The Department of Mathematics and Mathematical Statistics at Umeå University is offering a postdoctoral scholarship on stochastic optimization with applications. The scholarship is full-time for two years with access February 1 2024, or by agreement.

Project description:
The project will focus on building efficient management strategies for electricity production (e.g. solar, wind and hydropower). Our approach will include mathematical modelling, stochastic differential equations (partial and/or ordinary), dynamic programming, optimal switching theory, classical optimization, numerical solution methods, and programming.

You will carry out collaborative research according to a mutually agreed research plan. The postdoc will become a part of the research group in mathematical modelling and analysis (www.umu.se/en/research/groups/mathematical-modeling-and-analysis) and also be offered the opportunity to present the research at international conferences and to participate in joint workshops and seminars.

This postdoctoral fellowship is financed by The Kempe Foundations and amounts to 336000 SEK per year.

About Umeå:
Umeå is a young city located on the shores of Umeå river and is surrounded by forests and lakes and lies close to the sea. The city itself offers a rich cultural life, with many pubs, cafés, restaurants, concerts and festivals. Everything is close by, be it the university, the gym, the city center, a concert hall, or a cross-country skiing track.