Alexandre Street

Alexandre Street
Pontifícia Universidade Católica do Rio de Janeiro · Department of Electrical Engineering (ELE)

DSc

About

108
Publications
21,897
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1,817
Citations
Additional affiliations
March 2008 - present
Pontifícia Universidade Católica do Rio de Janeiro
Position
  • Professor (Associate)

Publications

Publications (108)
Article
This paper proposes a new methodological framework to support the decision of Brazilian distribution companies (DISCOs) when defining maximum demand contracts with the transmission system. The contract must be established one year ahead, and several uncertainties associated to loads, distributed generation (DG) and internal grid contingency events,...
Article
Modern decision-making processes require uncertainty-aware models, especially those relying on non-symmetric costs and risk-averse profiles. The objective of this work is to propose a dynamic model for the conditional non-parametric distribution function (CDF) to generate probabilistic forecasts for a renewable generation time series. To do that, w...
Preprint
In this paper we present BilevelJuMP, a new Julia package to support bilevel optimization within the JuMP framework. The package is a Julia library that enables the user to describe both upper and lower-level optimization problems using the JuMP algebraic syntax. Due to the generality and flexibility our library inherits from JuMP's syntax, our pac...
Article
Full-text available
Two-stage stochastic programming is a mathematical framework widely used in real-life applications such as power system operation planning, supply chains, logistics, inventory management, and financial planning. Since most of these problems cannot be solved analytically, decision makers make use of numerical methods to obtain a near-optimal solutio...
Article
This paper exploits the decomposition structure of the large-scale hydrothermal generation expansion planning problem with an integrated modified Benders Decomposition and Progressive Hedging approach. We consider detailed and realistic data from the Brazilian power system to represent hourly chronological constraints based on typical days per mont...
Article
Full-text available
Purpose: This technical procedure describes the accuracy of “cut-out–rescan” and “data exchange by over scanning” on cast areas using computer-aided design and computer-aided manufacturing software and two intraoral scanners (IOSs). Methods: A customized cast was used as a reference standard and scanned using an ATOS Triple Scan digitizer. Two IOS...
Article
The number of new Covid-19 cases is still high in several countries, despite the vaccination of the population. A number of countries are experiencing new and worse waves. Therefore, the availability of reliable forecasts for the number of cases and deaths in the coming days is of fundamental importance. We propose a simple statistical method for s...
Article
Full-text available
We study the optimal corporate policy of a risk-averse shareholder under leverage-dependent borrowing costs and other financial frictions. The firm’s objective is to maximize the risk-adjusted shareholder value by co-optimizing investment, dividend, and debt policies considering endogenous (leverage-dependent) leveraging costs, tax shield, as well...
Article
Full-text available
The sustainable utilization of hydro energy highly relies on accurate estimates of the opportunity cost of the water. This value is calculated through long-term hydrothermal dispatch problems (LTHDP), and the recent literature has raised awareness about the consequences of modeling simplifications in these problems. The inaccurate representation of...
Preprint
Full-text available
The sustainable utilization of hydro energy highly relies on accurate estimates of the opportunity cost of the water. This value is calculated through long-term hydrothermal dispatch problems (LTHDP), and the recent literature has raised awareness about the consequences of modeling simplifications in these problems. The inaccurate representation of...
Article
Full-text available
We study decomposition methods for two-stage data-driven Wasserstein-based DROs with right-hand-sided uncertainty and rectangular support. We propose a novel finite reformulation that explores the rectangular uncertainty support to develop and test five new different decomposition schemes: Column-Constraint Generation, Single-cut and Multi-cut Bend...
Article
In this paper, we propose a three-stage robust generation and transmission expansion planning model considering generation profiles of renewable energy sources (RES) affected by different long-term climate states. Essentially, we extend the broadly utilized two-stage modeling approach to properly consider partial information of climate states with...
Article
The consideration of a flexible network topology has been previously shown to produce significant benefits to power system operation. In this paper, we study the effects of considering smart transmission switching actions to unlock flexible generation resources from the network. More specifically, we consider a smart network capable of performing b...
Preprint
Full-text available
Forecasting and decision-making are generally modeled as two sequential steps with no feedback, following an open-loop approach. In power systems, operators first forecast loads trying to minimize errors with respect to historical data. They also size reserve requirements based on error estimates. Next, they make unit commitment decisions and opera...
