2026-IpdDip-01-mate - Stochastic optimization for intraday electricity markets with constraints on risk measures

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Organisation/Company Università di Pavia Research Field Mathematics Researcher Profile Recognised Researcher (R2) Leading Researcher (R4) First Stage Researcher (R1) Established Researcher (R3) Application Deadline 8 Sep 2026 - 12:00 (UTC) Country Italy Type of Contract To be defined Job Status Not Applicable Is the job funded through the EU Research Framework Programme? Not funded by a EU programme Is the Job related to staff position within a Research Infrastructure? No
Offer Description
The winner will contribute to the development of models and algorithms for optimizing bids on intraday electricity markets. The stochastic optimization models will be based on various risk measures, including, for example, Conditional Value at Risk, and will be applied to real data from the Italian electricity market (historical time series from the last 5 years). The models will be implemented in Python using both commercial and academic MILP solvers. The research results will be disseminated through conference proceedings and international journals.




The winner will also participate in and coordinate some activities of the research group, including the organization of periodic research seminars and the supervision of PhD students, as well as master's and bachelor's degree students.
The public call with detailed attendance and selection rules (Art 4 and 6) can be found at: https://pica.cineca.it/unipv/tipologia/idr
The selections are open to candidates, Italian or foreigner, in possession, on the date of the deadline for submitting applications for the admission to the selection, of a research doctorate (PhD) or equivalent qualification obtained abroad, or, for the sectors concerned, a medical specialization qualification,preferably in Operations Research.The educational qualification has to concern the research theme.
Further specific assessable qualifications (see Art. 1 par. 1 Call for applications):
- Master's Degree preferably in Mathematics
- PhD preferably in Operations Res

Vedi l’offerta su Go Lavoro: golavoro.it/annuncio-lavoro/7e9llt