| Friday, July 5, 2024 | | | |
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8:00 – 8:30 | Registration and Coffee – Aula Nod Balkong | | | |
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8:30 – 10:00 | Parallel Sessions (4 x 22′) | | | |
| FA1 – Aula Nod | FA2 – L30 | FA3 – L50 | |
| Best student paper – Jury: J. Blomvall, C. Fábián, S.-E. Fleten, and F. Maggioni (Chair) | Environment and natural resources – Chair: P. Schütz | Advances in stochastic programming – Chair: S. Maier | |
| “Feasible approximation of matching equilibria for large-scale matching for teams problems,” Qikun Xiang and Ariel Neufeld | “The puzzle of Carbon Allowance spread,” Michele Azzone, Roberto Baviera, and Pietro Manzoni | “MDP modeling for multistage stochastic programs,” Bernardo PAGNONCELLI, David Morton, and Oscar Dowson | |
| “American options with acceleration clauses,” Sara Staffolani and Anna Battauz | “Production planning under uncertainty in Norwegian aquaculture,” Peter Schütz, Olav Bjørlykke, and Henrik Martin Vassbotten | “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 | “Carbon Policy in a Storage-Enabled Renewable-Thermal Power System,” Afzal S. Siddiqui and Ramteen Sioshansi | “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 | | “A Stochastic Programming Approach Applied to the Mid-Term Oil Refinery Operations Planning Problem,” Leonardo Macchiarulo and Virgílio Ferreira Filho | |
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10:00 – 11:00 | Plenary Session 2 – Aula Nod – Chair: Diana Barro | | | |
| Ramteen Sioshansi – Carnegie Mellon University | | | |
| Technology and Policy Challenges to Decarbonize Electricity Systems | | |
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11:00 – 11:15 | Coffee Break – Aula Nod Balkong | | | |
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11:15 – 12:30 | Parallel Sessions (3 x 22′) | | | |
| FB1 – Aula Nod | FB2 – L30 | FB3 – L50 | |
| Portfolio optimization – Chair: D. Barro | Learning-enabled optimal decision making – Chair: G. Consigli | Optimization 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 | |
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12:30 – 14:00 | Lunch – Wild Kitchen | | Meeting CMS Editorial Board – L30 | |
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14:00 – 15:00 | Plenary Session 3 – Aula Nod – Chair: Francesca Maggioni | | | |
| Stein W. Wallace – NHH Norwegian School of Economics | | | |
| Modeling with Stochastic Programming | | | |
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15:00 – 15:15 | Coffee Break – Aula Nod Balkong | | | |
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15:15 – 17:15 | Parallel Sessions (5 x 22′) | | | |
| FC1 – Aula Nod | FC2 – L30 | FC3 – L50 | |
| Logistics and network optimization – Chair G. Pantuso | Solution methods for stochastic optimization – Chair C. Fábián | Dynamic 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 | |
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17:15 – 18:30 | General Assembly EWGSO – Aula Nod | | | |
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20:00 | Farewell Drinks – Mosebacketerrassen | | | |