PROGRAM FOR FRIDAY, SEPTEMBER 22ND
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09:00-10:40 Session 9A: ECSO-Young [Invited Session]
Chair:
Location: N 13
| 09:00 | A Simulation-based Markov Decision Process for the Scheduling of Operating Theatres SPEAKER: Anders Reenberg Andersen ABSTRACT. Talk 15 |
| 09:25 | Optimizing the Profitable k-Traveling Repairman Problem under Uncertainty: A Comprehensive Metaheuristic Framework SPEAKER: Sara Khodaparasti ABSTRACT. Talk 63 |
| 09:50 | Scheduled Service Network Design with Stochastic Travel Times SPEAKER: Giacomo Lanza ABSTRACT. Talk 64 |
| 10:15 | Managing shutdown risk in commodity and energy production SPEAKER: Alessio Trivella ABSTRACT. Talk 65 |
09:00-10:40 Session 9B: Air Traffic Management: Stochastic and data driven approaches [Invited Session]
Chair:
Location: N 3
| 09:00 | A data-driven approach to 4D-trajectories selection in the European Airspace SPEAKER: Luigi De Giovanni ABSTRACT. Talk 59 |
| 09:25 | Data-driven modelling and validation of aircraft inbound-flow at some major European airports SPEAKER: Carlo Lancia ABSTRACT. Talk 60 |
| 09:50 | Tactical Optimisation for the Management of Scarce Resources at Busy Airports SPEAKER: Rob Shone ABSTRACT. Talk 61 |
| 10:15 | A new MIP model for the Air Traffic Flow Management Problem SPEAKER: David García Heredia ABSTRACT. Talk 62 |
09:00-10:40 Session 9C: Stochastic Optimization and Differential Equations [Invited Session]
Chair:
Location: N 4
| 09:00 | Adjoint Assisted Surrogate Modeling for Robust Design with Multiple Objectives SPEAKER: Lisa Kusch ABSTRACT. Talk 106 |
| 09:25 | A Stochastic Quasigradient Descent Algorithm for Shape Optimization SPEAKER: Caroline Geiersbach ABSTRACT. Talk 113 |
| 09:50 | Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model SPEAKER: Raimund Kovacevic ABSTRACT. Talk 114 |
| 10:15 | Metamodel Uncertainty in Simulation-Optimization: a Bootstrap Analysis SPEAKER: Gabriella Dellino ABSTRACT. Talk 79 |
09:00-10:40 Session 9D: Power and Gas applications
Chair:
Location: N 14
| 09:00 | A Stochastic Programming approach for Annual Delivery Program creation in Liquefied Natural Gas Supply Chains SPEAKER: Armando Guarnaschelli ABSTRACT. Talk 10 |
| 09:25 | Probability of Feasible Loads in Passive Gas Networks SPEAKER: Sabrina Nitsche ABSTRACT. Talk 21 |
| 09:50 | Multi-horizon Stochastic Planning on the European Power System SPEAKER: Hector Marañón-Ledesma ABSTRACT. Talk 26 |
| 10:15 | Multi market bidding strategies for demand side flexibility aggregators in electricity markets SPEAKER: Asgeir Tomasgard ABSTRACT. Talk 36 |
09:00-10:40 Session 9E: Stochastic Optimization Methods III
Chair:
Location: N 10
| 09:00 | Stress-testing of pension fund ALM models with stochastic dominance constraints SPEAKER: Sebastiano Vitali ABSTRACT. Talk 98 |
| 09:25 | On risk averse competitive equilibrium SPEAKER: Vincent Leclere ABSTRACT. Talk 23 |
| 09:50 | A Random Perturbation of the Gradient approach for Global Optimization of Stochastic Functions SPEAKER: Rafael Lopez ABSTRACT. Talk 47 |
| 10:15 | Extracting ’Greeks’ from Multistage Linear Stochastic Optimization: Computing parameter sensitivities in Approximate Dual Dynamic Programming SPEAKER: Goncalo Terca ABSTRACT. Talk 93 |
10:40-11:10Coffee Break
11:10-12:40 Session 10: Tutorial
Chair:
Location: N 10
| 11:10 | Tutorial: A Unified Framework for Optimization under Uncertainty SPEAKER: Warren B. Powell ABSTRACT. Talk 86 |
12:40-14:00Lunch Time
14:00-15:40 Session 11A: Scheduling under Uncertainty
Chair:
Location: N 13
| 14:00 | Exact approaches for the adjustable robust resource-constrained project scheduling problem SPEAKER: Maria Elena Bruni ABSTRACT. Talk 24 |
| 14:25 | Discrete Conditional Value-at-Risk for the Makespan in Temporal Networks Under Imperfect Information SPEAKER: Marco Pranzo ABSTRACT. Talk 70 |
| 14:50 | Local search for stochastic parallel machine scheduling: improving performance by estimating the makespan SPEAKER: Marjan Van Den Akker ABSTRACT. Talk 100 |
| 15:15 | Sequencing with Uncertain Processing Times and Release Dates SPEAKER: Claus Gwiggner ABSTRACT. Talk 121 |
14:00-15:40 Session 11B: Stochastic and Robust Optimization for Railway Operations Management II [Invited Session]
Chair:
Location: N 3
| 14:00 | Differential Transit Periods of China’s Railway Freight Transportation Based on OD SPEAKER: Jinchuan Zhang ABSTRACT. Talk 91 |
| 14:25 | A Two-stage stochastic optimization framework for train rescheduling considering backup trains in a metro line with disruptions SPEAKER: Jiateng Yin ABSTRACT. Talk 96 |
| 14:50 | Robustness and stability of integrated stochastic optimization approaches for scheduling trains and railway infrastructure maintenance SPEAKER: Gabriele Centulio ABSTRACT. Talk 8 |
| 15:15 | Rail Yield Management at Trenitalia SPEAKER: Alessandra Berto ABSTRACT. Talk 120 |
14:00-15:40 Session 11C: Insurance, premium principles and model uncertainty [Invited Session]
Chair:
Location: N 4
| 14:00 | On randomized reinsurance contracts SPEAKER: Arian Cani ABSTRACT. Talk 122 |
| 14:25 | Optimal Investment for a Retirement Plan with Deferred Annuities SPEAKER: Chul Jang ABSTRACT. Talk 101 |
| 14:50 | Insurance and model uncertainty for measuring the risk premia in energy markets SPEAKER: Debora Daniela Escobar ABSTRACT. Talk 118 |
| 15:15 | Model error in premium calculation. Applications in climate-change events. SPEAKER: Corina Birghila ABSTRACT. Talk 119 |
14:00-15:40 Session 11D: Discrete and Integer Models
Chair:
Location: N 14
| 14:00 | The Static and Stochastic VRPTW with both random Customers and Reveal Times SPEAKER: Michael Saint-Guillain ABSTRACT. Talk 4 |
| 14:25 | MILP-based models for non-stationary stochastic lot-sizing strategies SPEAKER: Mengyuan Xiang ABSTRACT. Talk 16 |
| 14:50 | A Branch-and-Bound Approach for Multi-Stage Stochastic Mixed-0-1 Programs SPEAKER: Tanya Gonser ABSTRACT. Talk 27 |
| 15:15 | Decomposition Methods for Stochastic Steiner Trees SPEAKER: Ivana Ljubic ABSTRACT. Talk 109 |