David Wozabal

25 papers Journal 22Unranked 3
YearRankTypeTitle / Venue / Authors
2025 J jnl
Joint Bidding on Intraday and Frequency Containment Reserve Markets.
CoRR
Yiming Zhang, Wolfgang Ridinger, David Wozabal
2025 J jnl
Maximizing Battery Storage Profits via High-Frequency Intraday Trading.
CoRR
David Schaurecker, David Wozabal, Nils Löhndorf, Thorsten Staake
2025 J jnl
Stochastic dual dynamic programming for optimal power flow problems under uncertainty.
Eur. J. Oper. Res.
Adriana Kiszka, David Wozabal
2025 J jnl
Valuation of power purchase agreements for corporate renewable energy procurement.
Eur. J. Oper. Res.
Roozbeh Qorbanian, Nils Löhndorf, David Wozabal
2023 J jnl
Intraday power trading: toward an arms race in weather forecasting?
OR Spectr.
Thomas Kuppelwieser, David Wozabal
2023 J jnl
Risk-Averse Bargaining in a Stochastic Optimization Context.
Manuf. Serv. Oper. Manag.
Walter J. Gutjahr, Raimund M. Kovacevic, David Wozabal
2023 J jnl
The Value of Coordination in Multimarket Bidding of Grid Energy Storage.
Oper. Res.
Nils Löhndorf, David Wozabal
2022 J jnl
A stability result for linear Markovian stochastic optimization problems.
Math. Program.
Adriana Kiszka, David Wozabal
2021 J jnl
Envelope Theorems for Multistage Linear Stochastic Optimization.
Oper. Res.
Gonçalo Terça, David Wozabal
2021 J jnl
Gas storage valuation in incomplete markets.
Eur. J. Oper. Res.
Nils Löhndorf, David Wozabal
2021 J jnl
Renewable auctions: Bidding for real options.
Eur. J. Oper. Res.
David Matthäus, Sebastian Schwenen, David Wozabal
2020 J jnl
Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity.
Eur. J. Oper. Res.
David Wozabal, Gunther Rameseder
2020 J jnl
Special Issue: On the interface between optimization and probability.
Math. Program.
Raimund M. Kovacevic, Roger J.-B. Wets, David Wozabal
2017 J jnl
How Do Contract Parameters Influence the Economics of Vehicle-to-Grid?
Manuf. Serv. Oper. Manag.
Gerald Broneske, David Wozabal
2016 J jnl
Quantitative solutions for future energy systems and markets.
OR Spectr.
Johann L. Hurink, Rüdiger Schultz, David Wozabal
2016 J jnl
The effect of intermittent renewables on the electricity price variance.
OR Spectr.
David Wozabal, Christoph Graf, David Hirschmann
2014 J jnl
Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach.
Oper. Res.
David Wozabal
2013 J jnl
Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming.
Oper. Res.
Nils Löhndorf, David Wozabal, Stefan Minner
2012 J jnl
A framework for optimization under ambiguity.
Ann. Oper. Res.
David Wozabal
2012 J jnl
Value-at-Risk optimization using the difference of convex algorithm.
OR Spectr.
David Wozabal
2009 J jnl
Discussion of "The evolution of web-based optimization: From ASP to e-Services".
Decis. Support Syst.
Ronald Hochreiter, Clemens Wiesinger, David Wozabal
2009 — conf
Evolutionary Approaches for Estimating a Coupled Markov Chain Model for Credit Portfolio Risk Management.
EvoWorkshops
Ronald Hochreiter, David Wozabal
2009 J jnl
Evolutionary estimation of a Coupled Markov Chain credit risk model
CoRR
Ronald Hochreiter, David Wozabal
2005 — conf
Large-Scale Computational Finance Applications on the Open Grid Service Environment.
EGC
Ronald Hochreiter, Clemens Wiesinger, David Wozabal
2005 — conf
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets.
System Modelling and Optimization
Ronald Hochreiter, Georg Ch. Pflug, David Wozabal