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Kiszka, A.; Wozabal, D.
Stochastic Dual Dynamic Programming for Optimal Power Flow Problems under Uncertainty
2022

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Graf, C.;Kuppelwieser, T; Wozabal, D.
Frequent Auctions for the Intraday Power Markets
2022

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Kuppelwieser, T.; Wozabal, D.
Using Weather Forecasts for Algorithmic Trading on Intraday Power Markets
2020

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Nils Löhndorf, David Wozabal
A Second-Order Gradient Descent Algorithm for the Discretization of Markov Processes in Stochastic Optimization
2021