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Monday, 28 |
Hour |
Tuesday, 29 |
Hour |
Wednesday, 30 |
Hour |
Thursday, 31 |
Friday, 1 |
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9:30
10:20 |
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Mete Soner
Martingale Optimal Transport
talk
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9:00
9:50 |
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Nizar Touzi
Stochastic control of path-dependent systems, application to the Principal-Agent problem
talk
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9:30
10:20 |
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Welington de Oliveira
Hydrothermal scenario reduction via quadratic process distances
talk
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Georg Pflüg
Multistage stochastic programs: Time consistency, time inconsistency and martingale bounds
talk
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10:20
11:10 |
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Athena Picarelli
Duality-based error estimates for some approximation schemes for optimal investment problems
talk
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9:50
10:40 |
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Olivier Bokanowski
Numerical schemes for partial differential equations related to optimal stopping time problems
talk
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10:20
11:10 |
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Anthony Papavasiliou
Solving stochastic unit commitment in a high performance computing environment
talk
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Angelia Nedich
Distributed Algorithms for Aggregative Games on Graphs
talk
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11:10
11:30 |
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Coffee Break |
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10:40
11:30 |
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Kazutoshi Yamazaki
Optimality of doubly reflected Levy processes in singular control
talk
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11:10
11:40 |
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Coffee Break |
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Coffee Break |
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11:40
12:20 |
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Session Express I
D. Ghilli
talk
L. Parente
talk
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11:30 |
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Social Activity:
Lunch and Excursion |
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11:40
12:20
(12:30 on Friday)
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Sesssion Express III
S. Bruno
talk
A. Brigatto
talk
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Bernardo K. Pagnoncelli
Multistage Stochastic Programming: A Modeling and Algorithmic Perspective
talk
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13:30
14:30 |
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Welcome coffee
and registration |
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12:20
14:30 |
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Lunch |
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12:30
14:30 |
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Lunch |
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Lunch |
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14:30
15:20 |
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Jorge Zubelli
Calibration of Dupire's Local Volatility Models from Option Data
talk
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14:30
15:20 |
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Juan Carlos de Los Reyes
Bilevel optimization approaches for learning the noise model in variational image processing
talk
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14:30
15:20 |
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Leo Liberti
The Johnson-Lindenstrauss Lemma in linear and integer optimization
talk
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Juan Pablo Luna & Claudia Sagastizábal
Modelling Uncertainty in Brazil's Oil Supply Chain
talk
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15:20
16:10 |
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Golbon Zakeri
Stochastic programming approach to market clearing
talk
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15:20
16:10 |
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Daniel Hernández
Optimal control of Lévy processes and existence of optimal refraction strategies
talk
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15:20
16:10 |
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Ankur Kulkarni
Optimization and Randomization based Approaches for Games and Teams
talk
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Good Bye
Coffee
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16:10
16:45 |
Coffee Break |
16:10
16:45 |
Coffee Break |
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16:10
16:40 |
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Coffee Break |
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16:45
17:35 |
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Alejandro Jofré
Mechanism design and allocation algorithms for energy-network markets with piece-wise linear costs and quadratic externalities
talk
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16:45
17:35 |
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Sylvain Sorin
Recent advances on zero-sum stochastic games with vanishing stage duration
talk
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16:40
17:30 |
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Hasnaa Zidani
A state constrained stochastic control problem. Application to optimal exercise of swing contracts in energy markets
talk
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17:35
18:25 |
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Vitor de Matos
On the modeling and solution strategy of the Long Term Hydrothermal Scheduling
talk
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17:35
18:35 |
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Sesssion Express II
D. Villacis
talk
M. Junca
talk
Ph. Thompson
talk
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17:30
18:30 |
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Session Express IV
M. Reppen
talk
D. Hendricks
talk
D. Valladão
talk
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18:30
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18:35
20:00 |
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Cocktail |
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18:35
20:30 |
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Happy Hour |
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