Monday, November 30, 2009 |
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| 8:30 | Breakfast |
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9:00 |
Opening remarks by Endre Boros (RUTCOR) and András Prékopa (RUTCOR) |
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Session I (Endre Boros, Chair): |
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| 9:20 | Stephen Robinson (University of Wisconsin-Madison, Madison, WI): Some issues in stochastic variational problems |
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10:00 |
Tamás Szántai (Budapest University of Technology and Economics, Budapest, Hungary): Orthogonal polynomials, hypergeometric functions and multivariate probability distributions |
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10:40 |
Coffee Break |
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Session II (Stephen Robinson, Chair): |
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11:00 |
Elliott Lieb (Princeton University, Princeton, NJ): Brascamp-Lieb inequalities for non-commutative integration |
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11:40 |
René Henrion (Weierstrass Institute, Berlin, Germany): Answers and questions in selected topics of probabilistic programming |
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12:20 |
Lunch at RUTCOR |
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Session III (Jitka Dupačová, Chair): |
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1:40 |
Darinka Dentcheva (Stevens Institute of Technology, Hoboken, NJ): Inverse dominance constraints duality and methods |
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2:20 |
István Maros (Imperial College, London, England & University of Pannonia, Vezsprém, Hungary): Planning electricity portfolios: approximate models |
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3:00 |
Andrzej Ruszczyński (Rutgers University): Risk-averse dynamic programming for Markov decision processes |
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3:40 |
Coffee Break |
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Session IV (John Birge, Chair): |
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4:00 |
Ferenc Friedler (University of Pannonia, Vezsprém, Hungary): Mathematical modeling and optimization for process systems engineering: structural assessment |
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4:40 |
Gus Gassmann (Dalhousie University, Halifax, Nova Scotia): Modeling systems in stochastic programming |
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5:20 |
Tamás Terlaky (Lehigh University, Bethlehem, PA): Bi-parametric convex quadratic optimization |
Tuesday, December 1, 2009 |
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| 8:30 | Breakfast |
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9:00 |
Opening remarks by Fred Roberts (DIMACS and RUTCOR) |
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Session V (Andrzej Ruszczyński, Chair): |
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| 9:20 | Jitka Dupačová (Charles University, Prague, Czech Republic): Minimax stochastic programs and beyond |
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10:00 |
John Birge (University of Chicago, Chicago, IL): Parameter estimation in large-scale stochastic optimization problems |
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10:40 |
Coffee Break |
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Session VI (Darinka Dentcheva, Chair): |
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11:00 |
Endre Boros (Rutgers University): Polynomially computable sharp probability bounds |
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11:40 |
József Bukszár (Virginia Commonwealth University, Richmond, VA): Bounds on the probability of the union of the events |
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12:20 |
Miguel Lejeune (George Washington University, Washington D.C.): Linear reformulation of probabilistically constrained optimization problems using combinatorial patterns |