Tuesday | March 18, 2025

Conference Schedule for March 18, 2025
Time Speaker Presentation
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