PROGRAM
Days: Wednesday, September 20th Thursday, September 21st Friday, September 22nd
Wednesday, September 20th
View this program: with abstractssession overviewtalk overview
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 ( abstract ) |
14:25 | Decision-making Under Uncertainty for Fuel Contracting of Combined Heat and Power Plants ( abstract ) |
14:50 | A Stochastic Programming Approach for the Optimal Management of Aggregated Distributed Energy Resources ( abstract ) |
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 ( abstract ) |
14:25 | On a Risk Averse Formulation for Complementarity Problems under Stochastic Uncertainty ( abstract ) |
14:50 | Indifference pricing of natural gas storage contracts ( abstract ) |
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 ( abstract ) |
14:25 | A Framework for dealing with Baseline Uncertainty: An Analysis of China’s Intensity Target ( abstract ) |
14:50 | Coordination in Supply Chain through Option Contract under Disruption risk ( abstract ) |
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 ( abstract ) |
14:25 | Stochastic Decomposition applied to large-scale hydro valleys management ( abstract ) |
14:50 | Parallelization Strategies For Distributed Stochastic Decomposition Algorithms Applied to Large Scale Hydropower Scheduling ( abstract ) |
15:20-16:20 Session 3: Plenary Lecture
Chair:
Location: N 10
15:20 | The Effects of Learning and Competition in Dynamic Stochastic Optimization ( abstract ) |
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 ( abstract ) |
17:15 | Closed Loop Supply Chain Network Design for the Marble Industry: A stochastic robust approach ( abstract ) |
17:40 | Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design ( abstract ) |
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 ( abstract ) |
17:15 | Modelling investment in energy markets: stochastic equilibrium problem defined on simulation model ( abstract ) |
17:40 | Using Simulation Models Structure for optimization: an application to queuing systems ( abstract ) |
16:50-18:30 Session 4C: Stochastic Optimization Methods I
Chair:
Location: N 4
16:50 | Interior-point methods for stochastic nonsymmetric conic optimization ( abstract ) |
17:15 | Structural properties of probability constraints ( abstract ) |
17:40 | Stochastic Constraint Programming as Reinforcement Learning ( abstract ) |
18:05 | Combined Stochastic Fractal Optimization and Neural Networks to Predict Hygrothermal Behavior of Building Materials ( abstract ) |
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 ( abstract ) |
17:15 | Multi-criteria decision making for a risk-averse manufacturer ( abstract ) |
17:40 | Analysis of the Value of Component Commonality Through a Risk-Adjusted Assemble-to-Order System Optimization ( abstract ) |
19:30-23:00 Session : Visit & Welcome Party
Location: External Location 1
Thursday, September 21st
View this program: with abstractssession overviewtalk overview
09:00-10:40 Session 5A: Computational Stochastic Optimization [Invited Session]
Chair:
Location: N 13
09:00 | A matheuristic algorithm for multistage stochastic optimization ( abstract ) |
09:25 | Lagrangean bounds for Combinatorial Stochastic Facility Location-assignment Problems ( abstract ) |
09:50 | A matheuristic for the design and planning of a closed loop supply chain with time stochastic dominance constraints ( abstract ) |
10:15 | Resource allocation planning for natural disaster mitigation. A multistage stochastic model with endogenous uncertainty ( abstract ) |
09:00-10:40 Session 5B: Risk aversion and stochastic dominance in SP [Invited Session]
Chair:
Location: N 3
09:00 | Entropic measures of risk ( abstract ) |
09:25 | Portfolio Optimization based on DARA Stochastic Dominance ( abstract ) |
09:50 | Risk-Averse Control of Continuous-Time Markov Processes ( abstract ) |
10:15 | Guaranteed Bounds for Multistage Stochastic Optimization Programs through stochastic dominance ( abstract ) |
09:00-10:40 Session 5C: Transportation and Logistic Services
Chair:
Location: N 4
09:00 | Energy-efficient scheduling of automated container terminals using piecewise affine approximations ( abstract ) |
09:25 | SMACS MODEL - A Stochastic Multihorizon Approach for Charging Sites Management, Operations, Design and Expansion under Limited Capacity Conditions ( abstract ) |
09:50 | Valid Inequalities for a Stochastic Multi-stage Problem of Discrete Cargo Supply with Lead Times ( abstract ) |
10:15 | A stochastic programming model for optimal bus lane reservation under uncertainty ( abstract ) |
09:00-10:40 Session 5D: Stochastic Optimization Methods II
Chair:
Location: N 14
09:00 | On adaptive Markov Chain Monte Carlo method ( abstract ) |
09:25 | Sample Average Approximation Method for Stochastic Programming Problems with Probabilistic Criteria ( abstract ) |
09:50 | Scenario trees vs. Scenario Lattices in Stochastic Optimization ( abstract ) |
10:15 | Scenario-based decomposition technique for selected chance-constrained convex optimization problems ( abstract ) |
09:00-10:40 Session 5E: Manufacturing and Services II
Chair:
Location: N 10
09:00 | Robust Capacity Planning Under Service Constraints ( abstract ) |
09:25 | Optimization of time-dependent processing rates in stochastic systems ( abstract ) |
09:50 | The Robust Machine Availability Problem ( abstract ) |
10:15 | A Stability Result for Linear Markov Decision Processes ( abstract ) |
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 ) |
12:10-14:00Lunch Time
14:00-15:40 Session 7A: Time consistent multistage risk averse measures and experiences [Invited Session]
Chair:
Location: N 13
14:00 | Risk management for forestry planning ( abstract ) |
14:25 | Risk management for rapid transit network capacity expansion planning ( abstract ) |
14:50 | Risk management for tactical supply chain planning ( abstract ) |
