Bruno Fanzeres

Bruno Fanzeres
Pontifícia Universidade Católica do Rio de Janeiro · Department of Industrial Engineering (IND)

Ph.D.

About

41
Publications
6,769
Reads
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193
Citations
Citations since 2017
30 Research Items
149 Citations
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Introduction
I hold a B.Sc. in Industrial and Electrical Engineering and an M.Sc. and P.hD. in Operations Research, all from the Catholic University of Rio de Janiero (PUC-Rio). I worked as a visiting P.hD. student at the Industrial and System Engineering Department, Georgia Institute of Technology (ISyE-GA Tech). I am currently an associate professor at the Industrial Engineering Department of PUC-Rio. My area of research is decision making under uncertainty with applications to energy systems.
Additional affiliations
January 2018 - present
Pontifícia Universidade Católica do Rio de Janeiro
Position
  • Professor (Assistant)
Description
  • I am currently an assistant professor at the Industrial Engineering Department of PUC-Rio and a researcher at the Laboratory of Applied Mathematical Programming and Statistics (LAMPS).
April 2016 - March 2017
Georgia Institute of Technology
Position
  • PhD Visiting Student in Operations Research
Description
  • Visiting PhD Student at ISyE GA Tech with Prof. Shabbir Ahmed
February 2015 - December 2017
Pontifícia Universidade Católica do Rio de Janeiro
Position
  • Lecturer
Description
  • Course: Risk and Decision Analysis. Main Topics: Preference Relation; Decision Tree Analysis; The Value of Information; Recourse Problems; Mean-Variance Model; Simulation and Optimization under Uncertainty; Utility Theory; Dominance; Risk Measures.
Education
March 2012 - March 2014
March 2005 - March 2012
Pontifícia Universidade Católica do Rio de Janeiro
Field of study
  • Industrial Engineering
March 2005 - March 2012
Pontifícia Universidade Católica do Rio de Janeiro
Field of study
  • Electrical Engineering

