Projects
MONES - Mathematical Methods for the Optimization of District Heating Networks and Geothermal Storages
DFG-Project: CESMO - Contain Epidemics with Stochastic Mixed-Integer Optimal Control
DAAD-Project: PeStO - Perspectives in Stochastic Optimization and Applications
AiF-Project: Simulation of the long-term behavior of a geothermal storage (eTank) for buffering solar-thermal energy
Utility maximization under partial information with expert opinions
Stochastic Optimal Control Problems with Applications in Energy Economics
Portfolio optimization under dynamic risk constraints
Stochastic Galerkin Methods: Fundamentals and Algorithms mit H.-J. Starkloff (TU Bergakademie Freiberg) und O. Ernst (TU Chemnitz)