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Biosketch

I hold a B.Sc. in Industrial and Electrical Engineering, an M.Sc., and a Ph.D. in Operations Research, all from the Pontifical Catholic University of Rio de Janeiro (PUC-Rio). I also worked as a visiting Ph.D. student in the Industrial and Systems Engineering Department at the Georgia Institute of Technology (ISyE-GA Tech).

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I am an adjunct professor in the Industrial Engineering Department at PUC-Rio, a researcher at the Laboratory of Applied Mathematical Programming and Statistics (LAMPS), and an Associate Editor for the Journal of Modern Power Systems and Clean Energy. 

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My area of research is decision-making under uncertainty with applications to energy systems.

 

The main fields of interest are:

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  1.   Power systems operations and economics;

  2.   Energy (electricity and gas) markets;

  3.   Derivative and insurance pricing;

  4.   Optimization under uncertainty;

  5.   Statistical and Machine Learning;

  6.   Hierarchical optimization;

  7.   Game Theory.

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