Publications

Publications (41)
Conference Paper
Full-text available
Modeling decisions under uncertainty depend on understanding the available decisions and the uncertainty to be addressed. The present work models the problem of coverage and allocation of resources as a two-phase decision process with uncertainty of the place and time of occurrence. Using Crime data in Chicago and applying the FLEET-ICt [de Oliveir...
Conference Paper
Full-text available
Pipe-laying Support Vessels (PLSV) perform subsea interconnection tasks, which is the last step necessary for the well to produce oil. To perform this activity, it is necessary to load several materials. These loadings can be done in different berths, and their duration is considered an uncertainty in their schedule. To assist in the operational pl...
Conference Paper
Full-text available
A reliable transition to low-carbon electricity production systems has been desired by many countries worldwide. A key component in achieving this goal is the decrease of GHG-emitting sources, e.g. coal-based, by replacing them with renewable generators. However, the latter energy source is challenging to operate due to its intrinsic variability. T...
Article
Full-text available
Bitcoin operates in a Blockchain network under which a group of participants are responsible for adding new blocks to the chain. The participants are called miners and the ones who successfully add a block to the network are rewarded. As technology evolves over the years, the “mining” process has become more challenging, with miners facing longer p...
Article
Full-text available
Supply contracts play an important role in competitive electricity markets. They help ensure supply adequacy and hedge against market power, among other benefits. However, when variable renewable energy is involved, the mixture of uncertainty in energy production with a high volatile spot market poses a risk difficult to manage. Within this context...
Article
Full-text available
The design of cost-effective power line routes is a critical step towards elaborating a consistent network expansion plan. Although several attributes are considered by planning agents, the impact of sharp curvatures is typically neglected within the route design process, thus not accounting for the need for more expensive structures to support the...
Preprint
Full-text available
In this article, we study the Adjacent Quadratic Shortest Path Problem (AQSPP), which consists in finding the shortest path on a directed graph when its total weight component also includes the impact of consecutive arcs. We provide a formal description of the AQSPP and propose an extension of Dijkstra's algorithm (that we denote aqD) for solving A...
Conference Paper
Full-text available
This paper proposes a stochastic risk-averse bilevel model to analyse market power in short-term electricity markets, with relevance for Brazilian policy discussions on introducing a bid-based pricing system. A strategic generator company can influence market prices by its quantity and price bids. In this Stackelberg game, the strategic company (le...
Presentation
Full-text available
Approximation and Decomposition Techniques for Stochastic Energy and Reserve Scheduling: Algorithmic Efficiency and Pricing
Chapter
Full-text available
Oil and gas companies are exposed to several sources of uncertainty in their operations. Buying insurance is a common practice for self-protection from possible high losses. To acquire an adequate insurance policy, the firm needs to estimate its risk exposure and define the right contract parameters. However, estimating losses is still a hard task....
Preprint
Full-text available
The Bitcoin operates in a Blockchain network under which a group of participants are responsible for adding new blocks into the chain. These participants are called miners and the ones that successfully add a block into the network receive a reward for their work. As the technology evolved over the years, this "mining" process has become more chall...
Research Proposal
Full-text available
Short-Term Electricity Market Design Under Uncertainty of Renewable Production: A Novel Distributed, Hybrid Nodal/ Zonal Pricing Model
Article
Full-text available
The upstream sector of the Oil and Gas (O&G) industry is recognized by its capital-intensive projects and complex and hazardous associated recovery and production processes, thus susceptible for large and financially damaging accidents. In this context, to avoid the risk and impact of high expenses, O&G companies usually acquire insurance contracts...
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...
Conference Paper
Full-text available
The power budget of an optical fiber link is a crucial aspect of its design and the correct placement of amplifiers along the fiber link can simultaneously decrease costs and ensure good signal quality at the end node. Unfortunately, the communication channel can impart losses to the optical signal due to the corruption of the optical fiber, which...
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
Mining Bitcoins is an uncertain activity. By nature of the process, participants take part in the Proof of Work process, where they try to decrypt the hash that the new block added to the Blockchain contains. One may spend months, or even years, without positive cash flows, while still having associated costs. This can often drive participants away...
Conference Paper
Full-text available
One of the main characteristics of the Brazilian Electrical System is the high penetration of renewable energy, mainly hydroelectric power, and especially the expansion of solar and wind power sources. However, these last two sources have as peculiarities the inherent variability and unpredictability in electricity production. To cope with this iss...
Conference Paper
Full-text available
An efficient and effective performance in budget-constrained management has become critical in public agencies in Brazil, especially due to the current economic situation of the country. In this sense, the Armed Forces have sought tools to assist them in decision making and in efficiently allocate of such resources. The objective of the present stu...
