Thursday, July 4, 2024   
8:00 – 9:00Registration and Coffee – Aula Nod Balkong   
9:00 – 9:15Welcome – Aula Nod   
Diana Barro, Stein-Erik Fleten, Francesca Maggioni, Rüdiger Schultz, and Afzal S. Siddiqui  
9:15 – 10:15Plenary Session 1 – Aula Nod – Chair: S.-E. Fleten   
Trine K. Boomsma – University of Copenhagen   
Optimization and Equilibrium Problems in Renewable Power Systems and Markets  
10:00 – 10:15Coffee Break – Aula Nod Balkong   
10:30 – 12:30Parallel Sessions (5 x 22′)   
TA1 – Aula NodTA2 – L30  
Multi-horizon stochastic programming – Chair: F. MaggioniForecasting and hedging – Chair: M. Nardon
“Bounds in multi-horizon optimization for domestic renewable energy system design under uncertainty,” Francesca Maggioni, Güzin Bayraksan, Laureano Escudero, and Giovanni Micheli“Multivariate probabilistic forecasting of electricity prices with trading applications,” Karel Kozmík, Miloš Kopa, Ilyas Agakishiev, Alla Petukhina, and Wolfgang Karl Haerdle
“Solving multi-horizon stochastic facility location problem with capacity expansion: Locating hydrogen facilities in Norway,” Sarka Stadlerova and Peter Schütz“Insurance premium implied by rank dependence and probability distortion,” Martina Nardon
“Handling of long-term storage in multi-horizon stochastic programs,” Michal Kaut“Data-driven Inverse Optimization for load forecasting and demand flexibility,” ADRIAN ESTEBAN PEREZ
“A Two-Timescale Decision-Hazard-Decision Formulation for Storage Usage Values Calculation in Energy Systems Under Uncertainty,” Camila Martinez Parra, Jean-Marc Janin, Manuel Ruiz, Michel DE LARA, Jean-Philippe Chancelier, and Pierre Carpentier“Tree-Based Learning in RNNs for Power Consumption Forecasting,” Roberto Baviera and Pietro Manzoni
“Integrated energy system planning under short-term and long-term uncertainty: Modelling and algorithm,” Hongyu Zhang“Optimal hedging of the interest rate swap book,” Jörgen Blomvall
12:30 – 14:00Lunch – Wild Kitchen Meeting EWGSO Board – L30 
14:00 – 16:00Parallel Sessions (5 x 22′)   
TB1 – Aula NodTB2 – L30  
Decomposition methods – Chair: S. GabrielRobust optimization – Chair: A. Neufeld
“Adaptive Multistage Stochastic Programming,” Sezen Ece Kayacik, Beste Basciftci, Albert Schrotenboer, and Evrim Ursavas“Multi-Stage Robust Mixed-Integer Programming,” Ward Romeijnders, Krzysztof Postek, and Wolfram Wiesemann
“Numerical and Algorithmic Insights on Difference of Convex Function Algorithms applied to Infrastructure Problems (Part 1),” Steve Gabriel, Dominic Flocco, Trine Boomsma, Martin Schmidt, and Miguel Lejeune“Sensitivity of robust optimization problems under drift and volatility uncertainty,” Daniel Bartl, Ariel Neufeld, and Kyunghyun Park
“Numerical and Algorithmic Insights on Difference of Convex Function Algorithms applied to Infrastructure Problems (Part 2),” Dominic Flocco, Steve Gabriel, Trine Boomsma, Martin Schmidt, and Miguel Lejeune“Practicable Robust Stochastic Optimization under Divergence Measures,” Aakil Caunhye and Douglas Alem
“Optimizing carsharing service prices under endogenous demand uncertainty: A Benders Decomposition Approach,” Jiali Deng and Giovanni Pantuso“Distributionally Robust Optimization with Multimodal Decision-Dependent Ambiguity Sets,” Xian Yu and Beste Basciftci
“Cut-Generation Decomposition Algorithms for Uncertain Unit Commitment,” Vitor Luiz Pinto de Pina Ferreira, Vincent Leclere, Anna Robert, Nouha Dkhili, Marco Marchese, and Sami Gazhouani“A robust approach to an optimal replacement problem in maintenance,” Sina Shahri Majarshin, Ahmadreza Marandi, Claudia  Fecarotti, and Geert-Jan van Houtum
