conditioning properties than the standard disjunctive model. The mixed integer program is solved by a commercial Branch and Bound code, where an upper bound provided by a heuristic solution is used to reduce the tree search. The heuristic solution is obtained using a GRASP metaheuristic, capable of finding sub-optimal solutions with an affordable computing effort. Combining the upper bound given by the heuristic and the mixed integer disjunctive model, optimality can be proven for several hard problem instances.

Abstract—This paper describes an implementation of Tabu Search to cope with long-term transmission network expansion planning problems. Tabu Search is a metaheuristic proposed in 1989 to be applied to combinatorial problems. To assess the potential of our approach we will test it with two cases of transmission network expansion planning. The results obtained by our approach let us to conclude that TS is a robust and promising technique to be applied in this problem.

O objetivo deste trabalho é investigar possíveis ineficiências numa operação descentralizada de sistemas hidrotérmicos. Mostra-se que a operação descentralizada de usinas hidroelétricas isoladas num mercado perfeito converge para a operação de mínimo custo. Além disso, o problema de despacho de usinas hidroelétricas em cascata pertencentes à diferentes agentes será formulado. Mostra-se que o esquema de pagamento spot não provê os incentivos corretos para os reservatórios à montante regularizarem a produção à jusante. A solução proposta é a criação de um "Mercado Atacadista de Água", análogo ao Mercado Atacadista de Energia, que comercialize a água regularizada. Estudos de caso serão analisados.

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