| Mon.A.18 Stochastic optimization in sequential detection and optimal execution Organized Session, Room 1.8, Monday, July 29, 11:30-13:00
Michael Carlisle, Sequential decision rules and times for two-dimensional hypothesis testing [...] Gerardo Hernandez-del-Valle, Optimal execution with jumps (or known structural break points) [...] Neofytos Rodosthenous, Quickest detection in a system with correlated noise [...] |
| Mon.C.18 Modeling and algorithmic developments in stochastic programming Organized Session, Room 1.8, Monday, July 29, 16:30-18:00
Victor M. Zavala, Clustering-based interior point strategies for stochastic programs [...] Miguel Lejeune, Boolean reformulation method for probabilistically constrained stochastic programming problems [...] |
| Tue.A.18 Recent advances in stochastic programming Organized Session, Room 1.8, Tuesday, July 30, 11:30-13:00 Ruediger Schultz, OR inspirations for stochastic shape optimisation [...] Francesca Maggioni, Bounds in mulstistage stochastic programming [...] Nilay Noyan, Optimization with multivariate conditional value-at-risk constraints [...] |
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