PROGRAM FOR THURSDAY, SEPTEMBER 21ST
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09:00-10:40 Session 5A: Computational Stochastic Optimization [Invited Session]
Chair:
Location: N 13
09:00 | A matheuristic algorithm for multistage stochastic optimization SPEAKER: Unai Aldasoro ABSTRACT. Talk 71 |
09:25 | Lagrangean bounds for Combinatorial Stochastic Facility Location-assignment Problems SPEAKER: María Araceli Garín ABSTRACT. Talk 72 |
09:50 | A matheuristic for the design and planning of a closed loop supply chain with time stochastic dominance constraints SPEAKER: Susana Baptista ABSTRACT. Talk 73 |
10:15 | Resource allocation planning for natural disaster mitigation. A multistage stochastic model with endogenous uncertainty SPEAKER: Juan F. Monge ABSTRACT. Talk 74 |
09:00-10:40 Session 5B: Risk aversion and stochastic dominance in SP [Invited Session]
Chair:
Location: N 3
09:00 | Entropic measures of risk SPEAKER: Alois Pichler ABSTRACT. Talk 66 |
09:25 | Portfolio Optimization based on DARA Stochastic Dominance SPEAKER: Miloš Kopa ABSTRACT. Talk 67 |
09:50 | Risk-Averse Control of Continuous-Time Markov Processes SPEAKER: Darinka Dentcheva ABSTRACT. Talk 68 |
10:15 | Guaranteed Bounds for Multistage Stochastic Optimization Programs through stochastic dominance SPEAKER: Francesca Maggioni ABSTRACT. Talk 69 |
09:00-10:40 Session 5C: Transportation and Logistic Services
Chair:
Location: N 4
09:00 | Energy-efficient scheduling of automated container terminals using piecewise affine approximations SPEAKER: Jianbin Xin ABSTRACT. Talk 11 |
09:25 | SMACS MODEL - A Stochastic Multihorizon Approach for Charging Sites Management, Operations, Design and Expansion under Limited Capacity Conditions SPEAKER: Chiara Bordin ABSTRACT. Talk 13 |
09:50 | Valid Inequalities for a Stochastic Multi-stage Problem of Discrete Cargo Supply with Lead Times SPEAKER: Carlos E. Testuri ABSTRACT. Talk 49 |
10:15 | A stochastic programming model for optimal bus lane reservation under uncertainty SPEAKER: Peng Wu ABSTRACT. Talk 116 |
09:00-10:40 Session 5D: Stochastic Optimization Methods II
Chair:
Location: N 14
09:00 | On adaptive Markov Chain Monte Carlo method SPEAKER: Leonidas Sakalauskas ABSTRACT. Talk 9 |
09:25 | Sample Average Approximation Method for Stochastic Programming Problems with Probabilistic Criteria SPEAKER: Sergey Ivanov ABSTRACT. Talk 14 |
09:50 | Scenario trees vs. Scenario Lattices in Stochastic Optimization SPEAKER: Vadim Gorski ABSTRACT. Talk 38 |
10:15 | Scenario-based decomposition technique for selected chance-constrained convex optimization problems SPEAKER: Jakub Kůdela ABSTRACT. Talk 41 |
09:00-10:40 Session 5E: Manufacturing and Services II
Chair:
Location: N 10
09:00 | Robust Capacity Planning Under Service Constraints SPEAKER: Hussein Naseraldin ABSTRACT. Talk 7 |
09:25 | Optimization of time-dependent processing rates in stochastic systems SPEAKER: Raik Stolletz ABSTRACT. Talk 52 |
09:50 | The Robust Machine Availability Problem SPEAKER: Guopeng Song ABSTRACT. Talk 84 |
10:15 | A Stability Result for Linear Markov Decision Processes SPEAKER: Adriana Kiszka ABSTRACT. Talk 103 |
10:40-11:10Coffee Break
11:10-12:10 Session 6: Plenary Lecture
Chair:
Location: N 10
