Miguel Picallo

Research interests:

• Optimization:

  • Stochastic: chance-constraints, distributionally robust (data-driven, scenario-approach)

  • Real-time optimization of time-varying systems using feedback control

  • Multilevel optimization

• Systems & Control:

  • Kalman filtering

  • Nonlinear control design

  • Time-scale separation and singular perturbation

• Smart grids - power systems applications:

  • Stochastic AC Optimal Power Flow

  • State estimation with scarce data

  • Optimal sensor placement