Program for stream Stochastic, Robust and Distributionally Robust Optimization

MA-35: Robust and Stochastic Routing Problems
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 44 (building: 303A)
Chair(s): Francesca Maggioni, Daniele Manerba, Francesca Vocaturo

• The Robust Bike Sharing Rebalancing Problem: Formulations and a Branch-and-Cut Algorithm
  Bruno Bruck, Walton Pereira Coutinho, Pedro Munari
• A rolling horizon heuristic approach for a multi-stage stochastic waste collection problem
  Andrea Spinelli, Francesca Maggioni, Tania Ramos, Ana Barbosa-Povoa, Daniele Vigo
• Models and solution approaches for the consistent vehicle routing problem under stochastic travel and service times
  Yossiri Adulyasak, Seyede Saeede Hosseini, Louis-Martin Rousseau
• The Waste Collection Vehicle Routing Problem with Stochastic Time Dependent Demand Increments
  Giuseppe Stecca, Simona Mancini, Francesca Vocaturo

MB-35: Stochastic Optimization for Energy Transition
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 44 (building: 303A)
Chair(s): Patrizia Beraldi

• ML-Driven Day-ahead Offering for RES Generators in Uncertain Balancing Markets
  Wenxiu Feng, Carlos Ruiz
• Stochastic optimization for unit commitment applied to the security of supply
  jonathan dumas
• A robust optimization approach for the strategic design of EV charging stations
  Giovanna Miglionico, Patrizia Beraldi, Giovanni Giallombardo
• Optimizing System Sizing: A Stochastic Bi-Level Approach for Green Electricity Retailers
  Patrizia Beraldi

MC-35: Urban Logistics and sustainable TRAnsportation: OPtimization under uncertainTY and MAchine Learning
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 44 (building: 303A)
Chair(s): Francesca Maggioni

• A Vehicle Routing Problem with Divisible Deliveries and Pickups under Uncertainty
  Francesca Vocaturo, Alessandro Gobbi, Daniele Manerba
• Variational Auto-Encoders and Generative Adversarial Networks for scenario generation
  Enza Messina, Michele Carbonera, Michele Ciavotta
• On the Attended Home Delivery Problem with Recovery Options: Economical analysis and solution approaches
  Daniele Manerba, Valentina Bonomi, Renata Mansini, Roberto Zanotti
• Sampling methods for multi-stage robust optimization problems
  Francesca Maggioni, Fabrizio Dabbene, Georg Pflug

MD-35: Cross-dock Door Problems
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 44 (building: 303A)
Chair(s): Laureano F. Escudero

• Cross-dock Door Assignment Problem, CDAP, decomposition methodologies
  Aitziber Unzueta, Laureano F. Escudero, M. Araceli Garin
• Cross-dock Door Design Problem, CDDP, under uncertainty
  M. Araceli Garin, Laureano F. Escudero, Aitziber Unzueta
• Cross-dock Door Design Problem, CDDP, Multi-horizon Distributionally Robust Optimization
  Laureano F. Escudero, M. Araceli Garin, Aitziber Unzueta

TA-35: Optimization under uncertainty: theory and solution algorithms
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 44 (building: 303A)
Chair(s): Martin Glanzer, Francesca Maggioni

• Scaled Cuts for Multistage Stochastic Mixed-Integer Programs
  Ward Romeijnders
• Uncertain standard quadratic optimization under distributional assumptions: a chance-constrained epigraphic approach
  Daniel de Vicente, Immanuel Bomze
• Gradient-Based Stochastic Optimization via Finite Differences: When To Randomize?
  Michael Fu, Jiaqiao Hu
• Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands
  Martin Glanzer, Sebastian Maier, Georg Pflug

TB-35: Risk Averse and Contextual Stochastic Optimization
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 44 (building: 303A)
Chair(s): Guzin Bayraksan, Francesca Maggioni

• ML-based Adaptive Risk Parameters Tuning for Robust Optimization
  Emanuele Pizzari, Marco Boresta, Diego Maria Pinto
• Coalitional Acceptability Games: A Framework for Risk-averse Stochastic Coalitional Games
  David Wozabal, Walter Gutjahr, Raimund Kovacevic
• Index policy for multiarmed bandit problem with dynamic risk measures
  Ozlem Cavus, Milad Malekipirbazari
• A Data-Driven Methodology for Contextual Unit Commitment Using Regression Residuals
  Guzin Bayraksan, Ogun Yurdakul

