Session 5 |
9:00 – 9:30 |
Jose Blanchet |
Wasserstein Distributionally Robust Regret Optimization |
9:30 – 10:00 |
Andy Philpott |
Pricing Battery Storage Using SDDP |
10:00 – 10:30 |
Bernardo Costa |
A Relative Value Iteration Scheme for Infinite-Horizon SDDP |
10:30 – 11:00 |
Coffee Break |
Session 6 |
11:00 – 11:30 |
Darinka Dentcheva |
Risk Evaluation and Control for Distributed Multi-At Systems |
11:30 – 11:40 |
Yue Xie |
Stochastic First-Order Methods with Non-smooth and Non-Euclidean Proximal Terms for Nonconvex High-Dimensional Stochastic Optimization |
11:40 – 11:50 |
Enlu Zhou |
Bayesian Approaches to Stochastic Optimal Control under Distributional Uncertainty |
11:50 – 12:00 |
Peter Haas |
Adventures in SAA: Ten Million Decision Variables |
12:00 – 12:30 |
Stephen Wright |
On Penalty Methods for Stochastic Bilevel Optimization |
12:30 – 12:45 |
Closing Remarks |
12:45 |
Lunch |