Article
Full-text available
Equilibrium analysis is crucial in electricity market designs, with Nash equilibrium recognized as the most powerful one. Its most prominent hindrance, however, is an efficient methodology to compute an equilibrium point in large-scale systems. In this work, a Column-and-Constraint Generation (CCG) algorithm is proposed to tackle this challenge. Mo...
Article
Full-text available
Hydropower is one of the world’s primary renewable energy sources whose usage has profound economic, environmental, and social impacts. We focus on the dispatch of generating units and the storage policy of hydro resources. In this context, an accurate assessment of the water opportunity-cost is crucial for driving the sustainable use of this scarc...
Preprint
Full-text available
Score-driven models, also known as generalized autoregressive score (GAS) models, represent a class of observation-driven time series models. They possess powerful properties, such as the ability to model different conditional distributions and to consider time-varying parameters within a flexible framework. In this paper, we present ScoreDrivenMod...
Article
experimentellen Scans in Standard Tessellation Language (STL) um und ver-glichen die experimentellen Scans mit-hilfe eines komplexen Messprogramms mit dem Referenzstandardscan. Die sta-tistische Auswertung erfolgte mit dem Welch-t-Test für ungleiche Varianzen. Ergebnisse Die Gruppe M erzielte die niedrigsten Werte für Genauigkeit und Präzision (p <...
Conference Paper
Full-text available
Equilibrium analysis is crucial in electricity market designs, with Nash equilibrium recognized as the most powerful one. Its most prominent hindrance, however, is an efficient methodology to compute an equilibrium point in large-scale systems. In this work, a Column-and-Constraint Generation (CCG) algorithm is proposed to tackle this challenge. Mo...
Conference Paper
Full-text available
HydroPowerModels.jl is a Julia package for solving multistage, steady-state, hydro-dominated, power network optimization problems with stochastic dual dynamic programming (SDDP). Our state-of-the-art open source tool is flexible enough for practitioners in the electrical sector to test new ideas in an efficient way. This tool was made possible by t...
Presentation
Full-text available
Video: https://www.youtube.com/watch?v=xUpX-k0oZmo&feature=emb_title. Description: Planning the operation of Power Systems is an important task to guarantee low operational costs and reliability. In practice, model simplifications are used given problem complexity. The objective of this work is to propose a framework, comprised of a methodology and...
Conference Paper
Full-text available
The consideration of a flexible network topology has been previously shown to produce significant benefits to power system operation. In this paper, we study the effects of considering smart transmission switching actions to unlock flexible generation resources from the network. More specifically, we consider a smart network capable of performing b...
Article
This paper addresses the incorporation of transmission switching in the contingency-constrained unit commitment problem within the context of co-optimized electricity markets for energy and reserves. The proposed generation scheduling model differs from existing formulations due to the joint consideration of four major complicating factors. First,...
Preprint
Full-text available
The number of Covid-19 cases is increasing dramatically worldwide. Therefore, the availability of reliable forecasts for the number of cases in the coming days is of fundamental importance. We propose a simple statistical method for short-term real-time forecasting of the number of Covid-19 cases and fatalities in countries that are latecomers -- i...
Preprint
Producing probabilistic forecasts for renewable generation (RG) has become an important topic in power systems applications. This is due to the significant growth of RG participation in power systems worldwide. Additionally, it is well-known that decision making under uncertainty generally benefits from stochastic aware models, specially those rely...
Article
Full-text available
We present a distributionally robust optimization (DRO) approach for the transmission expansion planning problem, considering both long- and short-term uncertainties on the system demand and non-dispatchable renewable generation. On the long-term level, as is customary in industry applications, we address the deep uncertainties arising from social...
Article
Aim: To determine the scanning strategy that obtains the most accurate results for two intraoral scanners (IOS) in complete-arch digital impressions. Scan time was evaluated and correlated with scan strategies. Materials and method: A custom model used as the reference standard was fabricated with teeth having dentin- and enamel-identical refrac...
Article
Under the smart grid paradigm, distribution systems with large penetrations of photovoltaic–based power generation are called to optimize their operational resources to achieve a more efficient and reliable performance. In this context, this paper proposes a multiperiod mixed integer second order cone formulation to optimize distribution feeders op...