TC-34: Portfolio optimization
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 43 (building: 303A)
Chair(s): Milos Kopa, Sebastiano Vitali

• Simulation-optimization for dynamic bank asset allocation
  Pedro Júdice
• Bilevel models in portfolio selection problems
  Monika Kaľatová, Milos Kopa
• Measures of Stochastic Non-Dominance
  Jana Junova, Milos Kopa
• Investments in transmission lines and storage units considering second-order stochastic dominance constraints
  Sebastiano Vitali, Miguel Carrión, Ruth Dominguez

TC-35: Stochastic Optimization with Decision-Dependent Uncertainty
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 44 (building: 303A)
Chair(s): Giovanni Pantuso

• Exact and Approximate Schemes for Robust Optimization Problems with Decision Dependent Information Discovery
  Rosario Paradiso, Angelos Georghiou, Said Dabia, Denise Tönissen
• Stochastic Queuing-Based Optimization Problems for Network Design
  Miguel Lejeune
• Solution of Two-Stage Stochastic Programs under Decision-Dependent Uncertainty
  Giovanni Pantuso, Mike Hewitt
• Solving Two-Stage Stochastic Programs with Endogenous Uncertainty via Random Variable Transformation
  Maria Carolina Bazotte Corgozinho, Margarida Carvalho, Thibaut Vidal

TD-34: Trends and Open Problems in Robust Optimization
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 43 (building: 303A)
Chair(s): Frauke Liers, Marc Goerigk

• Robust Spare Parts Inventory Management with Emergency Shipment
  Zhao Kang, Ahmadreza Marandi, Rob Basten, Ton de Kok, Joan Stip
• Multistage Sales and Production
  Dominic Keehan, Andy Philpott, Andrew J Mason
• Open Problems in Robust Combinatorial Optimization
  Marc Goerigk, Michael Hartisch
• Computationally Efficient Data-Driven Distributional Robustness Over Time
  Frauke Liers, Kevin-Martin Aigner, Andreas Bärmann, Kristin Braun, Sebastian Pokutta, Kartikey Sharma

TD-35: Location and transportation problems under uncertainty
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 44 (building: 303A)
Chair(s): Francesca Maggioni, Francesca Vocaturo

• Resilience enhancement of distributions networks with robust optimal sizing and location under uncertainty and random contingencies
  Pascal Quach, Yiping Fang, Anne Barros
• Polynomial-time algorithms to compute violation in the robust vehicle routing problem with time windows and budget uncertainty
  Igor Malheiros, Michael Poss, Artur Pessoa, Anand Subramanian
• A two-stage stochastic programming approach for an electric fleet composition and mix vehicle routing problem.
  Paolo Beatrici, Francesca Maggioni, Sebastian Birolini, Paolo Malighetti
• Preventive maintenance in fixed interval scheduling problems under endogenous uncertainty - a stochastic optimization approach and exact decomposition algorithm
  Martin Branda

WA-34: Decision problems represented as influence diagrams
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 43 (building: 303A)
Chair(s): Milos Kopa, Ahti Salo

• Risk averse mixed-integer linear programming models for influence diagrams
  Topias Terho, Olli Herrala, Fabricio Oliveira
• Mixed-integer reformulations for influence diagrams with conditional information structures
  Olli Herrala, Fabricio Oliveira, Tommi Ekholm
• Algorithmic Advances for Influence Diagrams
  Radu Marinescu, Junkyu Lee, Rina Dechter, Bobak Pezeshki, Alex Ihler
• Optimal Testing Strategies for Information Acquisition in Decision Programming
  Ahti Salo, Topias Terho, Fabricio Oliveira

WA-35: Data Valuation from Data-driven Optimization
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 44 (building: 303A)
Chair(s): Juan Miguel Morales, Robert Mieth

