Renzo Caballero

Previous Members
PhD Student ​​​


Renzo Caballero has joined as an MS/Ph.D. student in the Stochastic Numerics Research Group at KAUST. Renzo is an Electric Engineer with a specialization in microelectronic design and semiconductors physics.


He obtained his Electric Engineering degree in Universidad de la Republica, Montevideo, Uruguay in 2016. In his thesis he designed, fabricated, and tested an integrated amplificator for biological signals in a 130 ƞm technology. He also took some postgraduate courses in analogic design and electrical device’s physics.

In 2019, he defended his MS Thesis in Stochastic Optimal Control with applications to energy markets. This work was a combination of mathematical modeling and engineering, numerical solutions of PDE, and optimization.

Research Interests

​Stochastic Optimal Control, non-smooth Optimization, Renewable Energy

Selected Publications

Renzo Caballero, Ahmed Kebaier, Marco Scavino, and Raúl Tempone, "A Derivative Tracking Model for Wind Power Forecast Error", arXiv, 2006.15907​, 2020


​Electric Engineering, Universidad de la Republica, Montevideo, Uruguay, 2016
MS Applies MAthematics and Computer Science, KAUST, Thuwal, KSA, 2019

Scientific and Professional Memberships

Member IEEE
Member American Mathematical Society


​Best prize at the national interest event “Ingeniería deMuestra” at School of Engineering, for having the best thesis presentation (2016)