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).
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.
My area of research is decision-making under uncertainty with applications to energy systems.
The main fields of interest are:
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Power systems operations and economics;
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Energy (electricity and gas) markets;
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Derivative and insurance pricing;
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Optimization under uncertainty;
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Statistical and Machine Learning;
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Hierarchical optimization;
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Game Theory.