16:00 – 16:30Coffee Break – Aula Nod Balkong   
16:30 – 18:30Parallel Sessions (5 x 22′)   
TC1 – Aula NodTC2 – L30  
Risk-averse stochastic programming – Chair: M.F. AnjosArtificial intelligence and machine learning – Chair: A. King
“Navigating Arctic Waters: A Risk-Averse Stochastic Shortest Path Problem,” Gleb Sibul, Peter Schütz, and Kjetil Fagerholt“Reinforcement Learning Methods for Risk-Sensitive Investment Management,” Sebastien Lleo and Wolfgang Runggaldier
“A multi-stage stochastic optimization model for long-term planning of CO2 transport infrastructure,” Lihan Zhang, Miguel F. Anjos, and Hannah Chalmers“Stochastic Single-Source Facility Location problem and Machine Learning,” Xiaochen Chou and Enza Messina
“Assessing solution quality in risk-averse stochastic programs,” Ruben van Beesten, Nick Koning, and David Morton“Generative Models for Scenario Generation,” Enza Messina, Michele Carbonera, and Michele Ciavotta
“A market-consistent valuation of commodity operations,” Felipe van de Sande Araujo, Stein-Erik Fleten, Mikkel H Sandhaug, Heidi Therese Wiest, and Asgeir Tomasgard“Non-Linear Support Vector Machines:  Distributionally Robust Optimization approach,” Rashed Khanjani Shiraz and Ali  Babapour Azar
“Enhancing Sustainable Energy Systems: A Stochastic Bi-Level Approach for Optimizing Retailer Investments in Green Electricity,” Patrizia Beraldi“Modeling scenario trees with generative pre-trained models,” Alan King and Stein W. Wallace
20:00Dinner – Hermans Restaurang
Friday, July 5, 2024   
8:00 – 8:30Registration and Coffee – Aula Nod Balkong   
8:30 – 10:00Parallel Sessions (4 x 22′)   
FA1 – Aula NodFA2 – L30FA3 – L50 
Best student paper – Jury: J. Blomvall, C. Fábián, S.-E. Fleten, and F. Maggioni (Chair)Environment and natural resources – Chair: P. SchützAdvances in stochastic programming – Chair: S. Maier
“Feasible approximation of matching equilibria for large-scale matching for teams problems,” Qikun Xiang and Ariel Neufeld“Unveiling Volatility Drivers and Dynamics in the European Union Emissions Trading System: A Non-Parametric Approach,” Cristiano Salvagnin, Aldo Glielmo, Maria Elena De Giuli, and Antonietta Mira“MDP modeling for multistage stochastic programs,” Bernardo PAGNONCELLI, David Morton, and Oscar Dowson
“American options with acceleration clauses,” Sara Staffolani and Anna Battauz“The puzzle of Carbon Allowance spread,” Michele Azzone, Roberto Baviera, and Pietro Manzoni“Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands,” Martin Glanzer, Sebastian Maier, and Georg Pflug
“Investigating the price determinants of the European Emission Trading System: a non-parametric approach,” Cristiano Salvagnin, Aldo Glielmo, Maria Elena De Giuli, and Antonietta Mira“Production planning under uncertainty in Norwegian aquaculture,” Peter Schütz, Olav Bjørlykke, and Henrik Martin Vassbotten“Growing a stochastic sub-tree for mixed-integer linear programming under uncertainty,” Zoe Fornier, Vincent Leclere, and Bernardo Freitas Paulo Da Costa
“Distributionally robust standard quadratic optimization with Wasserstein ambiguity,” Daniel de Vicente, Immanuel Bomze, Simge Küçükyavuz, and Abdel Lisser“Carbon Policy in a Storage-Enabled Renewable-Thermal Power System,” Afzal S. Siddiqui and Ramteen Sioshansi“A Stochastic Programming Approach Applied to the Mid-Term Oil Refinery Operations Planning Problem,” Leonardo Macchiarulo and Virgílio Ferreira Filho
10:00 – 11:00Plenary Session 2 – Aula Nod – Chair: Diana Barro   
Ramteen Sioshansi – Carnegie Mellon University   
Technology and Policy Challenges to Decarbonize Electricity Systems  
11:00 – 11:15Coffee Break – Aula Nod Balkong   
