• Personal Info
• Publications

Personal Info

I was born in Naples (Italy) in 1985. I received my MS in Management Engineering in 2010 from the University of Siena. Currently I am a doctoral student in Information and Communication Technologies at the University of Trento (Italy). Since September 2011 I joined the DYSCO research unit at IMT Lucca as a research collaborator.

My main interests include stochastic control and energy related problems. See my full curriculum vitae and my publications.

Publications

Refereed Proceedings

• L. Puglia, D. Bernardini and A. Bemporad, A multi-stage stochastic optimization approach to optimal bidding on energy markets, in Proc. 50th IEEE Conf. on Decision and Control and European Control Conference, Orlando, FL, 2011. To appear.
  
• A. Bemporad, L. Puglia and T. Gabbriellini, A stochastic Model predictive control approach to dynamic option hedging with transaction costs, in Proc. of American Control Conference, San Francisco, CA, 2011, pp. 3862-3867.
  
• A. Bemporad, T. Gabbriellini, L. Puglia and L. Bellucci, Scenario-based stochastic model predictive control for dynamic option hedging, in Proc. 49th IEEE Conf. on Decision and Control, Atlanta, GA, 2010, pp. 6089-6094.
  

Submitted Papers

• L. Puglia, A. Jokic and A. Virag, Double-sided ancillary services markets: design and optimal bidding strategies, accepted at 10th International Conf. on the European Energy Market, Stockolm, Sweden, 2013.
  
• A. Bemporad, L. Puglia and T. Gabbriellini, Stochastic model predictive control for dynamic option hedging with transaction costs, submitted for journal publication.
  

Theses

• L. Puglia, Stochastic model predictive control for dynamic hedging of financial options, M.E. thesis, University of Siena, Italy, April 2010. In Italian.
  
• L. Puglia, Generation and solution of instances for a sequencing problem in a steel plant, B.S. thesis, University of Siena, Italy, December 2007. In Italian.