Program for stream Simulation, Stochastic Programming and Modeling

WB-05: Stochastic simulation and its applications
Stream: Simulation, Stochastic Programming and Modeling
Room: Room 5
Chair(s): Chuljin Park

• Extremal kriging for extremal quantile metamodeling
  Heelang Ryu, Kyoung-Kuk Kim
• One-dimensional stochastic root finding using Bayes decisions
  Chuljin Park, Dong Hyun Kim, Seong-Hee Kim
• Agent-based evolving network modeling- a new simulation technique for study of diseases spread over complex networks at low prevalence
  Chaitra Gopalappa
• Analysis of Response Rate and Speed in Mail Survey: Markov Chain Monte Carlo Approach
  Young H. Chun, Edward Watson

WC-04: Applied probability in queueing
Stream: Simulation, Stochastic Programming and Modeling
Room: Room 4
Chair(s): Hiroshi Toyoizumi, Katsunori Ano

• A web-based impatient queueing simulator with R language
  Masahiro Kobayashi, Atsushi Inoie
• Ninja queue and its application to theme park
  Hiroshi Toyoizumi
• What's in a constraint? On the ambiguity of standard delay targets
  Seung Bum Soh, Itai Gurvich

WE-11: Stochastic progamming methods and applications
Stream: Simulation, Stochastic Programming and Modeling
Room: Room 11
Chair(s): Jiangyue Gong, Jongheon Lee

• Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens
  Dabeen Lee
• Approximation of a multistage stochastic programming problems by smoothed quantization
  Martin Smid, Vaclav Kozmik
• Partition-based two-stage risk-averse stochastic program
  Jongheon Lee, Kyungsik Lee

HC-04: Stochastic optimization via simulation
Stream: Simulation, Stochastic Programming and Modeling
Room: Room 4
Chair(s): Jun Luo, Zhaolin Hu

• Robust Simulation with Likelihood-ratio Constrained Input Uncertainty
  Zhaolin Hu
• Sequential Ranking-and-Selection Procedures with Adaptive Sampling Rules
  Jun Luo
• How the first-stage sample size affects the efficiency of R&S procedures
  Weiwei Fan, Xuewen Li, Jun Luo

HD-04: Stochastic modeling and simulation in engineering, management and science
Stream: Simulation, Stochastic Programming and Modeling
Room: Room 4
Chair(s): Felix Grumbach

• A Quantum Algorithm for optimising venture capital portfolios
  Sanjeev Naguleswaran
• Digital twin optimises container terminal handling
  Holger Schuett, Hoon Lee
• Problem-oriented initialization of discrete simulation models for a socio-technical shopfloor scheduling
  Felix Grumbach, Pascal Reusch

FA-04: Applications in optimization under uncertainty
Stream: Simulation, Stochastic Programming and Modeling
Room: Room 4
Chair(s): Kibaek Kim, Florian Mitjana

• A Scalable Global Optimization Algorithm for Stochastic Nonlinear Programs
  Yankai Cao
• A Two-Stage Stochastic Model For Enhancing Seismic Resilience of Water Pipe Networks
  Azam Boskabadi, Jay Rosenberger, Seyed Mohsen Shahandashti
• Building Load Control using Distributionally Robust Binary Chance-Constrained Programs with Right-Hand Side Uncertainty and the Adjustable Risk Variants
  Yiling Zhang
• Reinforcement learning for hydropower optimization under chance constraints
  Florian Mitjana, Michel Denault, Kenjy Demeester, Dominique Orban