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

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I am currently an adjunct professor at the Industrial Engineering Department of PUC-Rio and a researcher at the Laboratory of Applied Mathematical Programming and Statistics (LAMPS).

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

 

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 (stochastic, robust and distributionally robust optimization);

5.   Modern multivariate statistics and data analysis;

6.   Hierarchical optimization (multi-level optimization);

7.   Game Theory.

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