| Time | Speaker | Presentation |
|---|---|---|
| 9:00 – 9:15 | Opening Remarks | |
| Session 1 | ||
| 9:15 – 9:45 | Andrzej Ruszczyński | A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization |
| 9:45 – 10:15 | Stan Uryasev | Risk Quadrangle and Applications in Statistics, Data Mining, and Portfolio Optimization |
| 10:15 – 10:45 | Alois Pichler | Quantization with Maximum Mean Discrepancies |
| 10:45 – 11:15 | Coffee Break | |
| Session 2 | ||
| 11:15 – 11:45 | Arkadi Nemirovski | Some Applications of Semidefinite Optimization in Control and Statistics |
| 11:45 – 12:15 | Boris Mordukhovich | Globally Convergent Derivative-Free Methods in Nonconvex Optimization with and without Noise |
| 12:15 – 12:25 | Linwei Xin | VC Theory for Inventory Policies |
| 12:25 – 12:35 | Yao Xie | Distributionally Robust Optimization via Iterative Algorithms in Continuous Probability Spaces |
| 12:35 – 2:00 | Lunch | |
| Session 3 | ||
| 2:00 – 2:30 | Roberto Cominetti | Near-Optimal Sample Complexity for MDPs via Anchoring |
| 2:30 – 3:00 | Eugene A. Feinberg | Sufficient Conditions for Solving Statistical Filtering Problems by Dynamic Programming |
| 3:00 – 3:30 | Daniel Kuhn | Wasserstein Distributionally Robust Optimization with Heterogeneous Data Sources |
| 3:30 – 4:00 | Coffee Break | |
| Session 4 | ||
| 4:00 – 4:10 | Grigory Kabatyansky | Spherical Packing, Codes, and Optimization |
| 4:10 – 5:10 | Discussion session | |
| 5:10 – 5:15 | Break and Setup | |
| 5:15 – 6:00 | Discussion session | |
| 7:00 – 9:00 | Dinner | |
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