15:15 | Risk management for electricity transmission and generation capacity expansion planning ( abstract ) |
14:00-15:40 Session 7B: Stochastic optimization for Electricity Markets between Technical and Financial Aspects [Invited Session]
Chair:
Location: N 3
14:00 | Explicit solutions of stochastic energy storage problems ( abstract ) |
14:25 | Value of Flexible Resources, Virtual Bidding, and Self-Scheduling in Two-Settlement Electricity Markets With Wind Generation ( abstract ) |
14:50 | Valuation and Pricing of Electricity Delivery Contracts - the Producer's View ( abstract ) |
15:15 | Risk-aversion in Capacity Mechanisms – Computing Stochastic Market Equilibria using ADMM ( abstract ) |
14:00-15:40 Session 7C: Optimal risk control on selected financial applications [Invited Session]
Chair:
Location: N 4
14:00 | Volatility vs. downside risk: performance protection in dynamic portfolio strategies ( abstract ) |
14:25 | Portfolio Optimization with Expectiles ( abstract ) |
14:50 | Longevity Swap Pricing through Dynamic Stochastic Programming ( abstract ) |
15:15 | Goal-based wealth management and long-term individual financial planning ( abstract ) |
14:00-15:40 Session 7D: Supply Chain and Services
Chair:
Location: N 14
14:00 | Discontinuous Demand Functions: Estimation and Pricing ( abstract ) |
14:25 | Waste Reduction in Packaged Fresh Food Supply Chain Planning ( abstract ) |
14:50 | Optimal Strategies for RFID Implementation in Multi-Echelon Supply Chain ( abstract ) |
15:15 | Assortment and inventory planning under limited production capacity ( abstract ) |
14:00-15:40 Session 7E: Stochastic and Robust Optimization for Railway Operations Management I [Invited Session]
Chair:
Location: N 10
14:00 | From Reactive to Predictive Regulation in Metros ( abstract ) |
14:25 | A bi-objective approach for robust train platforming ( abstract ) |
14:50 | A Two-Stage Stochastic Mixed Integer Optimisation Model for High-Speed Passenger Rail Line Planning Problem ( abstract ) |
15:15 | A short turning strategy for an urban rail transit line with multiple depots ( abstract ) |
15:40-16:40Tea Break
20:00-23:00 Session : Conference Dinner
Location: External Location 2
Friday, September 22nd
View this program: with abstractssession overviewtalk overview
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 ( abstract ) |
09:25 | Optimizing the Profitable k-Traveling Repairman Problem under Uncertainty: A Comprehensive Metaheuristic Framework ( abstract ) |
09:50 | Scheduled Service Network Design with Stochastic Travel Times ( abstract ) |
10:15 | Managing shutdown risk in commodity and energy production ( abstract ) |
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 ( abstract ) |
09:25 | Data-driven modelling and validation of aircraft inbound-flow at some major European airports ( abstract ) |
09:50 | Tactical Optimisation for the Management of Scarce Resources at Busy Airports ( abstract ) |
10:15 | A new MIP model for the Air Traffic Flow Management Problem ( abstract ) |
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 ( abstract ) |
09:25 | A Stochastic Quasigradient Descent Algorithm for Shape Optimization ( abstract ) |
09:50 | Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model ( abstract ) |
10:15 | Metamodel Uncertainty in Simulation-Optimization: a Bootstrap Analysis ( abstract ) |
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 ( abstract ) |
09:25 | Probability of Feasible Loads in Passive Gas Networks ( abstract ) |
09:50 | Multi-horizon Stochastic Planning on the European Power System ( abstract ) |
10:15 | Multi market bidding strategies for demand side flexibility aggregators in electricity markets ( abstract ) |
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 ( abstract ) |
09:25 | On risk averse competitive equilibrium ( abstract ) |
09:50 | A Random Perturbation of the Gradient approach for Global Optimization of Stochastic Functions ( abstract ) |
10:15 | Extracting ’Greeks’ from Multistage Linear Stochastic Optimization: Computing parameter sensitivities in Approximate Dual Dynamic Programming ( abstract ) |
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 ( abstract ) |
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 ( abstract ) |
14:25 | Discrete Conditional Value-at-Risk for the Makespan in Temporal Networks Under Imperfect Information ( abstract ) |
14:50 | Local search for stochastic parallel machine scheduling: improving performance by estimating the makespan ( abstract ) |
15:15 | Sequencing with Uncertain Processing Times and Release Dates ( abstract ) |
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 ( abstract ) |
14:25 | A Two-stage stochastic optimization framework for train rescheduling considering backup trains in a metro line with disruptions ( abstract ) |
14:50 | Robustness and stability of integrated stochastic optimization approaches for scheduling trains and railway infrastructure maintenance ( abstract ) |
15:15 | Rail Yield Management at Trenitalia ( abstract ) |
14:00-15:40 Session 11C: Insurance, premium principles and model uncertainty [Invited Session]
Chair:
Location: N 4
14:00 | On randomized reinsurance contracts ( abstract ) |
14:25 | Optimal Investment for a Retirement Plan with Deferred Annuities ( abstract ) |
14:50 | Insurance and model uncertainty for measuring the risk premia in energy markets ( abstract ) |
15:15 | Model error in premium calculation. Applications in climate-change events. ( abstract ) |
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 ( abstract ) |
14:25 | MILP-based models for non-stationary stochastic lot-sizing strategies ( abstract ) |
14:50 | A Branch-and-Bound Approach for Multi-Stage Stochastic Mixed-0-1 Programs ( abstract ) |
15:15 | Decomposition Methods for Stochastic Steiner Trees ( abstract ) |