Variational Analysis
Challenges in Energy
4-6 Jun 2018 Castro Urdiales (Spain)
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Program
Week
Mon. 04
Tue. 05
Wed. 06
List
Monday, June 4, 2018
›
09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
18:00
19:00
20:00
›9:15 (15min)
Welcome to CIEM and opening
Carlos Beltran Alvarez (CIEM director)
9:15 - 9:30 (15min)
Welcome to CIEM and opening
Carlos Beltran Alvarez (CIEM director)
›9:30 (30min)
Maximization of free capacities in gas networks with random load
René Henrion
9:30 - 10:00 (30min)
Maximization of free capacities in gas networks with random load
René Henrion
›10:00 (30min)
Valuation of a power plant by stochastic dynamic optimization
Georg Pflug
10:00 - 10:30 (30min)
Valuation of a power plant by stochastic dynamic optimization
Georg Pflug
›10:30 (30min)
Early thoughts on Generalized differentiation of probability functions acting on an infinite system of constraints
Wim van Ackooij
10:30 - 11:00 (30min)
Early thoughts on Generalized differentiation of probability functions acting on an infinite system of constraints
Wim van Ackooij
›11:00 (30min)
Coffee break
11:00 - 11:30 (30min)
Coffee break
›11:30 (30min)
Random projections for quantile regression in energy prices
Leo Liberti
11:30 - 12:00 (30min)
Random projections for quantile regression in energy prices
Leo Liberti
›12:00 (30min)
Pricing and hedging of oil derivatives and refineries
Teemu Pennanen
12:00 - 12:30 (30min)
Pricing and hedging of oil derivatives and refineries
Teemu Pennanen
›13:30 (2h)
Lunch
13:30 - 15:30 (2h)
Lunch
›15:30 (30min)
Risk-averse stochastic vector optimization
Cagin Ararat
15:30 - 16:00 (30min)
Risk-averse stochastic vector optimization
Cagin Ararat
›16:00 (30min)
Time consistency of the mean-risk problem
Gabriela Kovacova
16:00 - 16:30 (30min)
Time consistency of the mean-risk problem
Gabriela Kovacova
›16:30 (30min)
Risk aversion in equilibrium problems
Mikhail Solodov
16:30 - 17:00 (30min)
Risk aversion in equilibrium problems
Mikhail Solodov
›17:00 (30min)
Multiobjective Optimal Control
Hasnaa Zidani
17:00 - 17:30 (30min)
Multiobjective Optimal Control
Hasnaa Zidani
›18:00 (2h)
Discussion, networking, and Happy Hour
18:00 - 20:00 (2h)
Discussion, networking, and Happy Hour
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