ECSO2017: EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION 2017
PROGRAM FOR THURSDAY, SEPTEMBER 21ST
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09:00-10:40 Session 5A: Computational Stochastic Optimization [Invited Session]
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

ABSTRACT. Talk 72

09:50
A matheuristic for the design and planning of a closed loop supply chain with time stochastic dominance constraints

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]
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

ABSTRACT. Talk 68

10:15
Guaranteed Bounds for Multistage Stochastic Optimization Programs through stochastic dominance

ABSTRACT. Talk 69

09:00-10:40 Session 5C: Transportation and Logistic Services
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

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
Location: N 14
09:00
On adaptive Markov Chain Monte Carlo method

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
Location: N 10
09:00
Robust Capacity Planning Under Service Constraints

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

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

ABSTRACT. Talk 112

12:10-14:00Lunch Time
14:00-15:40 Session 7A: Time consistent multistage risk averse measures and experiences [Invited Session]
Location: N 13
14:00
Risk management for forestry planning

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

ABSTRACT. Talk 57

15:15
Risk management for electricity transmission and generation capacity expansion planning

ABSTRACT. Talk 58

14:00-15:40 Session 7B: Stochastic optimization for Electricity Markets between Technical and Financial Aspects [Invited Session]
Location: N 3
14:00
Explicit solutions of stochastic energy storage problems

ABSTRACT. Talk 75

14:25
Value of Flexible Resources, Virtual Bidding, and Self-Scheduling in Two-Settlement Electricity Markets With Wind Generation

ABSTRACT. Talk 76

14:50
Valuation and Pricing of Electricity Delivery Contracts - the Producer's View

ABSTRACT. Talk 77

15:15
Risk-aversion in Capacity Mechanisms – Computing Stochastic Market Equilibria using ADMM

ABSTRACT. Talk 78

14:00-15:40 Session 7C: Optimal risk control on selected financial applications [Invited Session]
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

ABSTRACT. Talk 83

14:00-15:40 Session 7D: Supply Chain and Services
Location: N 14
14:00
Discontinuous Demand Functions: Estimation and Pricing

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

ABSTRACT. Talk 105

14:00-15:40 Session 7E: Stochastic and Robust Optimization for Railway Operations Management I [Invited Session]
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

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