2026-IpdDip-01-mate - Stochastic optimization for intraday electricity markets with constraints on risk measures
Pubblicato il 25-08-2026 - Italian Ministry of Education, University and Research in Italia
ppOrganisation/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 /ph3Offer Description /h3pThe 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.br/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. /ppThe public call with detailed attendance and selection rules (Art 4 and 6) can be found at: 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. /ppFurther specific assessable qualifications (see Art. 1 par. 1 Call for applications): /pulliMaster's Degree preferably in Mathematics /liliPhD preferably in Operations Research /liliPrevious experience in research projects in the energy sector (such as, for example, Optimal Bidding and AC-OPF) /liliExcellent Python programming skills /liliKnowledge of MILP solvers such as Gurobi and HiGHS /liliAvailability for travel to industrial partners /li /ulpKnowledge of Italian is required in order to communicate with industrial partners. /pulliAFRICA /liliEUROPE /liliOCEANIA /liliNORTH AMERICA /liliSOUTH AMERICA /liliASIA /liliOTHER /li /ulpbEligibility of fellows: country/ies of residence: /b /pulliAFRICA /liliEUROPE /liliOCEANIA /liliNORTH AMERICA /liliSOUTH AMERICA /liliASIA /liliOTHER /li /ulpbEligibility of fellows: nationality/ies: /b /pulliAFRICA /liliEUROPE /liliOCEANIA /liliNORTH AMERICA /liliSOUTH AMERICA /liliASIA /liliOTHER /li /ulh3Selection process /h3 /p #J-18808-Ljbffr