ECSO2017: EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION 2017
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]
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]
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
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
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
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
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
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
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
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]
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]
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
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
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
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]
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]
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]
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
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]
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]
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]
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]
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
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
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
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
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]
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]
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
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 )