Article
Full-text available
Two-stage robust unit commitment (RUC) models have been widely used for day-ahead energy and reserve scheduling under high renewable integration. The current state of the art relies on budget-constrained polyhedral uncertainty sets to control the conservativeness of the solutions. The associated lack of interpretability and parameter specification...
Article
Purpose: To evaluate the masking ability of computer-aided design/computer-aided manufacturing (CAD/CAM) zirconia-reinforced lithium silicate (ZLS) glass-ceramic under the different material configurations of thickness, translucency, and finishing protocol as well as significance of the color difference due to the manufacturer's one-firing protoco...
Article
Full-text available
In this paper, we propose an alternative methodology for devising revenue-maximizing strategic bids under uncertainty in the competitors’ bidding strategy. We focus on markets endowed with a sealed-bid uniform-price auction with multiple divisible products. On recognizing that the bids of competitors may deviate from equilibrium and are of difficul...
Article
Generation scheduling in future smart grids will face significant uncertainty due to their considerable reliance on intermittent renewable-based generation such as wind power. Adaptive robust optimization provides a suitable framework to handle wind-related uncertainty in generation scheduling. However, available robust models feature relevant prac...
Article
The large-scale integration of wind power generation has significantly boosted the role played by conventional fast-acting generating units in power system operation. Due to their short response time, these relatively expensive devices are particularly suited to cope with the intermittency and volatility featured by uncertain wind-based generation....
Article
Full-text available
A feasible policy is a decision rule that delivers implementable actions for every state of a system. Stochastic dual dynamic programming (SDDP) is a powerful decomposition method largely used to solve multistage stochastic problems in power system applications. The current SDDP implementations rely on a one-step-ahead anticipative process called h...
Article
Full-text available
In this paper, we present a distributionally robust optimization (DRO) approach for the transmission expansion planning (TEP) problem, considering both long-and short-term uncertainties on the system load and renewable generation. Long-term uncertainty is represented on two interrelated levels. At the first level, as is customary in industry applic...
Preprint
Full-text available
In this paper, we present a distributionally robust optimization (DRO) approach for the transmission expansion planning (TEP) problem, considering both long- and short-term uncertainties on the system load and renewable generation. Long-term uncertainty is represented on two interrelated levels. At the first level, as is customary in industry appli...
Article
Purpose: The aim of this study was to investigate the fracture strength of computer-aided design/computer-aided manu- facturing (CAD/CAM) posterior ceramic crowns with and without post-milling manual enhancement of occlusal mor- phology (MEOM), as indicated especially with early CAD/ CAM restorations that have limited capacity to generate nat- ural...
Article
Full-text available
The development of medium/long-term studies for power-system operation and planning under the uncertainty of renewable generation is a key challenge faced by power-system agents worldwide. There is a vast literature on stochastic optimization models devoted to addressing the relevant issues on both operation and planning applications. Notwithstandi...
Article
Full-text available
Two-stage robust unit commitment (RUC) models have been widely used for day-ahead energy and reserve scheduling under high renewable integration. The current state of the art relies on budget-constrained polyhedral uncertainty sets to control the conservativeness of the solutions. The associated lack of interpretability and parameter specification...
Article
Full-text available
We propose an investment strategy based on the Black-Litterman model with conditional information. We present how observed price-earnings ratio and past returns can be used to determine 1-step ahead returns, considering investors with different risk profiles. The provided approach updates the conditional probability distribution of asset returns an...
Article
Full-text available
The benefits of new transmission investment significantly depend on deployment patterns of renewable electricity generation that are characterized by severe uncertainty. In this context, this paper presents a novel methodology to solve the transmission expansion planning (TEP) problem under generation expansion uncertainty in a min-max regret fashi...
Article
Purpose: The purpose of this study was to determine whether there is a significant difference in the fracture strengths of hybrid computer-aided design/computer-aided manufacturing (CAD/CAM) blocks and fiber posts for post and core restorations in both ferrule and nonferrule pulpless mandibular canines. Materials and method: Forty extracted human m...
Article
Full-text available
Electricity grid operators and planners need to deal with both the rapidly increasing integration of renewables and an unprecedented level of uncertainty that originates from unknown generation outputs, changing commercial and regulatory frameworks aimed to foster low-carbon technologies, the evolving availability of market information on feasibili...
