{"id":19,"date":"2017-03-01T14:17:52","date_gmt":"2017-03-01T14:17:52","guid":{"rendered":"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/?page_id=19"},"modified":"2017-03-20T09:33:27","modified_gmt":"2017-03-20T12:33:27","slug":"program","status":"publish","type":"page","link":"https:\/\/eventos.cmm.uchile.cl\/vsa2017\/program\/","title":{"rendered":"Program"},"content":{"rendered":"<table width=\"450\" cellspacing=\"0\" cellpadding=\"7\">\n<colgroup>\n<col width=\"100\" \/>\n<col width=\"175\" \/>\n<col width=\"175\" \/> <\/colgroup>\n<tbody>\n<tr valign=\"top\">\n<td bgcolor=\"#D8D8D8\" width=\"100\" height=\"9\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Time<\/span><\/span><\/p>\n<\/td>\n<td bgcolor=\"#D8D8D8\" width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Wednesday 15th<\/span><\/span><\/p>\n<\/td>\n<td bgcolor=\"#D8D8D8\" width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Thursday 16th<\/span><\/span><\/p>\n<\/td>\n<\/tr>\n<tr valign=\"top\">\n<td width=\"100\" height=\"8\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">9:30-10:15<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Rockafellar <\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Mordukhovich<\/span><\/span><\/p>\n<\/td>\n<\/tr>\n<tr valign=\"top\">\n<td width=\"100\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">10:15-11:00<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">De Lara<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Hantoute<\/span><\/span><\/p>\n<\/td>\n<\/tr>\n<tr valign=\"top\">\n<td bgcolor=\"#E8E8E8\" width=\"100\" height=\"7\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Break<\/span><\/span><\/p>\n<\/td>\n<td bgcolor=\"#E8E8E8\" width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Break<\/span><\/span><\/p>\n<\/td>\n<td bgcolor=\"#E8E8E8\" width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Break<\/span><\/span><\/p>\n<\/td>\n<\/tr>\n<tr valign=\"top\">\n<td width=\"100\" height=\"12\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">11:30-12:15<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Peypouquet<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Pennanen<\/span><\/span><\/p>\n<\/td>\n<\/tr>\n<tr valign=\"top\">\n<td width=\"100\" height=\"12\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">12:15-13:00<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Outrata<br \/>\n<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Oliu Barton<\/span><\/span><\/p>\n<\/td>\n<\/tr>\n<tr valign=\"top\">\n<td bgcolor=\"#D8D8D8\" width=\"100\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Lunch<\/span><\/span><\/p>\n<\/td>\n<td bgcolor=\"#D8D8D8\" width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Lunch<\/span><\/span><\/p>\n<\/td>\n<td bgcolor=\"#D8D8D8\" width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Lunch<\/span><\/span><\/p>\n<\/td>\n<\/tr>\n<tr valign=\"top\">\n<td width=\"100\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">14:30-15:15<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Homem-de-Melo<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Possama\u00ef<\/span><\/span><\/p>\n<\/td>\n<\/tr>\n<tr valign=\"top\">\n<td width=\"100\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">15:15-16:00<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Hern\u00e1ndez<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Mastrolia<\/span><\/span><\/p>\n<\/td>\n<\/tr>\n<tr valign=\"top\">\n<td bgcolor=\"#E8E8E8\" width=\"100\">\n<p class=\"western\" align=\"center\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Break<\/span><\/span><\/p>\n<\/td>\n<td bgcolor=\"#E8E8E8\" width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Break<\/span><\/span><\/p>\n<\/td>\n<td bgcolor=\"#E8E8E8\" width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Break<\/span><\/span><\/p>\n<\/td>\n<\/tr>\n<tr valign=\"top\">\n<td width=\"100\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">16:30-17:15<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Rigaut <\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Pacaud<\/span><\/span><\/p>\n<\/td>\n<\/tr>\n<tr valign=\"top\">\n<td width=\"100\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">17:15-18:00<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Backhoff<br \/>\n<\/span><\/span><\/p>\n<\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Thomson<\/span><\/span><\/p>\n<\/td>\n<\/tr>\n<tr valign=\"top\">\n<td width=\"100\"><\/td>\n<td width=\"175\"><\/td>\n<td width=\"175\">\n<p class=\"western\"><span style=\"font-family: Helvetica,serif\"><span style=\"font-size: large\">Workshop dinner at 20:00<br \/>\n<\/span><\/span><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<h2><strong>WEDNESDAY MARCH 15th<\/strong><strong><br \/>\n<\/strong><\/h2>\n<ul>\n<li><strong>Terry Rockafellar<\/strong>, University of Washington<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/CMM-Mar2017.pdf\">Solving stochastic optimization problems by progressive hedging with risk measures in the objective<\/a><\/p>\n<ul>\n<li><strong>Michel De Lara<\/strong>,\u00a0Universit\u00e9 Paris-Est Marne-la-Vall\u00e9e<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/De-Lara.pdf\">Game theory with information &#8212; Introducing the Witsenhausen intrinsic model.