| Mon.B.23 Game theory and stochastic control Session, Room 2.3, Monday, July 29, 14:30-16:00
Mohamed Assellaou, Probabilistic safety reachability analysis [...] Alexander S. Belenky, Application of continuous optimization techniques for calculating equilibriums in large-scale three-person public procurement games [...] |
| Tue.C.18 Robust optimization I Organized Session, Room 1.8, Tuesday, July 30, 16:30-18:00
Bart Paul Gerard Van Parys, Distributionally robust control of linear dynamical systems [...] Simone Garatti, The risk of empirical costs in min-max sample-based optimization [...] Daniel Kuhn, Distributionally robust convex optimization [...] |
| Wed.A.18 Robust optimization II Organized Session, Room 1.8, Wednesday, July 31, 11:30-13:00
Chiranjib Bhattacharyya, Efficient design of robust SVMs [...] John Wright, Robust optimization and robust estimation in provable object instance verification [...] Jia Yuan Yu, Data-driven distributionally robust polynomial optimization [...] |
| Wed.B.18 Robust optimization III Organized Session, Room 1.8, Wednesday, July 31, 14:30-16:00
Huan Xu, Optimization under probabilistic envelope constraints [...] Ihsan Yanikoglu, Adjustable robust parameter design with unknown distributions [...] Xuan Vinh Doan, Distributionally robust optimization with a general Fréchet class of distributions [...] |
| Wed.C.18 Robust optimization Session, Room 1.8, Wednesday, July 31, 16:30-18:00
Amirhossein Sadoghi, Measuring systemic risk: Robust ranking techniques approach [...] Jorge R. Vera, Robust approaches for intertemporal consistency in production planning [...] Mustafa C. Pinar, Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity [...] |
| Wed.D.18 Optimization in finance I Organized Session, Room 1.8, Wednesday, July 31, 18:00-19:30
Gautam Mitra, Enhanced indexation based on second-order stochastic dominance [...] John Birge, Extensions of abridged nested decomposition for serially dependent structures [...] Pedro Júdice, Long-term bank balance sheet management: Estimation and simulation of risk-factors [...] |
| Thu.A.18 Optimization in finance II Organized Session, Room 1.8, Thursday, August 1, 09:00-10:30
Xiaoling Mei, Multiperiod portfolio selection with transaction and market impact costs [...] Gah-Yi Vahn, Performance-based regularization in mean-CVaR portfolio optimization [...] Alberto Martin-Utrera, Optimal multiperiod portfolio selection with trading costs and parameter uncertainty [...] |
| Thu.B.18 Optimization in finance III Organized Session, Room 1.8, Thursday, August 1, 11:00-12:30 Rui Pedro Brito, Efficient cardinality/mean-variance portfolios [...] Jun-Ya Gotoh, Financial risk minimization-based SVMs and its application to credit rating [...] Luis F. Zuluaga, Mean-semivariance model for large-scale project selection [...] |
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