People

Warren B. Powell is the founder and director of PENSA (the Princeton Laboratory for ENergy Systems Analysis). PENSA was created in 2010 as a spinoff of CASTLE Laboratory. Everyone in the lab at this time is working at the interface of energy and computational stochastic optimization.

Click here for a biographical summary and my c.v.

Senior research staff

• Dr. Hugo Simao - Deputy director of the lab
• Dr. Belgacem Bouzaiene-Ayari - Senior software engineer and specialist in algorithms and high performance computing.

Post-doctoral associates:

• Boris Defourny - Ph.D. Computer Science, University of Liege - Expertise at the interface of stochastic programming and machine learning.
• Arta Jamshidi - Ph.D. Mathematics, University of Colorado - Expertise in approximation theory and nonparametric statistics.
• Ricardo Collado - Ph.D. Operations Research, Rutgers - Expertise in stochastic optimization with convex risk measures
• Somayeh Moazeni - Ph.D. Computer Science, University of Waterloo - Computational stochastic optimization, risk management
• Stephan Meisel - Ph.D. Operations Research - Approximate dynamic programming, computational stochastic optimization
• Javad Khazaei - Ph.D. Operations Research - Energy markets, pricing, game theory.

Current graduate students:

• Dan Jiang (Operations Research and Financial Engineering)
• Harvey Cheng (Electrical Engineering)
• Yinzhen Jin (Civl Engineering) - Development of stochastic models of the errors in wind forecasts
• Daniel Salas (Chemical and Biological Engineering) - Optimal control of portfolios of storage devices
• Donghun Lee (Computer science) - Reinforcement learning
• Ethan Fang (ORFE) - Approximate dynamic programming in the presence of forward load and price curves.

Recent graduate students who worked at the interface of energy and algorithms:

• Warren Scott (ORFE) - Approximate dynamic programming for energy storage, optimal learning for stochastic search and methods for finding optimal portfolios of energy contracts.
• Jae Ho Kim (Electrical Engineering) - Stochastic optimization in the presence of heavy-tailed price processes
• Ilya Ryzhov (ORFE) - Optimal learning, with applications that included evaluation of energy saving technologies.
• Jun Ma (ORFE) - Approximate dynamic programming for continuous states and actions, with applications to energy storage

Current undergraduate senior thesis students:

2011-2012:

• Kevin Kim - Day-ahead unit commitment model for the SMART-ISO simulator
• Steven Chen - Hour-ahead generator optimization for the SMART-ISO simulator
• Yu-Sung Chen - Optimal learning for pricing of EV recharging stations
• Ma. Claudia Fernandez - Economics of geothermal investment in the Philippines
• Dao Mi - Hedging strategies for electricity forward contracts
• Daniel Dix - Simulation of EV charging and its effects on the PJM power grid
• Huanqi Deng - Semiparametric learning algorithms for energy storage

Undergraduate interns for summer, 2012:

• Tarun Sinha
• Steven Wang
• Henry Chai
• Ryan Peng
• Christine Feng
• Joe Yan
• Austin Wang