Program for Friday, September 22nd: Talk View

PROGRAM FOR FRIDAY, SEPTEMBER 22ND: TALK VIEW

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View: with abstracts session overview

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

09:00-09:25

A Simulation-based Markov Decision Process for the Scheduling of Operating Theatres

A.R. Andersen, B.F. Nielsen, T.J.R. Stidsen, L.B. Reinhardt

09:25-09:50

Optimizing the Profitable k-Traveling Repairman Problem under Uncertainty: A Comprehensive Metaheuristic

Sara Khodaparasti, Patrizia Beraldi, Maria Elena Bruni

09:50-10:15

Scheduled Service Network Design with Stochastic Travel Times

Giacomo Lanza, Nicoletta Ricciardi, Teodor Gabriel Crainic, Walter Rei

10:15-10:40

Managing shutdown risk in commodity and energy production

A. Trivella, S. Nadarajah, S.-E. Fleten, D. Mazieres, D. Pisinger

09:00-09:25

A data-driven approach to 4D-trajectories selection in the European Airspace

Giovanni Andreatta, Lorenzo Capanna, Luigi De Giovanni, Luca Righi

09:25-09:50

Data-driven modelling and validation of aircraft inbound-flow at some major European airports

Carlo Lancia, Guglielmo Lulli

09:50-10:15

Tactical Optimisation for the Management of Scarce Resources at Busy Airports

Rob Shone, Kevin Glazebrook, Konstantinos Zografos

10:15-10:40

A new MIP model for the Air Traffic Flow Management Problem

David García Heredia, Elisenda Molina, Antonio Alonso-Ayuso

09:00-09:25

Adjoint Assisted Surrogate Modeling for Robust Design with Multiple Objectives

Lisa Kusch, Emre Özkaya, Nicolas R. Gauger

09:25-09:50

A Stochastic Quasigradient Descent Algorithm for Shape Optimization

Caroline Geiersbach, Georg Pflug

09:50-10:15

Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model

Peter Grandits, Raimund Kovacevic, Vladimir Veliov

10:15-10:40

Metamodel Uncertainty in Simulation-Optimization: a Bootstrap Analysis

Gabriella Dellino, Carlo Meloni

09:00-09:25

A Stochastic Programming approach for Annual Delivery Program creation in Liquefied Natural Gas Supply

Armando Guarnaschelli, Enrique Salomone

09:25-09:50

Probability of Feasible Loads in Passive Gas Networks

Sabrina Nitsche, Claudia Gotzes, Rüdiger Schultz

09:50-10:15

Multi-horizon Stochastic Planning on the European Power System

Hector Marañón-Ledesma

10:15-10:40

Multi market bidding strategies for demand side flexibility aggregators in electricity markets

Asgeir Tomasgard

09:00-09:25

Stress-testing of pension fund ALM models with stochastic dominance constraints

Sebastiano Vitali, Milos Kopa, Vittorio Moriggia

09:25-09:50

On risk averse competitive equilibrium

Vincent Leclere, Henri Gerard, Andy Philpott

09:50-10:15

A Random Perturbation of the Gradient approach for Global Optimization of Stochastic Functions

Rafael Lopez, André Gustavo Carlon, Luis Felipe Da Rosa Espath, Leandro Miguel

10:15-10:40

Extracting ’Greeks’ from Multistage Linear Stochastic Optimization: Computing parameter sensitivities in Approximate Dual Dynamic

Goncalo Terca, David Wozabal

11:10-12:40

Tutorial: A Unified Framework for Optimization under Uncertainty

Warren B. Powell

14:00-14:25

Exact approaches for the adjustable robust resource-constrained project scheduling problem

M.E. Bruni, P. Beraldi, L. Di Puglia Pugliese, F. Guerriero

14:25-14:50

Discrete Conditional Value-at-Risk for the Makespan in Temporal Networks Under Imperfect Information

Carlo Meloni, Marco Pranzo

14:50-15:15

Local search for stochastic parallel machine scheduling: improving performance by estimating the

Guido Passage, Marjan Van Den Akker, Han Hoogeveen

15:15-15:40

Sequencing with Uncertain Processing Times and Release Dates

Claus Gwiggner

14:00-14:25

Differential Transit Periods of China’s Railway Freight Transportation Based on OD

Jinchuan Zhang, Dianxing Liu, Yuguang Wei

14:25-14:50

A Two-stage stochastic optimization framework for train rescheduling considering backup trains in a metro line with

Jiateng Yin, Yihui Wang, Lingyun Meng, Shuai Su, Jing Xun, Tao Tang

14:50-15:15

Robustness and stability of integrated stochastic optimization approaches for scheduling trains and railway infrastructure

Gabriele Centulio, Lingyun Meng, Andrea D'Ariano, Francesco Corman

15:15-15:40

Rail Yield Management at Trenitalia

Alessandra Berto, Stefano Gliozzi

14:00-14:25

On randomized reinsurance contracts

Hansjoerg Albrecher, Arian Cani

14:25-14:50

Optimal Investment for a Retirement Plan with Deferred Annuities

Andrew Clare, Chul Jang, Iqbal Owadally

14:50-15:15

Insurance and model uncertainty for measuring the risk premia in energy markets

Debora Daniela Escobar

15:15-15:40

Model error in premium calculation. Applications in climate-change events.

Corina Birghila

14:00-14:25

The Static and Stochastic VRPTW with both random Customers and Reveal Times

Michael Saint-Guillain, Christine Solnon, Yves Deville

14:25-14:50

MILP-based models for non-stationary stochastic lot-sizing strategies

Mengyuan Xiang, Roberto Rossi, Belen Martin-Barragan, S.Armagan Tarim

14:50-15:15

A Branch-and-Bound Approach for Multi-Stage Stochastic Mixed-0-1 Programs

Tanya Gonser, Iris Heckmann, Stefan Nickel, Francisco Saldanha Da Gama

15:15-15:40

Decomposition Methods for Stochastic Steiner Trees

Ivana Ljubic, Markus Leitner, Martin Luipersbeck, Markus Sinnl

15:45-16:10 Closing session

10:40-11:10 Coffee Break

12:40-14:00 Lunch Time