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
In this paper, a novel technique for optical fiber monitoring that introduces the least absolute shrinkage and selection operator (Lasso) as a signal processing technique within the baseband subcarrier sweep (BSS) framework, called the BSS-Lasso, is proposed. The methodology is tested in simulated and real-world environments, taking into account bo...
Conference Paper
Full-text available
Oil and gas companies are exposed to several sources of uncertainty in their operations. Buying insurance is a common practice for self-protection from possible high losses. To acquire an adequate insurance policy, the firm needs to estimate its risk exposure and define the right contract parameters. However, estimating losses is still a hard task....
Article
This paper presents a novel methodology to devise a least-cost energy and reserve scheduling under uncertainty in renewable energy sources (RES) and equipment outages. The uncertainty in renewable production is accounted for by exogenously simulated scenarios, as customary in stochastic programming, whereas outages of generators and/or transmission...
Preprint
Manipulation of the detected backscattered Rayleigh signal inside the bandwidth of a frequency-swept optical sub-carrier propagating into an optical fiber permits an efficient localization of faults through a Fourier operator. When the bandwidth is restricted, analysis in the frequency domain can overcome the spatial resolution limitation while als...
Article
We present a monitoring technique that can be directly integrated in the SCM transceiver for PtP and WDM/SCMPON applications. The technique is based on the detection of the backscattered signal from a base band tone (100 Hz to 100 kHz) and interpretation with the LASSO operator, a signal processing technique which identifies the fault positions bas...
Conference Paper
We present a monitoring technique that can be directly integrated in the transceiver for WDM/SCM-PON applications. It is based on the detection of the backscattered signal from a baseband tone and interpretation with the LASSO operator for multiple fault detection.
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...
Conference Paper
Full-text available
O crescimento da indústria eólica na última década vem gerando novos desafios para o setor elétrico. Entre eles, destacamos a estimação de garantias físicas e simulação de longo prazo para análises de investimento. Como a maioria dos parques brasileiros é recente, existe uma falta de históricos extensos. Devido à importância de possuir séries de lo...
Article
Full-text available
We present a new methodology to support an energy trading company (ETC) to devise contracting strategies under an optimal risk-averse renewable portfolio. The uncertainty in the generation of renewable energy sources is accounted for by exogenously simulated scenarios, as is customary in stochastic programming. However, we recognize that spot price...
Conference Paper
Full-text available
Energy spot price is characterized by its high volatility and difficult prediction, representing a major risk for energy companies, especially those that rely on renewable generation. The typical approach employed by such companies to address their mid-and long-term optimal contracting strategy is to simulate a large set of paths for the uncertaint...
Conference Paper
Full-text available
The joint investment in renewable sources can be seen as an efficient mechanism for mitigating the risk of genera-tion investors. This article presents an innovative framework to calculate the premium of the option to invest in complementary renewable energy projects. To calculate this option value, the framework merges two models: the first is a h...
Conference Paper
Full-text available
A energia eólica vem se firmando de maneira concreta no Brasil. Incentivos foram dados a esta fonte nos leilões do ACR. Contudo, o modelo de planejamento e simulação da operação vigente no Brasil desconsidera a incerteza na geração das fontes alternativas renováveis. Em aplicações, como a comercialização de energia proveniente dessas fontes, uma me...
Conference Paper
Full-text available
Este trabalho tem os seguintes objetivos: (i) apresentar uma proposta de Mecanismo de Realocação de Excedentes financeiros para fontes Renováveis (MRE-Renovável) que reduza o risco de preço e quantidade de geradores com produção intermitente na liquidação da Câmara de Comercialização de Energia Elétrica (CCEE) e (ii) apresentar uma metodologia comp...
Conference Paper
Full-text available
Wind power generation plays an important role in most power systems worldwide. Despite that, only in 2009, wind farms appeared as a profitable and competitive investment option in Brazil. The Brazilian power system is mainly hydro based and, due to its many singularities, its coordination is still centralized. A collateral effect of such centralize...
Conference Paper
Full-text available
Geração de energia elétrica a partir dos ventos é uma das mais importantes fontes de energia renovável no mundo. Desde a década de 1990 que as fontes de energia eólica são de extrema importância para o sistema elétrico de diversos países do globo. Contudo, somente após a instituição de incentivos às fontes renováveis na metade dos anos 2000, como o...
Conference Paper
Full-text available
O objetivo deste trabalho é desenvolver uma nova metodologia de construção da Curva de Disposição a Contratar de um gerador hidrelétrico (ou outro com geração estocástica, Eólicas), utilizando uma técnica de robustez às variações do PLD. O modelo utiliza uma abordagem híbrida entre otimização estocástica e otimização robusta em que a produção dos g...

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Projects

Projects (5)
Project
Power system operation planning involves dynamic decision making under uncertainty. In this project, we focus on developing new optimization under uncertainty models and associate solution methodologies to address the many conceptual and computational aspects of power system operation planning problems.