Research Area

POSTECH IME SEA Lab. aims to provide better decision-making strategies for several types of stakeholders based on the better understanding of future dynamics in complex systems and interactions among stakeholders. Our approaches are mainly based on various techniques from optimization, stochastic process, and also economics.

Particularly, we have been conducting researches based on (1) multi-period portfolio optimization models via mixed-integer linear programming or stochastic programming, (2) sequential decision process models via MDP and reinforcement learning, and (3) multi-agent system models via game theory.

(1) Multi-period portfolio optimization models via mixed-integer linear programming or stochastic programming

Research Topics

  • Bottom-up Energy System Modeling
  • Long-term Capacity Expansion Planning

Related Project

  • 불확실성을 고려한 신기후변화체제 대응 최적 기술 투자 포트폴리오 의사결정 연구
  • 한국형 상하향식 온실가스 통합 감축 시스템 개발 연구단
  • 전력수급의 환경 비용과 공급 신뢰도

 

(2) Sequential decision process models via MDP and reinforcement learning

Research Topics

  • Pricing and Revenue Management
  • Inventory Management

Related Project

  • 데이터 기반 GS 리테일 운영관리 효율화
  • 분산자원 전력중개 최적 입찰량 결정 연구

 

(3) Multi-agent system models via game theory

Research Topics

  • Market Operation Mechanism Design

Related Project

  • 분산자원 전력중개 최적 입찰량 결정 연구