Data
This link (https://goo.gl/GK60K8) contains the code files and the input and output data files in Fico and Julia of the paper: Moreno R, Street A, Arroyo JM, Mancarella P. 2017 Planning low-carbon electricity systems under uncertainty considering operational flexibility and smart grid technologies. Phil.Trans.R.Soc.A 375:20160305. Alternatively, y...
Article
Full-text available
One of the most used methods for long-term hydrothermal operation planning is the Stochastic Dual Dynamic Programming (SDDP). Using this method, the immediate and future water opportunity cost can be balanced and an economicdispatch policy defined for multiple reservoirs under inflow uncertainty. In this framework, equipment outages and reserve del...
Article
Full-text available
The current state-of-the-art method used for medium- and long-term planning studies of hydrothermal power system operation is the stochastic dual dynamic programming (SDDP) algorithm. The computational savings provided by this method notwithstanding, it still relies on major system simplifications to achieve acceptable performances in practical app...
Article
Full-text available
The literature of portfolio optimization is extensive and covers several important aspects of the asset allocation problem. However, previous works consider simplified linear borrowing cost functions that leads to suboptimal allocations. This paper aims at efficiently solving the leveraged portfolio selection problem with a thorough borrowing cost...
Article
Purpose: The purpose of this study was to determine whether there is a significant difference in the fracture strengths of hybrid computer-aided design/computer-aided manufacturing (CAD/CAM) blocks and fiber posts for post and core restorations in both ferrule and nonferrule pulpless mandibular canines. Materials and method: Forty extracted human m...
Article
The relevant role played by the procurement of reserves becomes essential to hedge against the growing levels of penetration of intermittent wind-based generation. Within the context of unit-commitment-based day-ahead energy and reserve electricity markets, this paper proposes a novel approach for network-constrained energy and reserve scheduling b...
Article
The current renewable-driven generation expansion wave, pushed by high renewable targets, is not accompanied by the same movement in the transmission expansion planning (TEP) side. In this context, new techniques are needed to balance the cost of relying in expensive reserve resources and the cost of building new lines to ensure least-cost reserve...
Article
Investment decisions in renewable energy sources such as small hydro, wind power, biomass and solar are frequently made in the context of enormous uncertainty surrounding both intermittent generation and the highly volatile electricity spot prices that are used for clearing of trades. This paper presents a new portfolio-based approach for selecting...
Article
The behavior of a photovoltaic (PV) module may be captured via its current–voltage (I–V) characteristic. The single– diode model is able to adequately fit this characteristic while featuring limited parameterization difficulty, and is thus widely adopted to represent the performance of a PV module. However, the identification of the model's paramet...
Article
This work proposes a dynamic model to devise the optimal risk-averse investment policy in a portfolio of complementary renewable sources for a generation company in the Brazilian power system. The proposed method merges a static energy-contracting model, based on a hybrid robust and stochastic optimization approach, with a mean reverting binomial l...
Article
Full-text available
In the hydrothermal energy operation planning of Brazil and other hydro-dependent countries, Stochastic Dual Dynamic Programming (SDDP) computes a risk-averse optimal policy that often considers river-inflow autoregressive models. In practical applications, these models induce an undesirable variability of primal (thermal generation) and dual (marg...
Article
Full-text available
Robust portfolio optimization models widely presented in the financial literature usually assume that asset returns lie in a parametric uncertainty set with a controlled level of conservatism expressed in terms of the variability of the uncertain parameters. In practice however, it is not clear how investors should choose the conservatism parameter...
Conference Paper
Over the last years, power systems have experienced a steady increase in the use of renewable-based power generation technologies such as wind power and photovoltaic generators. In order to cope with the uncertainty associated with those energy sources, increased levels of reserves are required. Within this new context, the determination of adequat...
Article
This paper presents a nonparametric approach based on adjustable robust optimization to consider correlated nodal demand uncertainty in a joint energy and reserve scheduling model with security constraints. In this model, up- and down-spinning reserves provided by generators are endogenously defined as a result of the optimization problem. Adjustab...
Conference Paper
Full-text available
Considerando que no Brasil os grandes consumidores de energia elétrica podem contratar energia no Ambiente de Contratação Regulado (ACR) ou no Ambiente de Contratação Livre (ACL), o desafio destes consumidores é definir qual o melhor ambiente de contratação e qual a melhor estratégia de contratação em cada ambiente. Assim, o resultado final deste t...