11:10 | Capacity Planning for Project Management by Adaptive Robust Optimization SPEAKER: Nicholas G. Hall ABSTRACT. Talk 112 |
12:10-14:00Lunch Time
14:00-15:40 Session 7A: Time consistent multistage risk averse measures and experiences [Invited Session]
Chair:
Location: N 13
14:00 | Risk management for forestry planning SPEAKER: Antonio Alonso-Ayuso ABSTRACT. Talk 55 |
14:25 | Risk management for rapid transit network capacity expansion planning SPEAKER: Luis Cadarso ABSTRACT. Talk 56 |
14:50 | Risk management for tactical supply chain planning SPEAKER: Laureano F. Escudero ABSTRACT. Talk 57 |
15:15 | Risk management for electricity transmission and generation capacity expansion planning SPEAKER: Laureano F. Escudero ABSTRACT. Talk 58 |
14:00-15:40 Session 7B: Stochastic optimization for Electricity Markets between Technical and Financial Aspects [Invited Session]
Chair:
Location: N 3
14:00 | Explicit solutions of stochastic energy storage problems SPEAKER: Martin Densing ABSTRACT. Talk 75 |
14:25 | Value of Flexible Resources, Virtual Bidding, and Self-Scheduling in Two-Settlement Electricity Markets With Wind Generation SPEAKER: Jalal Kazempour ABSTRACT. Talk 76 |
14:50 | Valuation and Pricing of Electricity Delivery Contracts - the Producer's View SPEAKER: Raimund Kovacevic ABSTRACT. Talk 77 |
15:15 | Risk-aversion in Capacity Mechanisms – Computing Stochastic Market Equilibria using ADMM SPEAKER: Hanspeter Höschle ABSTRACT. Talk 78 |
14:00-15:40 Session 7C: Optimal risk control on selected financial applications [Invited Session]
Chair:
Location: N 4
14:00 | Volatility vs. downside risk: performance protection in dynamic portfolio strategies SPEAKER: Diana Barro ABSTRACT. Talk 80 |
14:25 | Portfolio Optimization with Expectiles SPEAKER: Fabio Bellini ABSTRACT. Talk 81 |
14:50 | Longevity Swap Pricing through Dynamic Stochastic Programming SPEAKER: Davide Lauria ABSTRACT. Talk 82 |
15:15 | Goal-based wealth management and long-term individual financial planning SPEAKER: Giorgio Consigli ABSTRACT. Talk 83 |
14:00-15:40 Session 7D: Supply Chain and Services
Chair:
Location: N 14
14:00 | Discontinuous Demand Functions: Estimation and Pricing SPEAKER: Arnoud Den Boer ABSTRACT. Talk 12 |
14:25 | Waste Reduction in Packaged Fresh Food Supply Chain Planning SPEAKER: Renato Mari ABSTRACT. Talk 85 |
14:50 | Optimal Strategies for RFID Implementation in Multi-Echelon Supply Chain SPEAKER: Pritee Ray ABSTRACT. Talk 104 |
15:15 | Assortment and inventory planning under limited production capacity SPEAKER: Satyaveer Chauhan ABSTRACT. Talk 105 |
14:00-15:40 Session 7E: Stochastic and Robust Optimization for Railway Operations Management I [Invited Session]
Chair:
Location: N 10
14:00 | From Reactive to Predictive Regulation in Metros SPEAKER: Karim Kecir ABSTRACT. Talk 20 |
14:25 | A bi-objective approach for robust train platforming SPEAKER: Franck Kamenga ABSTRACT. Talk 22 |
14:50 | A Two-Stage Stochastic Mixed Integer Optimisation Model for High-Speed Passenger Rail Line Planning Problem SPEAKER: Bisheng He ABSTRACT. Talk 34 |
15:15 | A short turning strategy for an urban rail transit line with multiple depots SPEAKER: Yihui Wang ABSTRACT. Talk 97 |
15:40-16:40Tea Break
20:00-23:00 Session : Conference Dinner
Location: External Location 2