Class 12

The first part of the this class introduces the family of multi-stage stochastic programming problems with fixed recourse and formalizes concepts such as "scenario tree", "stage", and "non-anticipativity constraints". The theoretical content of this class is inductively presented to the students using a small instance of the short-term trading problem of a wind power producer, in which the wind power producer can participate in a day-ahead, an adjustment and a balancing market. This illustrative problem corresponds to Example 7.9 (on page 233) of the book Integrating Renewables in Electricity Markets - Operational Problems.

This second part of the class deals with the art of scientific writing. The students are first given two papers dealing with the same or similar topic. These two papers are published, however, in journals pertaining to different scientific communities (e.g., engineers and operations researchers). The students are then asked to identify similarities and differences between the two papers in terms of structure and organization, writing style and vocabulary, and presentation of results and mathematical formulations. The students are also asked to discuss in groups and put in common potential reasons for these similarities and differences. Subsequently, the students are asked to read the introductory sections of the two papers, identify the main idea behind each paragraph in the introduction of each paper and then connect all these ideas in a logical manner. This way the students become aware of the relevance of the "storyline" of a scientific paper and, at the same time, are provided with a very efficacious tool to develop the thematic thread of their own scientific paper.