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.

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

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

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.