<\/a><\/p>\n<ul>\n<li><strong>Juan Peypouquet<\/strong>, Universidad T\u00e9cnica Federico Santa Mar\u00eda<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Peypouquet.pdf\">Acceleration of first-order methods in convex optimization.<\/a><\/p>\n<ul>\n<li><strong>Jiri Outrata<\/strong>, Czech Academy of Sciences (Akademie v\u011bd \u010cesk\u00e9 republiky)<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Outrata.pdf\">On the Aubin property of a class of parametrized variational systems.<\/a><\/p>\n<ul>\n<li><strong>Tito Homem-de-Mello<\/strong>, Universidad Adolfo Ib\u00e1\u00f1ez<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Homem-de-Melo.pdf\">Competition and coalition for smart energy supply<\/a>.<\/p>\n<ul>\n<li><strong>Nicol\u00e1s Hern\u00e1ndez<\/strong>, Universidad de Chile and Universit\u00e9 Paris-Dauphine<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Hernandez.pdf\">Bank monitoring incentives under moral hazard and adverse selection.<\/a><\/p>\n<ul>\n<li><strong>Tristan Rigaut<\/strong>, Efficacity and \u00c9cole des Ponts\u00a0ParisTech<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Rigaut.pdf\">Two-scale stochastic dynamic optimization &#8212; Application to energy storage management in subway stations.<\/a><\/p>\n<ul>\n<li><strong>Julio Backhoff<\/strong>,\u00a0Vienna University of Technology<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Backhoff.pdf\">On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration.<\/a><\/p>\n<p><strong>\u00a0<\/strong><\/p>\n<h2><strong>THURSDAY MARCH 16th<\/strong><\/h2>\n<ul>\n<li>\u00a0<strong>Boris Mordukhovich<\/strong>, Wayne State University<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Mordukhovich.pdf\">Critical multipliers and robust isolated calmness for perturbed variational systems.<\/a><\/p>\n<ul>\n<li><strong>Abderrahim Hantoute<\/strong>, CMM &#8211; Universidad de Chile<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Hantoute.pdf\">Subdifferential characterization of continuous probability functions under Gaussian distribution.<\/a><\/p>\n<ul>\n<li><strong>Teemu Pennanen<\/strong>, King\u2019s College London<\/li>\n<\/ul>\n<p class=\"p1\"><span class=\"s1\"><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Pennanen.pdf\">Regular processes and duality.<\/a><\/span><\/p>\n<ul>\n<li><strong>Miquel Oliu Barton<\/strong>, Universit\u00e9 Paris-Dauphine<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Oliu-Barton.pdf\">The Unknown stochastic game.<\/a><\/p>\n<ul>\n<li><strong>Dylan Possama\u00ef<\/strong>, Universit\u00e9 Paris-Dauphine<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Possama\u00ee.pdf\">Volatility demand management for electricity: a moral hazard approach.<\/a><\/p>\n<ul>\n<li><strong>Thibaut Mastrolia<\/strong>, \u00c9cole Polytechnique<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Mastrolia.pdf\">Moral hazard with mean field type interactions.<\/a><\/p>\n<ul>\n<li><strong>Fran\u00e7ois Pacaud <\/strong>, \u00c9cole des Ponts \u00a0ParisTech<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Pacaud.pdf\">Optimization of energy production and transport &#8212; Approaches by decomposition<\/a><\/p>\n<ul>\n<li><strong>Philip Thomson<\/strong>, CMM &#8211; Universidad de Chile<\/li>\n<\/ul>\n<p><a href=\"http:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-content\/uploads\/sites\/42\/2017\/03\/Thompson.pdf\">Stochastic methods for stochastic variational inequalities.<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>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 Possama\u00ef 15:15-16:00 Hern\u00e1ndez 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 &hellip; <a href=\"https:\/\/eventos.cmm.uchile.cl\/vsa2017\/program\/\" class=\"more-link\">Continue reading <span class=\"screen-reader-text\">Program<\/span> <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":2,"featured_media":0,"parent":0,"menu_order":2,"comment_status":"closed","ping_status":"closed","template":"","meta":{"inline_featured_image":false,"footnotes":""},"class_list":["post-19","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-json\/wp\/v2\/pages\/19","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-json\/wp\/v2\/comments?post=19"}],"version-history":[{"count":43,"href":"https:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-json\/wp\/v2\/pages\/19\/revisions"}],"predecessor-version":[{"id":146,"href":"https:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-json\/wp\/v2\/pages\/19\/revisions\/146"}],"wp:attachment":[{"href":"https:\/\/eventos.cmm.uchile.cl\/vsa2017\/wp-json\/wp\/v2\/media?parent=19"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}