|
Time |
Wednesday 15th |
Thursday 16th |
|
9:30-10:15 |
Rockafellar |
Mordukhovich |
|
10:15-11:00 |
De Lara |
Hantoute |
|
Break |
Break |
Break |
|
11:30-12:15 |
Peypouquet |
Pennanen |
|
12:15-13:00 |
Outrata |
Oliu Barton |
|
Lunch |
Lunch |
Lunch |
|
14:30-15:15 |
Homem-de-Melo |
Possamaï |
|
15:15-16:00 |
Hernández |
Mastrolia |
|
Break |
Break |
Break |
|
16:30-17:15 |
Rigaut |
Pacaud |
|
17:15-18:00 |
Backhoff |
Thomson |
|
Workshop dinner at 20:00 |
WEDNESDAY MARCH 15th
- Terry Rockafellar, University of Washington
Solving stochastic optimization problems by progressive hedging with risk measures in the objective
- Michel De Lara, Université Paris-Est Marne-la-Vallée
Game theory with information — Introducing the Witsenhausen intrinsic model.
- Juan Peypouquet, Universidad Técnica Federico Santa María
Acceleration of first-order methods in convex optimization.
- Jiri Outrata, Czech Academy of Sciences (Akademie věd České republiky)
On the Aubin property of a class of parametrized variational systems.
- Tito Homem-de-Mello, Universidad Adolfo Ibáñez
Competition and coalition for smart energy supply.
- Nicolás Hernández, Universidad de Chile and Université Paris-Dauphine
Bank monitoring incentives under moral hazard and adverse selection.
- Tristan Rigaut, Efficacity and École des Ponts ParisTech
- Julio Backhoff, Vienna University of Technology
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration.
THURSDAY MARCH 16th
- Boris Mordukhovich, Wayne State University
Critical multipliers and robust isolated calmness for perturbed variational systems.
- Abderrahim Hantoute, CMM – Universidad de Chile
Subdifferential characterization of continuous probability functions under Gaussian distribution.
- Teemu Pennanen, King’s College London
Regular processes and duality.
- Miquel Oliu Barton, Université Paris-Dauphine
- Dylan Possamaï, Université Paris-Dauphine
Volatility demand management for electricity: a moral hazard approach.
- Thibaut Mastrolia, École Polytechnique
Moral hazard with mean field type interactions.
- François Pacaud , École des Ponts ParisTech
Optimization of energy production and transport — Approaches by decomposition
- Philip Thomson, CMM – Universidad de Chile