11:15 – 12:30Parallel Sessions (3 x 22′)   
FB1 – Aula NodFB2 – L30FB3 – L50 
Portfolio optimization – Chair: D. BarroLearning-enabled optimal decision making – Chair: G. ConsigliOptimization models for hydrogen networks – Chair: A. Tomasgard
“Mean–trend risk portfolio selection with non-dominated sorting asset preselection,” David Neděla, Sergio Ortobelli Lozza, and Tomáš Tichý“Input Convex Loss Network for Decision Focused Learning,” Haeun Jeon, Hyunglip Bae, Minsu Park, Chanyeong Kim, and Woo Chang Kim“Multistage stochastic optimization of an elementary hydrogen infrastructure,” Raian Noufel LEFGOUM, Jean-Philippe Chancelier, Michel DE LARA, Pierre Carpentier, and Sezin Afsar
“Portfolio Optimization with Stochastic Non-Dominance Constraints,” Jana Junová, Miloš Kopa, and Sebastiano Vitali“Reinforcement Learning for complex dynamic portfolio problems,” Giorgio Consigli and Alvaro Gomez“Multi-period Stochastic Network Design for Combined Natural Gas and Hydrogen Distribution,” Umur Hasturk, Albert Schrotenboer, Kees Jan Roodbergen, and Evrim Ursavas
“Tracking-based green portfolio optimization,” Diana Barro, Marco Corazza, and Gianni Filograsso“Random Forest-based management of simple portfolios,” Marco Corazza and Marco Bruttocao“Decarbonizing the European energy system in the absence of Russian gas: Hydrogen uptake and carbon capture developments in the power, heat and industry sectors,” Asgeir Tomasgard, Hongyu Zhang, Pedro Crespo del Granado, and Brage Rugstad Knudsen
12:30 – 14:00Lunch – Wild Kitchen Meeting CMS Editorial Board – L30 
14:00 – 15:00Plenary Session 3 – Aula Nod – Chair: Francesca Maggioni   
Stein W. Wallace – NHH Norwegian School of Economics   
Modeling with Stochastic Programming   
15:00 – 15:15Coffee Break – Aula Nod Balkong   
15:15 – 17:15Parallel Sessions (5 x 22′)   
FC1 – Aula NodFC2 – L30FC3 – L50 
Logistics and network optimization – Chair G. PantusoSolution methods for stochastic optimization – Chair C. FábiánDynamic optimization – Chair V. Leclere
“Facility Location under Decision-Dependent Uncertainty,” Giovanni Pantuso“Applying random coordinate descent in a probability maximization scheme,” Csaba Fábián, Edit Csizmás, Rajmund Drenyovszki, and Tamás Szántai“Duality of upper bounds in stochastic dynamic programming,” Vincent Leclere and Bernardo Freitas Paulo da Costa
“The Strategic Entering Time of a Commerce Platform,” Chia-Li Wang“Pessimistic bilevel approach for decision-focused learning,” Diego Jiménez, Bernardo PAGNONCELLI, and Hande Yaman“Index policy for multiarmed bandit problem with dynamic risk measures,” Ozlem Cavus and Milad Malekipirbazari
“Stochastic MINLP Problems for Network Design,” Miguel Lejeune“Enhanced Lagrangian Cuts for Stochastic Mixed-Integer Programming,” Haoxiang Yang and Hanbin Yang“The SEIR Filter: A Stochastic Epidemic Model with Partial Observability,” Martin Šmíd
“Optimizing Packaging for an eCommerce Business: a stochastic programming approach,” Jamie Fairbrother“Projective hedging methods for stochastic programming,” Jonathan Eckstein, Jean-Paul WATSON, and David Woodruff“American Options with Liquidation Penalties,” Anna Battauz, Marzia De Donno, and Alessandro Sbuelz
“Car packing on an electric ferry,” Vit Prochazka and Stein W. Wallace“Nonlinear cut-sharing in stochastic dual dynamic programming for log-linear autoregressive uncertainty in the right-hand side,” Christian Füllner and Steffen Rebennack“Constrained Optimization for Black Box Random Simulation Optimization,” Ebru Angun and Jack Kleijnen
17:15 – 18:30General Assembly EWGSO – Aula Nod   
20:00Farewell Drinks – Mosebacketerrassen