| Publication | Date of Publication | Type |
|---|
A causation-based framework for pricing and cost allocation of energy, reserves, and transmission in modern power systems
European Journal of Operational Research | 2026-09-28 | Paper |
Robust portfolio optimization meets arbitrage pricing theory
European Journal of Operational Research | 2025-10-06 | Paper |
Two-Stage Data-Driven Contextual Robust Optimization: An End-to-End Learning Approach for Online Energy Applications
(available as arXiv preprint) | 2025-01-01 | Paper |
Penalty-Free SDDP: Feasibility Cuts for Robust Multi-Stage Stochastic Optimization in Energy Planning
(available as arXiv preprint) | 2025-01-01 | Paper |
BilevelJuMP.jl: modeling and solving bilevel optimization problems in Julia
INFORMS Journal on Computing | 2024-07-29 | Paper |
Solving multistage stochastic linear programming via regularized linear decision rules: an application to hydrothermal dispatch planning
European Journal of Operational Research | 2023-07-10 | Paper |
| Distribution System Operation Amidst Wildfire-Prone Climate Conditions Under Decision-Dependent Line Availability Uncertainty | 2023-06-09 | Paper |
| Comparing BilevelJuMP.jl Formulations: Support Vector Regression Hyperparameter Tuning | 2023-05-26 | Paper |
Comparing BilevelJuMP.jl Formulations: Support Vector Regression Hyperparameter Tuning
(available as arXiv preprint) | 2023-01-01 | Paper |
Distribution System Operation Amidst Wildfire-Prone Climate Conditions Under Decision-Dependent Line Availability Uncertainty
(available as arXiv preprint) | 2023-01-01 | Paper |
On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems
Optimization Letters | 2022-11-01 | Paper |
Decomposition methods for Wasserstein-based data-driven distributionally robust problems
Operations Research Letters | 2021-12-13 | Paper |
Climate-aware generation and transmission expansion planning: a three-stage robust optimization approach
European Journal of Operational Research | 2021-11-09 | Paper |
Planning low-carbon electricity systems under uncertainty considering operational flexibility and smart grid technologies
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2018-12-13 | Paper |
Robust strategic bidding in auction-based markets
European Journal of Operational Research | 2018-10-30 | Paper |
| Distributionally Robust Transmission Expansion Planning: a Multi-scale Uncertainty Approach | 2018-10-11 | Paper |
On the solution variability reduction of stochastic dual dynamic programming applied to energy planning
European Journal of Operational Research | 2018-05-25 | Paper |
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
European Journal of Operational Research | 2018-05-24 | Paper |
| Two-Stage Robust Unit Commitment for Co-Optimized Electricity Markets: An Adaptive Data-Driven Approach for Scenario-Based Uncertainty Sets | 2018-03-18 | Paper |
Two-Stage Robust Unit Commitment for Co-Optimized Electricity Markets: An Adaptive Data-Driven Approach for Scenario-Based Uncertainty Sets
(available as arXiv preprint) | 2018-01-01 | Paper |
Distributionally Robust Transmission Expansion Planning: a Multi-scale Uncertainty Approach
(available as arXiv preprint) | 2018-01-01 | Paper |
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
European Journal of Operational Research | 2016-10-07 | Paper |
Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences
European Journal of Operational Research | 2015-02-03 | Paper |
Optimization under uncertainty of the integrated oil supply chain using stochastic and robust programming
International Transactions in Operational Research | 2011-05-20 | Paper |
On the conditional value-at-risk probability-dependent utility function
Theory and Decision | 2010-02-25 | Paper |
