Presentation

This website is devoted to the course “Decision making under uncertainty in electricity markets” (with reference number 02435 in the course catalogue of the Technical University of Denmark), which runs during the Spring semester in 2016.

Content-wise, the course covers techniques of optimization under uncertainty such as stochastic programming with fixed recourse,  robust optimization and decision rules. Furthermore, the spectrum of applications includes problems in smart grids such as demand response or optimal charging of electric vehicles, and the decision-making problems faced by conventional and renewable power producers, retailers, and system operators in electricity markets. This is, therefore, a course that benefits from my research experience in some of my scientific areas of interest. Moreover, it is also my intention that the students in this course develop competences on how to write a scientific paper or technical report, and on how to communicate results orally.

The students are the principal actors in this course. They work in groups and play the role of a wind power producer, or an electricity retailer, or a CHP manager, or an EV-user... They are asked to dig into the decision-making problems faced by these agents of the energy sector and provide smart solutions that surely involve a bit of stochastic modeling, optimization under uncertainty, and a lot of fun :).

This website  serves to compile the teaching material of the course and to provide updates on our teaching activities in the classroom.

For more technical/specific details about the course, you can consult the DTU course catalogue here.