Laura Puglia

Publication Activity (10 Years)

Years Active: 2010-2011
Publications (10 Years): 0

Publications

Alberto Bemporad, Laura Puglia, Tommaso Gabbriellini
A stochastic model predictive control approach to dynamic option hedging with transaction costs. ACC (2011)
Laura Puglia, Daniele Bernardini, Alberto Bemporad
A multi-stage stochastic optimization approach to optimal bidding on energy markets. CDC/ECC (2011)
Alberto Bemporad, Tommaso Gabbriellini, Laura Puglia, Leonardo Bellucci
Scenario-based stochastic model predictive control for dynamic option hedging. CDC (2010)