Program for stream Optimal control and optimization in economics and social sciences

FF-07: OC 1 - Optimal control and optimization in finance, commodity trade, insurance and pension fund systems I
Stream: Optimal control and optimization in economics and social sciences
Room: Room 1.17
Chair(s): Nuno Azevedo

• Bilevel interior point differential dynamic programming
  Andrei Pavlov, Jia-Jie Zhu
• A Dynamic Programming Approach for a Nonzero Sum Stochastic Differential Game Problem
  Gerhard-Wilhelm Weber, Emel Savku
• Two-player zero-sum stochastic differential games with Markov-switching jump-diffusion dynamics and a random horizon
  Nuno Azevedo, Miguel Ferreira, Diogo Pinheiro, Susana Pinheiro

SA-07: OC 2 - Optimal control and optimization in finance, commodity trade, insurance and pension fund systems II
Stream: Optimal control and optimization in economics and social sciences
Room: Room 1.17
Chair(s): Emel Savku, Miguel Anjos

• An Inexpensive Machine Learning Approach for Robust Forecasting, or How To Fix the Forecasting Models that the Pandemic Broke
  Miguel Anjos
• Market Integration of Behind-the-meter Residential Energy Storage
  Bárbara Rodrigues, Miguel Anjos, Valérie Provost
• Vehicle Routing Heuristics based on Reinforcement Learning
  Corrado Coppola, Laura Palagi, Simone Foà, Giorgio Grani
• Adjoint state method for the trajectory optimization of a reentry vehicle
  Francesco Marchetti, Edmondo Minisci

SB-07: OC 3 - Optimal control and optimization in finance, commodity trade, insurance and pension fund systems III
Stream: Optimal control and optimization in economics and social sciences
Room: Room 1.17
Chair(s): Gerhard-Wilhelm Weber

• Optimization of Trading Signals in Intraday Pairs Trading Strategy
  Petra Tomanová, Vladimír Holý
• Facility Locations on a Network
  Mindaugas Kepalas, Julius Žilinskas

SD-07: OC 4 - Optimal control and optimization in finance and insurance
Stream: Optimal control and optimization in economics and social sciences
Room: Room 1.17
Chair(s): Fernanda Cipriano

• Mitigating the impact of negative occurrences in investment projects through insurance
  Carlos Oliveira, Alexandra Moura
• Finite maturity caps and floors on continuous flows under the CEV process
  José Carlos Dias, Joao Pedro Nunes, Fernando Silva
• On randomized solutions for optimization problems
  Manuel Guerra
• Portfolio Problem with Consumption Under the α-Hypergeometric Stochastic Volatility Model
  Paulo Rocha