Program for Thursday, September 21st: Talk View

PROGRAM FOR THURSDAY, SEPTEMBER 21ST: TALK VIEW

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9:00

9:30

10:00

10:30

11:00

11:30

12:00

12:30

13:00

13:30

14:00

14:30

15:00

15:30

16:00

16:30

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23:00

09:00-09:25

A matheuristic algorithm for multistage stochastic optimization

Unai Aldasoro, Laureano F. Escudero, María Merino, Gloria Peréz

09:25-09:50

Lagrangean bounds for Combinatorial Stochastic Facility Location-assignment Problems

Laureano F. Escudero, María Araceli Garín, Celeste Pizarro, Aitziber Unzueta

09:50-10:15

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

S. Baptista, A.P. Barbosa-Póvoa, L.F. Escudero, M.I. Gomes, C. Pizarro

10:15-10:40

Resource allocation planning for natural disaster mitigation. A multistage stochastic model with endogenous

Juan F. Monge, Laureano F. Escudero, M. Araceli Garín, Aitziber Unzueta

09:00-09:25

Entropic measures of risk

Alois Pichler

09:25-09:50

Portfolio Optimization based on DARA Stochastic Dominance

Miloš Kopa, Thierry Post

09:50-10:15

Risk-Averse Control of Continuous-Time Markov Processes

Darinka Dentcheva, Andrzej Ruszczynski

10:15-10:40

Guaranteed Bounds for Multistage Stochastic Optimization Programs through stochastic dominance

Francesca Maggioni, Georg Pflug

09:00-09:25

Energy-efficient scheduling of automated container terminals using piecewise affine approximations

Jianbin Xin, Rudy Negenborn, Andrea D'Ariano

09:25-09:50

SMACS MODEL - A Stochastic Multihorizon Approach for Charging Sites Management, Operations, Design and Expansion under Limited Capacity

Chiara Bordin, Asgeir Tomasgard

09:50-10:15

Valid Inequalities for a Stochastic Multi-stage Problem of Discrete Cargo Supply with Lead Times

Carlos E. Testuri, Víctor M. Albornoz, Héctor Cancela

10:15-10:40

A stochastic programming model for optimal bus lane reservation under uncertainty

Peng Wu, Shi Qiang Liu, Cheng-Hu Yang, Feng Chu

09:00-09:25

On adaptive Markov Chain Monte Carlo method

Leonidas Sakalauskas

09:25-09:50

Sample Average Approximation Method for Stochastic Programming Problems with Probabilistic Criteria

Sergey Ivanov, Andrey Kibzun

09:50-10:15

Scenario trees vs. Scenario Lattices in Stochastic Optimization

Vadim Gorski, David Wozabal, Nils Löhndorf

10:15-10:40

Scenario-based decomposition technique for selected chance-constrained convex optimization problems

Jakub Kůdela, Pavel Popela

09:00-09:25

Robust Capacity Planning Under Service Constraints

Hussein Naseraldin, Opher Baron

09:25-09:50

Optimization of time-dependent processing rates in stochastic systems

Raik Stolletz, Jannik Vogel

09:50-10:15

The Robust Machine Availability Problem

Guopeng Song, Daniel Kowalczyk, Roel Leus

10:15-10:40

A Stability Result for Linear Markov Decision Processes

Adriana Kiszka, David Wozabal

11:10-12:10

Capacity Planning for Project Management by Adaptive Robust Optimization

Nicholas G. Hall

14:00-14:25

Risk management for forestry planning

Antonio Alonso-Ayuso, Laureano F. Escudero, Monique Guignard, Andrés Weintraub

14:25-14:50

Risk management for rapid transit network capacity expansion planning

Luis Cadarso, Laureano F. Escudero, Angel Marín

14:50-15:15

Risk management for tactical supply chain planning

Laureano F. Escudero, Juan F. Monge, Dolores Romero-Morales

15:15-15:40

Risk management for electricity transmission and generation capacity expansion planning

F.J. Martín-Campo, A. Alonso-Ayuso, L.F. Escudero, J.F. Monge

14:00-14:25

Explicit solutions of stochastic energy storage problems

Martin Densing

14:25-14:50

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

Jalal Kazempour, Benjamin F. Hobbs

14:50-15:15

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

Raimund Kovacevic

15:15-15:40

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

H. Höschle, A. Papavasiliou, H. Le Cadre, Y. Smeers, R. Belmans

14:00-14:25

Volatility vs. downside risk: performance protection in dynamic portfolio strategies

Diana Barro, Elio Canestrelli, Giorgio Consigli

14:25-14:50

Portfolio Optimization with Expectiles

Fabio Bellini, Christian Colombo, Mustafa Pinar

14:50-15:15

Longevity Swap Pricing through Dynamic Stochastic Programming

Davide Lauria, Giorgio Consigli

15:15-15:40

Goal-based wealth management and long-term individual financial planning

Giorgio Consigli, Massimo di Tria

14:00-14:25

Discontinuous Demand Functions: Estimation and Pricing

Arnoud Den Boer, N. Bora Keskin

14:25-14:50

Waste Reduction in Packaged Fresh Food Supply Chain Planning

Gabriella Dellino, Renato Mari, Carlo Meloni

14:50-15:15

Optimal Strategies for RFID Implementation in Multi-Echelon Supply Chain

Pritee Ray, Sonu Kumar, Mamata Jenamani, Arun Kumar Biswal

15:15-15:40

Assortment and inventory planning under limited production capacity

Satyaveer Chauhan

14:00-14:25

From Reactive to Predictive Regulation in Metros

Loic Helouet, Karim Kecir, Pierre Dersin, Bruno Adeline, Andrea D'Ariano

14:25-14:50

A bi-objective approach for robust train platforming

Franck Kamenga, Leonard Leloup, Bertrand Houzel, Boubekeur Merabet

14:50-15:15

A Two-Stage Stochastic Mixed Integer Optimisation Model for High-Speed Passenger Rail Line Planning

Bisheng He, Shiqiang Liu, Jie Li

15:15-15:40

A short turning strategy for an urban rail transit line with multiple depots

Miao Zhang, Yihui Wang, Yimeng Luo, Shuai Su, Jing Xun, Tao Tang

16:45-18:30 5th EWGSO Meeting

19:00-20:00 Transfer to Conference Dinner

20:00-23:00 Conference Dinner

10:40-11:10 Coffee Break

12:10-14:00 Lunch Time

15:40-16:40 Tea Break