The core of my research focuses on methodology for decision-making problems under uncertainty and applications of those techniques. On the methodology side, I am interested in the development of models that consider ambiguity in the probability distributions of the uncertainty factors in the problem. I am also interested in risk models that can be used within an integrated framework of optimization and simulation. I have also been studying models where interdependencies exist between the uncertainty factors and the operating decisions, which occurs in many practical problems.
On the application side, I am currently interested in energy planning since many of the topics in that area fall into the realm of decision-making problems under uncertainty. Energy planning is viewed here both as long term (for example, capacity planning) and short-term (management of energy systems taking into account uncertainty of renewable sources of energy). I have also worked in other applications areas such as finance, transportation and mine planning where uncertainty plays an important role.