from March 28 to July 1, 2016
Rio de Janeiro (Brazil)

AASS Workshop: Program-at-a-glance and talks (video and pdf)

Click here for the videos of the talks

Click here for the YouTube Playlist

For the abstract and pdf of each presentation, click in the slot of each talk, in the program-at-a-glance below

Hour Monday, 28 Hour Tuesday, 29 Hour Wednesday, 30 Hour Thursday, 31 Friday, 1
                                   
        9:30
10:20
 

Mete Soner
Martingale Optimal Transport

talk

  9:00
9:50
 

Nizar Touzi

Stochastic control of path-dependent systems, application to the Principal-Agent problem

talk

  9:30
10:20
 

Welington de Oliveira
Hydrothermal scenario reduction via quadratic process distances

talk

 

Georg Pflüg
Multistage stochastic programs: Time consistency, time inconsistency and martingale bounds

talk

 
                                   
        10:20
11:10
 

Athena Picarelli

Duality-based error estimates for some approximation schemes for optimal investment problems

talk

  9:50
10:40
 

Olivier Bokanowski
Numerical schemes for partial differential equations related to optimal stopping time problems
 

talk

  10:20
11:10
 

Anthony Papavasiliou
Solving stochastic unit commitment in a high performance computing environment

talk

 

Angelia Nedich
Distributed Algorithms for Aggregative Games on Graphs

talk

 

 
                                   
        11:10
11:30
  Coffee Break   10:40
11:30
 

Kazutoshi Yamazaki
Optimality of doubly reflected Levy processes in singular control

talk

  11:10
11:40
  Coffee Break   Coffee Break  
                                   
        11:40
12:20
 

Session Express I
D. Ghilli

talk

L. Parente

talk

  11:30   Social Activity:

Lunch and Excursion
 

11:40
12:20

(12:30 on Friday)

 

Sesssion Express III
S. Bruno

talk

A. Brigatto

talk

 

Bernardo K. Pagnoncelli
Multistage Stochastic Programming: A Modeling and Algorithmic Perspective

talk

 
                                 
13:30
14:30
  Welcome coffee
and registration
  12:20
14:30
  Lunch         12:30
14:30
  Lunch   Lunch  
                                 
14:30
15:20
 

Jorge Zubelli
Calibration of Dupire's Local Volatility Models from Option Data

talk

  14:30
15:20
 

Juan Carlos de Los Reyes
Bilevel optimization approaches for learning the noise model in variational image processing

talk

        14:30
15:20
 

Leo Liberti
The Johnson-Lindenstrauss Lemma in linear and integer optimization

talk

 

Juan Pablo Luna & Claudia Sagastizábal
Modelling Uncertainty in Brazil's Oil Supply Chain

talk

 
                                 
15:20
16:10
 

Golbon Zakeri
Stochastic programming approach to market clearing

talk

  15:20
16:10
 

Daniel Hernández
Optimal control of Lévy processes and existence of optimal refraction strategies

talk

        15:20
16:10
 

Ankur Kulkarni
Optimization and Randomization based Approaches for Games and Teams

talk

 

Good Bye

Coffee

 
                                 
16:10
16:45
Coffee Break 16:10
16:45
Coffee Break       16:10
16:40
  Coffee Break      
                                 
16:45
17:35
 

Alejandro Jofré
Mechanism design and allocation algorithms for energy-network markets with piece-wise linear costs and quadratic externalities

talk

  16:45
17:35
 

Sylvain Sorin
Recent advances on zero-sum stochastic games with vanishing stage duration

talk

        16:40
17:30
 

 Hasnaa Zidani
A state constrained stochastic control problem. Application to optimal exercise of swing contracts in energy markets

talk

     
                                   
17:35
18:25
 

Vitor de Matos

On the modeling and solution strategy of the Long Term Hydrothermal Scheduling

talk

  17:35
18:35
 

Sesssion Express II
D. Villacis

talk

M. Junca

talk

Ph. Thompson

talk

          17:30
18:30
 

Session Express IV
M. Reppen

talk

D. Hendricks

talk

D. Valladão

talk

     
                                   
18:30
      18:35
20:00
  Cocktail            18:35
20:30
  Happy Hour      

 

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