Program for stream Simulation, stochastic programming and modeling (contributed)

TA-22: Stochastic programming algorithms and applications
Stream: Simulation, stochastic programming and modeling (contributed)
Room: 2104B
Chair(s): Julian Gonzalez, Anirudh Subramanyam

• A new algorithm for solving two-stage robust optimization problems with mixed-integer recourse
  Anirudh Subramanyam, Wolfram Wiesemann, Chrysanthos E. Gounaris
• An efficient algorithm for solving nonsymmetric multistage mixed 0-1 convex stochastic problems
  Eugenio Mijangos
• Pension fund ALM with stochastic dominance constraints and hedging derivatives
  Sebastiano Vitali, Milos Kopa, Vittorio Moriggia
• A heuristic solution methodology for solving the Vehicle Routing problem with Stochastic Demands (VRPSD)
  Julian Gonzalez, Luis Moreno

TB-22: Simulation, stochastic programming and modeling
Stream: Simulation, stochastic programming and modeling (contributed)
Room: 2104B
Chair(s): Benjamin Legros, dinesh sharma

• Mathematical analysis of machine repair problems with common cause failure, hot spares and multiple repairmen
  dinesh sharma
• Unintended consequences of optimizing a queue discipline for a service level defined by a percentile of the waiting time
  Benjamin Legros
• Morphing M/M/m: A new view of an old queue
  Neil Gunther
• Single-period newsvendor problem under random end-of-season demand
  Subrata Mitra