Program for stream Stochastic and Robust Optimization

TC-08: Multistage stochastic programming: theory, applications and algorithms
Stream: Stochastic and Robust Optimization
Room: A008
Chair(s): Milos Kopa

• Nested Risk Measures for Diffusion Processes
  Ruben Schlotter, Alois Pichler
• Stochastic optimization controlled at random decision points
  Petr Lachout
• A BFC-based matheuristic algorithm for multistage mixed convex stochastic problems
  Eugenio Mijangos
• Producer's Best Response in Pay-as-clear Electricity Market with Stochastic Demand
  Martin Branda, Didier Aussel, Rene Henrion, Miroslav Pištěk

TD-08: Optimization under Uncertainty: theory and applications
Stream: Stochastic and Robust Optimization
Room: A008
Chair(s): Francesca Maggioni, Ehsan Izadpanahi

• Stochastic multi-path Traveling Salesman Problem with dependent random travel costs: a new deterministic approximation
  Daniele Manerba, Edoardo Fadda, Lohic Fotio Tiotsop, Roberto Tadei
• Two-stage Stochastic Optimization of Standard Quadratic Problem for Clustering in Social Networks
  Markus Gabl, Immanuel Bomze, Francesca Maggioni, Georg Pflug
• Integrated tactical and strategic planning for energy transition in manufacturing firms: A robust optimization approach
  Ehsan Izadpanahi, Tiru Arthanari

WA-08: Advances in Robust and Stochastic Optimization
Stream: Stochastic and Robust Optimization
Room: A008
Chair(s): Chungmok Lee

• Optimizing under Uncertainty with Probing Costs
  Chungmok Lee
• A heuristic algorithm for the chance constrained knapsack problem using submodularity
  Seulgi Joung, Kyungsik Lee
• An approximation algorithm for a probability maximization knapsack problem
  Jisun Lee, Seulgi Joung, Kyungsik Lee
• Data-Driven Distributionally Robust Capacitated Facility Location Problem
  Ahmed Saif, Erick Delage

WB-08: Applications of Stochastic Optimization
Stream: Stochastic and Robust Optimization
Room: A008
Chair(s): Patrizia Beraldi

• A Stochastic Multi-period Transshipment Selection Problem with Synchronized Handling Operations
  Riccardo Giusti, Daniele Manerba, Roberto Tadei
• A Stochastic Programming Approach for the Energy Prosumer Management Problem
  Patrizia Beraldi, Antonio Violi, Massimiliano Ferrara, Maria Elena Bruni, Marco D'Ambra
• Preference selection of Lithuanian II pillar pension funds by stochastic dominance rules
  Audrius Kabasinskas, Milos Kopa, Kristina Sutiene
• Multistage stochastic dominance: an application to pension fund management
  Sebastiano Vitali, Milos Kopa, Vittorio Moriggia

WC-08: Optimization under uncertainty - theory, applications and algorithms
Stream: Stochastic and Robust Optimization
Room: A008
Chair(s): Milos Kopa

• Independent sets and vertex covers considered within the context of robust optimization
  Ana Klobučar Barišić, Robert Manger
• Robust optimization model for aggregate production planning under implementation errors
  Byung Do Chung, Jaeyeon Jang
• Comparing techniques for modelling uncertainty in a maritime inventory routing problem
  Filipe Rodrigues, Agostinho Agra, Marielle Christiansen, Lars Magnus Hvattum, Cristina Requejo
• SQG solver for complex stochastic optimization and equilibrium problems possibly involving simulation
  Alexei Gaivoronski

WD-08: Stochastic Orders in Financial Applications
Stream: Stochastic and Robust Optimization
Room: A008
Chair(s): Francesca Maggioni, Milos Kopa

• Performance of an enhanced index tracking model
  Rosella Giacometti, Marco Bonomelli
• Testing for parametric orderings efficiency
  Sergio Ortobelli
• Optimal portfolios with respect to Decreasing Absolute Risk Aversion Stochastic Dominance
  Milos Kopa, Thierry Post