Most decisions that are taken in modern society are prone to various kinds of uncertainty. For example operating a modern power grid requires to take the fluctuations of renewable energy sources into account. Thus, it is essential to study how these uncertainties affect our decisions and how better decisions can be made, based on the best data and expert knowledge available. To this end, the main areas of research considered are distributional robustness and data science. The former allows to protect a decision against likely but unwanted events such as unexpectedly calm wind, whereas the latter allows to incorporate data-driven relations, e.g. how weather affects the energy production in a whole area. By incorporating uncertainties, one aims to derive better decisions in other fields such as economics, electrical, chemical or vehicular engineering as well as metric geometry.
Jan Rolfes
Associate Professor
I am Associate Professor at the Division of Applied Mathematics (TIMA).
Optimization under uncertainty
CV in brief
- Associate Professor for Optimization under Uncertainty, Department of Mathematics, Linköping University
since 2024 - Researcher, Unit of Power Systems, RISE - Research Institutes of Sweden
since 2024 - Interim Professor for Data Driven Design of Dynamical Systems, Department of Data Science, University of Erlangen-Nuremberg, Germany
2023 to 2024
- Lecturer („Akademischer Rat“) in Data Science, University of Erlangen-Nuremberg, Germany
Advisors: Alexander Martin, Frauke Liers
2019 to 2023 - Researcher in Optimization and System Theory, Royal Institute of Technology (KTH) Stockholm, Sweden
Advisor: Jan Kronqvist
2022 to 2023
- Postdoctoral Researcher in Computer Science, University of Cologne, Germany
Advisor: Michael Jünger
2019 - PhD in Applied Mathematics, University of Cologne, Germany
Advisor: Frank Vallentin
2015 to 2019