Program for stream Stochastic and Robust Optimization

MA-18: Stochastic Optimization in Energy
Stream: Stochastic and Robust Optimization
Room: U358 (building East corridors)
Chair(s): Alessio Trivella

• Optimal Balancing of Wind Parks with Virtual Power Plants
  Vadim Omelčenko, Valery Manokhin
• Value-oriented forecasting of net demand for electricity market clearing
  Juan Miguel Morales, Miguel Angel Muñoz, Salvador Pineda Morente
• Data Markets for Energy
  Jalal Kazempour, Pierre Pinson, Liyang Han
• Meeting Corporate Renewable Power Targets
  Alessio Trivella, Danial Mohseni-Taheri, Selvaprabu Nadarajah

MB-18: Dynamic programming and duality in convex stochastic optimization
Stream: Stochastic and Robust Optimization
Room: U358 (building East corridors)
Chair(s): Teemu Pennanen

• Parametric Stochastic Dynamic Programming. Application to Day-Ahead and Intraday Co-Management of a Power Unit
  Michel De Lara, Adrien Le Franc, Pierre Carpentier, Jean-Philippe Chancelier
• Dynamic programming in convex stochastic optimization
  Ari-Pekka Perkkiö
• Duality in convex stochastic optimization
  Teemu Pennanen
• Stochastic Dual Dynamic Programming for Optimal Power Flow Problems under Uncertainty
  David Wozabal, Adriana Kiszka

MC-18: Advances in Optimization under uncertainty 2
Stream: Stochastic and Robust Optimization
Room: U358 (building East corridors)
Chair(s): Markus Gabl, Francesca Maggioni

• The Static versus Static-Dynamic Uncertainty Strategy for the Stochastic Lot Sizing Problem under Random Demand
  Markus Mickein, Knut Haase
• Maximum Mean Discrepancy Distributionally Robust Nonlinear Chance-Constrained Program with Statistical Guarantee
  Yassine Nemmour, Heiner Kremer, Jia-Jie Zhu
• Robust Optimization with Continuous Decision-Dependent Uncertainty
  Haoxiang Yang
• Adaptive-cut Method for Two-Stage Stochastic Programs
  Eduardo Moreno, Ivana Ljubic, Cristian David Ramirez Pico

MD-18: Stochastic Programming in Transportation and Logistics
Stream: Stochastic and Robust Optimization
Room: U358 (building East corridors)
Chair(s): Francesca Maggioni, Francesca Vocaturo, Manuel Schlenkrich

• An Empirical Risk Minimization Method for solving Inventory Problems
  Johan Bjerre Bach Clausen, Moritz Fleischmann, Hongyan Jenny Li
• A Quasi-extreme Reduction for Interval Transportation Problems
  Elif Garajová, Miroslav Rada
• The impact of risk aversion and flexibility on stochastic and robust lot sizing decisions
  Manuel Schlenkrich, Sophie Parragh

TA-18: Advances in Optimization under Uncertainty 1
Stream: Stochastic and Robust Optimization
Room: U358 (building East corridors)
Chair(s): Steffen Rebennack, Markus Gabl

• First-order methods for two-stage-stochastic StQPs
  Immanuel Bomze, Markus Gabl, Francesca Maggioni, Georg Pflug
• Robust Optimization of Uncertain Multiobjective Problems via Epigraphical Reformulations
  Ernest Quintana, Gabriele Eichfelder
• Approaches for robust bi-objective mixed-integer linear problems
  Anita Schöbel, Fabian Chlumsky-Harttmann, Marie Schmidt
• Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty
  Markus Gabl, Immanuel Bomze

TB-18: Applications of Stochastic Programming
Stream: Stochastic and Robust Optimization
Room: U358 (building East corridors)
Chair(s): Milos Kopa, Martin Smid

• Stochastic Capacity Investment and Flexible vs. Dedicated Technology Choice in the Presence of Subscription Programs
  Onur Boyabatli, LILING LU, Yini Gao
• Optimization of imperfect condition-based maintenance based on matrix algebra
  Bram de Jonge
• A Markovian approach for stochastic dynamic traffic assignment
  Ricardo de la Paz Guala, Cristian E. Cortes, Pablo A. Rey, Benjamin Heydecker
• Multistage stochastic programming for the optimal bid of a wind-thermal power production pool with battery storage.
  F.-Javier Heredia, Ignasi Mañé, Marlyn Dayana Cuadrado Guevara

TC-18: Advances in Stochastic and Robust Optimization
Stream: Stochastic and Robust Optimization
Room: U358 (building East corridors)
Chair(s): Francesca Maggioni, Johanna Burtscheidt

• A Robust Optimization Model for Nonlinear Support Vector Machine
  Andrea Spinelli, Francesca Maggioni
• A Simheuristics framework for stochastic combinatorial optimization
  Joost Berkhout, Arik Berkan, Ger Koole
• On the Structure of Bilevel Stochastic Linear Problems with Integer Variables
  Johanna Burtscheidt, Matthias Claus

TD-18: Stochastic models in manufacturing and services
Stream: Stochastic and Robust Optimization
Room: U358 (building East corridors)
Chair(s): Raik Stolletz

• A Censored-Data Multiperiod Dual Sourcing Problem
  Michalis Deligiannis, George Liberopoulos, Dimitrios Pandelis
• Scalable policies for the dynamic traveling multi-maintainer problem with alerts
  Peter Verleijsdonk
• A Hybrid decomposition approach to solve the network-constrained unit commitment problem
  Ricardo Pinto de Lima, Gonzalo Constante-Flores, Antonio Conejo, Omar Knio