David Wozabal

Publication Activity (10 Years)

Years Active: 2005-2023
Publications (10 Years): 12

Top Topics

Storage Systems

Stochastic Optimization

Top Venues

Eur. J. Oper. Res.

Manuf. Serv. Oper. Manag.

Publications

Nils Löhndorf, David Wozabal
The Value of Coordination in Multimarket Bidding of Grid Energy Storage. Oper. Res. 71 (1) (2023)
Walter J. Gutjahr, Raimund M. Kovacevic, David Wozabal
Risk-Averse Bargaining in a Stochastic Optimization Context. Manuf. Serv. Oper. Manag. 25 (1) (2023)
Thomas Kuppelwieser, David Wozabal
Intraday power trading: toward an arms race in weather forecasting? OR Spectr. 45 (1) (2023)
Adriana Kiszka, David Wozabal
A stability result for linear Markovian stochastic optimization problems. Math. Program. 191 (2) (2022)
Gonçalo Terça, David Wozabal
Envelope Theorems for Multistage Linear Stochastic Optimization. Oper. Res. 69 (5) (2021)
David Matthäus, Sebastian Schwenen, David Wozabal
Renewable auctions: Bidding for real options. Eur. J. Oper. Res. 291 (3) (2021)
Nils Löhndorf, David Wozabal
Gas storage valuation in incomplete markets. Eur. J. Oper. Res. 288 (1) (2021)
Raimund M. Kovacevic, Roger J.-B. Wets, David Wozabal
Special Issue: On the interface between optimization and probability. Math. Program. 181 (2) (2020)
David Wozabal, Gunther Rameseder
Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity. Eur. J. Oper. Res. 280 (2) (2020)
Gerald Broneske, David Wozabal
How Do Contract Parameters Influence the Economics of Vehicle-to-Grid? Manuf. Serv. Oper. Manag. 19 (1) (2017)
Johann L. Hurink, Rüdiger Schultz, David Wozabal
Quantitative solutions for future energy systems and markets. OR Spectr. 38 (3) (2016)
David Wozabal, Christoph Graf, David Hirschmann
The effect of intermittent renewables on the electricity price variance. OR Spectr. 38 (3) (2016)
David Wozabal
Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach. Oper. Res. 62 (6) (2014)
Nils Löhndorf, David Wozabal, Stefan Minner
Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming. Oper. Res. 61 (4) (2013)
David Wozabal
A framework for optimization under ambiguity. Ann. Oper. Res. 193 (1) (2012)
David Wozabal
Value-at-Risk optimization using the difference of convex algorithm. OR Spectr. 34 (4) (2012)
Ronald Hochreiter, Clemens Wiesinger, David Wozabal
Discussion of "The evolution of web-based optimization: From ASP to e-Services". Decis. Support Syst. 47 (1) (2009)
Ronald Hochreiter, David Wozabal
Evolutionary Approaches for Estimating a Coupled Markov Chain Model for Credit Portfolio Risk Management. EvoWorkshops (2009)
Ronald Hochreiter, David Wozabal
Evolutionary estimation of a Coupled Markov Chain credit risk model CoRR (2009)
Ronald Hochreiter, Georg Ch. Pflug, David Wozabal
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets. System Modelling and Optimization (2005)
Ronald Hochreiter, Clemens Wiesinger, David Wozabal
Large-Scale Computational Finance Applications on the Open Grid Service Environment. EGC (2005)