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Our group applies probability theory to research problems in energy. We study questions of flexibility, risk and optimisation in sustainable power systems, using techniques including real options analysis, stochastic control, optimal stopping and Markov Chain Monte Carlo methods.


News and events

10/2018    Optimal control of a commercial building's thermostatic load for off-peak demand response to appear in Journal of Building Performance Simulation. preprint
09/2018    Frequency violations from random disturbances: an MCMC approach accepted at CDC2018. preprint
09/2018    Seminar at University of Sussex
09/2018    Opening address at FT Digital Energy Summit 2018
06/2018    Presentation at Symposium on Optimal Stopping, Houston
05/2018    Presentation at Statistical Inference in Energy Markets, Paris
02/2018    A solvable two-dimensional degenerate singular stochastic control problem with non convex costs to appear in Mathematics of Operations Research. preprint
12/2017    Mini-course at YEQT XI: “Winterschool on Energy Systems”, Eindhoven
07/2017    Presentations at the Conference on the Mathematics of Energy Markets, Vienna and APS 2017, Chicago
07/2017    Theme issue of Philosophical Transactions A published (guest edited by JM and P Mancarella)
06/2017    Presentation at CEM2017, Oxford
05/2017    Presentation at CWI, Amsterdam  
04/2017    Presentation at NTNU, Trondheim
04/2017    Nash equilibria of threshold type for two-player nonzero-sum games of stopping to appear in Annals of Applied Probability preprint
                 Bayesian calibration and number of jump components in electricity spot price models to appear in Energy Economics preprint 
                 Optimal entry to an irreversible investment plan with non convex costs to appear in Mathematics and Financial Economics preprint
                 Three papers to appear in a theme issue of Philosophical Transactions A on Energy Management 
12/2016    Presentation at CDC, Las Vegas
Subpages (2): Group members Publications