Publications & working papers
Courses & projects
Applications of stochastic programming and real options analysis to energy and electricity problems
Electricity generating technologies; renewable energy sources; electricity markets; renewable energy support schemes; operations scheduling, market exchange, bidding strategies, investment valuation.
Two-stage and multi-stage stochastic programming models; mean-risk models; scenario generation; scenario tree construction and tree reduction.
Continuous-time models; asset valuation; dynamic programming; Monte Carlo sampling.
Department of Mathematical Sciences, University of Copenhagen, Universitetsparken 5, 2100 København Ø, Denmark, email: firstname.lastname@example.org, phone: +4535320733