PROGRAM FOR WEDNESDAY, SEPTEMBER 20TH
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14:00-15:15 Session 2A: Stochastic optimization in Energy [Invited Session]
Chair:
Location: N 13
14:00 | Optimal sizing of energy storage systems based on two-stage stochastic programming SPEAKER: Martina Bucciarelli ABSTRACT. Talk 18 |
14:25 | Decision-making Under Uncertainty for Fuel Contracting of Combined Heat and Power Plants SPEAKER: Ignacio Blanco ABSTRACT. Talk 88 |
14:50 | A Stochastic Programming Approach for the Optimal Management of Aggregated Distributed Energy Resources SPEAKER: Patrizia Beraldi ABSTRACT. Talk 89 |
14:00-15:15 Session 2B: Ambiguity and Uncertainty in Financial Optimization [Invited Session]
Chair:
Location: N 3
14:00 | Acceptability Pricing of Contingent Claims Under Model Ambiguity Using Stochastic Optimization SPEAKER: Martin Glanzer ABSTRACT. Talk 5 |
14:25 | On a Risk Averse Formulation for Complementarity Problems under Stochastic Uncertainty SPEAKER: Johanna Burtscheidt ABSTRACT. Talk 44 |
14:50 | Indifference pricing of natural gas storage contracts SPEAKER: David Wozabal ABSTRACT. Talk 51 |
14:00-15:15 Session 2C: Stochastic Optimization Applications I
Chair:
Location: N 4
14:00 | A two-stage stochastic optimization model for delineating rectangular management zones SPEAKER: Victor M. Albornoz ABSTRACT. Talk 45 |
14:25 | A Framework for dealing with Baseline Uncertainty: An Analysis of China’s Intensity Target SPEAKER: Anastasis Giannousakis ABSTRACT. Talk 94 |
14:50 | Coordination in Supply Chain through Option Contract under Disruption risk SPEAKER: Pritee Ray ABSTRACT. Talk 102 |
14:00-15:15 Session 2D: Power and Water Management
Chair:
Location: N 14
14:00 | Optimal Bidding Strategies on the Day-Ahead Electricity Market for a Hydro Power Producer: A Hybrid CPU-GPU Implementation SPEAKER: Martin Biel ABSTRACT. Talk 25 |
14:25 | Stochastic Decomposition applied to large-scale hydro valleys management SPEAKER: François Pacaud ABSTRACT. Talk 35 |
14:50 | Parallelization Strategies For Distributed Stochastic Decomposition Algorithms Applied to Large Scale Hydropower Scheduling SPEAKER: Salvador Flores ABSTRACT. Talk 105 |
15:20-16:20 Session 3: Plenary Lecture
Chair:
Location: N 10
15:20 | The Effects of Learning and Competition in Dynamic Stochastic Optimization SPEAKER: John Birge ABSTRACT. Talk 111 |
16:20-16:50Tea Break
16:50-18:05 Session 4A: Networks and Services
Chair:
Location: N 13
16:50 | Production-Distribution Network Design Problem with Partial Demand Information SPEAKER: Cheng-Hu Yang ABSTRACT. Talk 19 |
17:15 | Closed Loop Supply Chain Network Design for the Marble Industry: A stochastic robust approach SPEAKER: Burcu Kubur Özbel ABSTRACT. Talk 42 |
17:40 | Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design SPEAKER: Nilay Noyan ABSTRACT. Talk 50 |
16:50-18:05 Session 4B: Simulation and Optimization
Chair:
Location: N 3
16:50 | Water Supply Systems Management by Optimizing Simulation Model with Stochastic Gradient Methods SPEAKER: Jacopo Napolitano ABSTRACT. Talk 17 |
17:15 | Modelling investment in energy markets: stochastic equilibrium problem defined on simulation model SPEAKER: Alexei Gaivoronski ABSTRACT. Talk 53 |
17:40 | Using Simulation Models Structure for optimization: an application to queuing systems SPEAKER: Andrea Matta ABSTRACT. Talk 117 |
16:50-18:30 Session 4C: Stochastic Optimization Methods I
Chair:
Location: N 4
16:50 | Interior-point methods for stochastic nonsymmetric conic optimization SPEAKER: Baha Alzalg ABSTRACT. Talk 3 |
17:15 | Structural properties of probability constraints SPEAKER: Wim Van Ackooij ABSTRACT. Talk 6 |
17:40 | Stochastic Constraint Programming as Reinforcement Learning SPEAKER: Steven Prestwich ABSTRACT. Talk 39 |
18:05 | Combined Stochastic Fractal Optimization and Neural Networks to Predict Hygrothermal Behavior of Building Materials SPEAKER: Roberto Zanetti Freire ABSTRACT. Talk 92 |
16:50-18:05 Session 4D: Manufacturing and Services I
Chair:
Location: N 14
16:50 | Strong Convexity for Mean-Risk Models with Complete Linear Recourse SPEAKER: Kai Arne Spürkel ABSTRACT. Talk 28 |
17:15 | Multi-criteria decision making for a risk-averse manufacturer SPEAKER: Sebastian Rojas Gonzalez ABSTRACT. Talk 30 |
17:40 | Analysis of the Value of Component Commonality Through a Risk-Adjusted Assemble-to-Order System Optimization SPEAKER: Ebru Angun ABSTRACT. Talk 40 |
19:30-23:00 Session : Visit & Welcome Party
Location: External Location 1