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 about “Business Operation Design” and “Sequential/Multi-agent Decision System Operation” based on (1) multi-period portfolio optimization models via mixed-integer linear programming or stochastic programming, (2) sequential decision process models via stochastic dynamic programming and reinforcement learning, and (3) multi-agent system models via game theory and multi-agent learning.

(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 Projects]

  • 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 stochastic dynamic programming and reinforcement learning

[Research Topics]

  • Pricing and Revenue Management
  • Inventory Management

[Related Projects]

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

(3) Multi-agent system models via game theory and multi-agent learning

[Research Topics]

  • Market Operation Mechanism Design

[Related Projects]

  • 분산자원 전력중개 최적 입찰량 결정 연구