All Outputs (4)

Bottom-up design of strategic options as finite automata. (2008)
Journal Article
OLIVEIRA, F.S. 2010. Bottom-up design of strategic options as finite automata. Computational management science [online], 7(4), pages 355-375. Available from: https://doi.org/10.1007/s10287-008-0084-1

In this paper we look at the problem of strategic decision making. We start by presenting a new formalisation of strategic options as finite automata. Then, we show that these finite automata can be used to develop complex models of interacting optio... Read More about Bottom-up design of strategic options as finite automata..

Modeling the impact of market interventions on the strategic evolution of electricity markets. (2008)
Journal Article
BUNN, D.W. and OLIVEIRA, F.S. 2008. Modeling the impact of market interventions on the strategic evolution of electricity markets. Operations research [online], 56(5), pages 1116-1130. Available from: https://doi.org/10.1287/opre.1080.0565

This paper presents a large-scale computationally intensive model for understanding the dynamic strategic evolution of electricity-generating asset portfolios in response to various market interventions, and the consequent longer-term effects of such... Read More about Modeling the impact of market interventions on the strategic evolution of electricity markets..

The value of information in electricity investment games. (2008)
Journal Article
OLIVEIRA, F. 2008. The value of information in electricity investment games. Energy policy [online], 36(7), pages 2364-2375. Available from: https://doi.org/10.1016/j.enpol.2008.01.005

In this paper we look at the assumptions behind a Cournot model of investment in electricity markets. We analyze how information influences investment, looking at the way common knowledge of marginal costs, expectations on the competitors' marginal c... Read More about The value of information in electricity investment games..

A constraint logic programming algorithm for modeling dynamic pricing. (2008)
Journal Article
OLIVEIRA, F.S. 2008. A constraint logic programming algorithm for modeling dynamic pricing. INFORMS journal on computing [online], 20(1), pages 69-77. Available from: https://doi.org/10.1287/ijoc.1060.0218

We extend Lemke's algorithm to solve a dynamic pricing problem. We identify an instance in which Lemke's algorithm fails to converge to an optimal solution (when an optimum does exist) and propose a constraint logic programming solution to this probl... Read More about A constraint logic programming algorithm for modeling dynamic pricing..