Program for stream Stochastic optimization

TD-20: Uncertainty modeling for stochastic optimization
Stream: Stochastic optimization
Room: 2103
Chair(s): Warren Powell

• SDDP using a hidden semi-Markov information model
  Juliana Nascimento
• Bayesian optimization with gradients
  Matthias Poloczek, Jian Wu, Andrew Wilson, Peter Frazier
• Backward approximate dynamic programming with a hidden semi-Markov information state
  Joseph Durante

TE-20: Applications of risk-averse optimization
Stream: Stochastic optimization
Room: 2103
Chair(s): Daniel Jiang

• Stochastic optimization with risk parity
  Alexander Vinel
• Managaing shutdown risk in commodity and energy production
  Alessio Trivella, Selvaprabu Nadarajah, Stein-Erik Fleten, Denis Mazieres, David Pisinger
• A spectrum of risk-averse optimal policies for electric vehicle charging
  Daniel Jiang, Warren Powell

WA-20: Theory and applications of optimization under uncertainty
Stream: Stochastic optimization
Room: 2103
Chair(s): Kartikey Sharma

• Modelling delay dissatisfactions in appointment scheduling
  Shuming Wang
• Ellipsoidal methods for adaptive choice-based conjoint analysis
  Denis Saure, Juan Pablo Vielma
• Robust optimization with decision dependent uncertainty sets
  Kartikey Sharma, Omid Nohadani

HA-20: Advances in multi-stage stochastic programming
Stream: Stochastic optimization
Room: 2103
Chair(s): Merve Bodur

• A discrepancy-based approach for scenario-tree generation
  Julien Keutchayan, David Munger, Michel Gendreau
• A sequential sampling algorithm for stochastic multistage programs
  Harsha Gangammanavar
• Two-stage linear decision rules for multi-stage stochastic programming
  Merve Bodur, James Luedtke