Laura Puglia

According to our database, Laura Puglia authored at least 3 papers between 2010 and 2011.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2011

A multi-stage stochastic optimization approach to optimal bidding on energy markets.

Laura Puglia, Daniele Bernardini, Alberto Bemporad

Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

A stochastic model predictive control approach to dynamic option hedging with transaction costs.

Alberto Bemporad, Laura Puglia, Tommaso Gabbriellini

Proceedings of the American Control Conference, 2011

2010

Scenario-based stochastic model predictive control for dynamic option hedging.

Alberto Bemporad, Tommaso Gabbriellini, Laura Puglia, Leonardo Bellucci

Proceedings of the 49th IEEE Conference on Decision and Control, 2010