• Wasserstein Distance Based Market for Differentially-Private Data Trading
  Fei Teng, Saurab Chhachhi
• Regression Markets: Incentivizing Data Sharing for Forecasting
  Thomas Falconer, Jalal Kazempour, Pierre Pinson
• Defining and Quantifying the Marginal Value of a Data Set via Distributionally Robust Optimization
  Juan Miguel Morales, Robert Mieth, Adrián Esteban-Pérez
• Data value at the grid-edge
  Robert Mieth

WB-34: Stochastic Optimization: Advanced Applications
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 43 (building: 303A)
Chair(s): Giovanni Pantuso

• Trust Dynamics and Collaboration Costs: Navigating Complexity in Collaborative Distribution Networks
  Reza Alikhani, Mahnaz Hosseinzadeh
• Optimal Participation of Energy Communities in Electricity Markets under Uncertainty. A Multi-Stage Stochastic Programming Approach.
  Albert Solà Vilalta, Marlyn Dayana Cuadrado Guevara, Ignasi Mañé, F.-Javier Heredia
• A bivariate two-moments fit and its application in appointment scheduling
  Bharti Bharti, Michel Mandjes, René Bekker
• Optimal carsharing service pricing under decision-dependent demand uncertainty
  Jiali Deng, Giovanni Pantuso

WB-35: Stochastic optimization: theory and applications
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 44 (building: 303A)
Chair(s): Milos Kopa, Ari-Pekka Perkkiö

• Stability in games with random payoffs
  Lukáš Račko, Milos Kopa, Petr Lachout
• Epidemic model of a misinformation spread?
  Martin Smid
• Dual solutions in convex stochastic optimization
  Ari-Pekka Perkkiö
• Risk-Averse Multiarmed Bandits with Switching Penalties
  Milad Malekipirbazari

WC-34: Transportation and Logistics under Uncertainty
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 43 (building: 303A)
Chair(s): Robert Hlavatý

• A robust satisficing multi-objective optimization approach for bike-sharing systems with heterogeneous user types
  Qingxin Chen, Shoufeng Ma, Ning Zhu
• A Robust Stochastic Approach to Edge Computing Service Network Design with Network Attacks Uncertainties
  Jie Chen
• Towards efficient transportation systems – designing a transportation system under uncertainty
  Robert Hlavatý, Helena Brozova

WC-35: Robust Optimization: Theory and Applications
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 44 (building: 303A)
Chair(s): Christopher Kirkbride

• Robust approaches for the Kidney Exchange Problem
  Matteo Petris, Claudia Archetti, Ivana Ljubic
• Optimistic versus Pessimistic Discrete Robust Optimisation Approaches: Opportunities and Challenges
  Nader Azizi
• Distributionally robust fixed interval scheduling with heterogenous machines and random delays
  Monika Matoušková
• Robust Markov decision processes under parametric transition distributions
  Christopher Kirkbride, Ben Black, Trivikram Dokka

WD-34: New problems in logistics under uncertainty
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 43 (building: 303A)
Chair(s): Vibeke Hvidegaard Petersen

• Data-driven Drone Pre-positioning for Traffic Accident Rapid Assessment
  Zhu Meng, Ning Zhu
• Navigating parametric cost function approximation: A practitioner's guide for sequential decision-making with integer constraints in a production setting
  Max Barkhausen
• Investigating condition-based and predictive strategies for heavy maintenance at offshore wind farms
  Vibeke Hvidegaard Petersen, Christian Rognes, Herman Grytbakk Tronsaune, Magnus Stålhane

WD-35: Optimization under Uncertainty in Manufacturing and Supply Chain Management
Stream: Stochastic, Robust and Distributionally Robust Optimization
Room: 44 (building: 303A)
Chair(s): Berend Markhorst

• The Value of Flexibility in Robust Supply Chain Network Design
  Amin Ahmadi Digehsara, Amir Ardestani-Jaafari
• Stochastic optimization with automated number of storage tank selection for crude oil scheduling
  Hasan Sildir, Damla Yalcin, Ozgun Deliismail, Basak Tuncer
• Sailing through uncertainty: mathematical optimization for ship pipe routing in the energy transition
  Berend Markhorst, Joost Berkhout, Alessandro Zocca, Jeroen Pruyn, Rob van der Mei