‌List of completed Master Thesis

  • Eliza Rezvanova, “Optimal policies for battery operation and design via stochastic optimal control of jump diffusions”, MS-Thesis, KAUST, April 2021.
  • Renzo Caballero, “Stochastic Optimal Control of Renewable Energy”, MS-Thesis, KAUST, June 2019.
  • Soumaya Elkantassi, "Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models", MS-Thesis, KAUST, April 2017.
  • Marco Ballesio, "Indirect Inference for Scalar Time-homogeneous Stochastic Differential Equations Based on Moment Expansions", Master Thesis, Politecnico of Torino and Real Collegio Carlo Alberto - KAUST, January 2016.
  • Alessandro Iania, "Basket option pricing for processes with jumps using sparse grids and Fourier transforms", Master Thesis, Politecnico di Torino / KAUST, December 2015.
  • Chaouki Ben Issaid, "Bayesian Optimal Experimental Design Using Multilevel Monte Carlo", MS Thesis, KAUST, April 2015.
  • Chiheb Ben Hammouda, "Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks", MS Thesis, KAUST, April 2015.
  • Nathan Quadrio, "Multilevel Monte Carlo method for PDEs with fluid dynamic applications", Master Thesis, KAUST, October 2014.
  • Nadhir Ben Rached, "Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of Itoˆ Stochastic Differential Equations", Master Thesis, KAUST, November 2013.