Primary fields of research

Stochastic programming; two-stage and multi-stage models; scenario generation and reduction; real options analysis; dynamic programming; energy applications; conventional and renewable power generation; electricity markets; support schemes; operations scheduling; market exchange; investment valuation.

Short presentation

I work in operations research, more specifically, with optimization under uncertainty and its applications to the energy sector.

Teaching

Linear programming, Integer Programming, Stochastic Programming, applications of Operations Research

CV

Jan 2012 - : Associate professor, Department of Mathematical Sciences, University of Copenhagen.
Jul 2010 - Dec 2012: Senior scientist, Risø National Laboratory of Sustainable Energy, Technical University of Denmark.
Jul 2009 - Jun 2010: Visiting post doc, Centre for Quantitative Finance, Business School, Imperial College, London.
Jun 2009 - Jun 2010: Scientist, Risø, DTU.
Jul 2007 - May 2009: Post doc, Risø, DTU.
Jun 2007: Research assistant, Risø, DTU.
Feb 2003 - Apr 2007: PhD, Mathematics-Economics, Aarhus University.
Jan 2004 - Apr 2004: Visiting PhD, Discrete Mathematics and Optimization, Faculty of Mathematics, University of Duisburg-Essen, Duisburg.