Stockholm university

Adrián Esteban PerezAssociate Senior Lecturer

About me

I am an Associate Senior Lecturer at the Department of Computer and Systems Sciences (DSV) since August 2025. Previously I was postdoctoral researcher at the Rotterdam School of Management (The Netherlands) and the University of Malaga (Spain). Also I have done several research stays at EPFL in Lausanne (Swizterland). I completed my PhD at the University of Malaga under the supervision of Prof. Juan M. Morales within OASYS research group.

Teaching

At Rotterdam School of Management I have supervised 5 Master students in forecasting and energy systems topics. At DSV I am involved in decision analysis courses at master lwvwl.

 

 

Research

My lines of research within Mathematics (Operations Research and Statistics) have a clear interdisciplinary nature, including contributions to Mathematical Optimization and Statistics through my published work on the theoretical foundations of decision-making under uncertainty via Stochastic Optimization in the field of Prescriptive Analytics, with applications in energy systems, management sciences, and finance. My network of collaborators spans the University of Málaga, London Business School, Rutgers University, Rotterdam School of Management, and the École Polytechnique Fédérale de Lausanne (EPFL).

Congress and conferences

  1. Invited speaker at the seminar of the Reliability         and Risk Engineering Laboratory, Institute of Energy and Process Engineering, Department of Mechanical and Process Engineering, ETH Zurich.
  2. A. Esteban-Pérez, Data-driven Inverse Optimization for load forecasting and demand flexibility, ECSO-CMS 2024, Stockholm, Sweden, 4-5th July 2024.

  3. A. Esteban-Pérez, Load forecasting and demand flexibility via inverse optimization (invited speaker), Netherlands OML Conference 2024, The Netherlands, 30-31th May 2024.

  4. A. Esteban-Pérez, Forecasting the electricity demand flexibility via data-driven inverse optimization, 15th Workshop on Stochastic Models, Statistics and Their Applications (SMSA 2024), Delft , The Netherlands, 12-15th March 2024.

  5. A. Esteban-Pérez, Load forecasting and demand flexibility via inverse optimization (invited speaker), NWO NERA Energy Symposium, Utrecht, The Netherlands, 2nd February 2024.

  6. A. Esteban-Pérez, Y. Rychener, J.M. Morales and D. Kuhn, Data-driven distributionally robust optimization with multiple datasets: Applications to the OPF problem, INFORMS 22, Indianapolis, USA,16-19th October, 2022.

  7. A. Esteban-Pérez and J.M. Morales, Distributionally robust stochastic programs with side information based on trimmings, Selected as one of the finalists for best student paper

    ECSO-CMS 2022, Venice, Italy, 29-30th June 1st July, 2022.

  8. J.M. Morales and A. Esteban-Pérez, Distributionally robust chance-constrained optimal power flow with contextual information, ECSO-CMS 2022, Venice, Italy, 29-30th June 1st July, 2022.

  9. J.M. Morales and A. Esteban-Pérez, Distributionally robust optimization with side information based on probability trimmings and optimal transport, SEIO 2022, Granada, Spain, 7 - 10 June, 2022.

  10. A. Esteban-Pérez and J.M. Morales, Distributionally Robust Optimal Power Flow with Contextual Information, College of Management of Technology (CMD) Seminar, Ecole Polythechnique Fédérale de Lausanne (EPFL), Lausanne, Switzerland, 30 November, 2021.

  11. A. Esteban-Pérez and J.M. Morales, Distributionally robust optimization with side information based on probability trimmings and optimal transport, 31st European Conference on Operational Research (EURO 2021), Athens, Greece, 11-14 July 2021.

  12. A. Esteban-Pérez and J. M. Morales, Distributionally Robust Prescriptive Analytics Based On Optimal Transport, INFORMS Annual Meeting, Washington DC, USA, 7-13 November 2020.

  13. A. Esteban-Pérez and J. M. Morales, Data-Driven Distributionally Robust Optimization Via Optimal Transport With Order Cone Constraints, The XV International Conference on Stochastic Programming (ICSP XV), Trondheim, Norway, 29th Jul.-2nd Aug., 2019.

  14. A. Esteban-Pérez and J. M. Morales, Data-driven Distributionally Robust Optimization with Wasserstein Metric, Moment Conditions and Robust Constraints, 29th European Conference on Operational Research (EURO), Valencia, Spain, 8-11th Jul., 2018.

 

 

 

Most recent research projects and grants

 

As a participant of the following projects:

  1.  [101036594-MAGPIE]: sMArt Green Ports as Integrated Efficient multimodal hubs (01/10/2021 - 30/09/26). Funding amount: 24.964.564,23€. Funding entity: H2020 – European Commission. Web address: https://www.magpie-ports.eu/magpie-project/
  2. [755705 - FlexAnalytics]: Advanced Analytics to Empower the Small Flexible Consumers of Electricity (01/02/2018 - 31/01/2024). Funding amount: 1.203.125€. Funding Entity: European Research Council, ERC Starting Grant 2017.
  3. [PID2020-115460GB-I00 – DYCON]: Data-driven Optimization Under a Dynamic Context (01/09/2021 - 31/08/2024). Funding amount: 96.800€. Funding Entity: Spanish Ministry of Innovation & Science.
  4.  [P20-00153 – MOMIC]: Mathematical Optimization Methods for Decision Making Using Contextual Information (23/06/2021 - 31/12/2022). Funding amount:  66.000€. Funding Entity: Regional Government of Andalusia (Council for Economic Transformation, Industry, Knowledge and Universities).

 

Publications

Articles in Refereed Journals

  1. A. Esteban-Pérez and J. M. Morales. "Distributionally robust stochastic programs with side information based on trimmings." Mathematical Programming 195.1 (2022): 1069-1105. https://doi.org/10.1007/s10107-021-01724-0
  2. A. Esteban-Pérez and J. M. Morales (2023). Distributionally Robust Optimal Power Flow with Contextual Information. European Journal of Operational Research, 306(3):1047-1058. https://doi.org/10.1016/j.ejor.2022.10.024
  3. A. Esteban-Pérez and J.M. Morales (2022). Partition-based distributionally robust optimization via optimal transport with order cone constraints. 4OR-Q J Oper Res 20, 465–497 (2022). https://doi.org/10.1007/s10288-021-00484-z

 

 

Operations Research; Decision Analysis; Forecasting; Optimization; Energy Systems; Energy Economics; Management Science; Risk and Decision Analysis; Probability and Mathematical programming; Optimization under uncertainty; Data-driven Optimization

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