Schedule for: 18w5102 - Distributionally Robust Optimization

Beginning on Sunday, March 4 and ending Friday March 9, 2018

All times in Banff, Alberta time, MST (UTC-7).

Sunday, March 4
16:00 - 17:30 Check-in begins at 16:00 on Sunday and is open 24 hours (Front Desk - Professional Development Centre)
17:45 - 19:30 Dinner (Vistas Dining Room)
20:00 - 22:00 Informal gathering (Corbett Hall Lounge (CH 5210))
Monday, March 5
07:00 - 08:45 Breakfast (Vistas Dining Room)
08:45 - 09:00 Introduction and Welcome by BIRS Station Manager (TCPL 201)
09:00 - 09:35 Yinyu Ye: Distributionally Robust Stochastic and Online Optimization (TCPL 201)
09:35 - 10:10 Melvyn Sim: A Tractable Format for Distributionally Robust Optimization (TCPL 201)
10:10 - 10:40 Coffee Break (TCPL Foyer)
10:40 - 11:15 Huifu Xu: Quantitative Stability Analysis in Distributionally Robust Optimization (TCPL 201)
11:15 - 11:50 Krzysztof Postek: Distributionally Robust Optimization with SOS Polynomial Density Functions and Moment Conditions (TCPL 201)
11:50 - 12:25 JianQiang Cheng: Distributionally Robust Optimization with Principal Component Analysis (TCPL 201)
12:25 - 12:35 Group Photo (TCPL Foyer)
12:35 - 13:45 Lunch (Vistas Dining Room)
13:45 - 14:20 Tito Homem-de-Mello: Distributionally Robust Newsvendor Problems with Variation Distance (TCPL 201)
14:20 - 14:55 Jonathan Yu-Meng Li: Worst-Case Law Invariant Risk Measures and Distributions: The Case of Nonlinear DRO (TCPL 201)
14:55 - 15:30 Ruiwei Jiang: Ambiguous Risk Constraints with Moment and Structural Information (TCPL 201)
15:30 - 16:00 Coffee Break (TCPL Foyer)
16:00 - 16:35 Chung Piaw Teo: Disruption Risk Mitigation in Supply Chains - The Risk Exposure Index Revisited (TCPL 201)
16:35 - 17:10 Selin Damla Ahipasaoglu: Flexibility of Distributionally Robust Choice Models in Traffic Equilibrium (TCPL 201)
17:10 - 17:45 Phebe Vayanos: Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems (TCPL 201)
17:45 - 19:30 Dinner (Vistas Dining Room)
Tuesday, March 6
07:00 - 09:00 Breakfast (Vistas Dining Room)
09:00 - 09:35 Dimitris Bertsimas: From Data to Decisions (TCPL 201)
09:35 - 10:10 Anton Kleywegt: Distributional Robustness and Regularization in Statistical Learning (TCPL 201)
10:10 - 10:40 Coffee Break (TCPL Foyer)
10:40 - 11:15 Andrew Lim: Calibration of Distributionally Robust Empirical Optimization Problems (TCPL 201)
11:15 - 11:50 Vishal Gupta: Small-Data, Large-Scale Linear Optimization (TCPL 201)
12:10 - 12:45 Karthyek R. A. Murthy: Distributionally Robust Optimization with Optimal Transport Distances: Some Statistical and Algorithmic Advances (TCPL 201)
12:25 - 13:45 Lunch (Vistas Dining Room)
14:00 - 14:35 Bart Paul Gerard Van Parys: Bootstrap Robust Prescriptive Analytics (TCPL 201)
14:35 - 15:10 Henry Lam: Parameter Calibration for Optimization under Uncertainty (TCPL 201)
15:10 - 15:45 Nathan Kallus: Distributionally Robust Optimization for Learning Causal-Effect-Maximizing Policies (TCPL 201)
15:30 - 16:00 Coffee Break (TCPL Foyer)
16:20 - 16:55 Sanjay Mehrotra: Decomposition Methods For Solving Distributionally Robust Two-Stage Stochastic Integer Programs (TCPL 201)
16:55 - 17:30 John Gunnar Carlsson: Wasserstein Distance and the Distributionally Robust TSP (TCPL 201)
17:30 - 18:05 Dan Iancu: Discrete Convexity and Dynamic Robust Optimization (TCPL 201)
17:45 - 19:30 Dinner (Vistas Dining Room)
Wednesday, March 7
07:00 - 09:00 Breakfast (Vistas Dining Room)
09:00 - 09:35 Georg Pflug: Distributional Robustness for Multiperiod Stochastic Programs (TCPL 201)
09:35 - 10:10 Huan Xu: Practicable Robust Markov Decision Processes (TCPL 201)
10:10 - 10:25 Coffee Break (TCPL Foyer)
10:25 - 11:00 Angelos Georghiou: Robust Dual Dynamic Programming (TCPL 201)
11:00 - 11:35 Jin Qi: Distributionally Robust Adaptive Decision Making in Inventory Routing Problems (TCPL 201)
11:35 - 12:30 Lunch (Vistas Dining Room)
13:45 - 17:45 Free Afternoon (Banff National Park)
17:45 - 19:30 Dinner (Vistas Dining Room)
Thursday, March 8
07:00 - 09:00 Breakfast (Vistas Dining Room)
09:00 - 09:35 Dick den Hertog: Is DRO the Only Approach for Optimization Problems with Convex Uncertainty? (TCPL 201)
09:35 - 10:10 Patrick Jaillet: Satisficing Models to Mitigate Uncertainty (TCPL 201)
10:10 - 10:40 Coffee Break (TCPL Foyer)
10:40 - 11:15 Vineet Goyal: On the Power of Affine Policies in Two-Stage Adjustable Robust Optimization (TCPL 201)
11:15 - 11:50 Anthony Man-Cho So: On the Approximation Guarantee for a Semidefinite Relaxation of a Class of Robust Quadratic Optimization Problems (TCPL 201)
11:50 - 12:25 Grani A. Hanasusanto: Robust Quadratic Programming with Mixed-Integer Uncertainty (TCPL 201)
12:25 - 13:45 Lunch (Vistas Dining Room)
13:45 - 14:20 Marco Campi: Risk and Complexity in Scenario Optimization (TCPL 201)
14:20 - 14:55 Simone Garatti: Scenario Optimization: The Performance-Risk Tradeoff (TCPL 201)
15:10 - 15:45 Guzin Bayraksan: Effective Scenarios in Distributionally Robust Optimization (TCPL 201)
15:30 - 16:00 Coffee Break (TCPL Foyer)
16:15 - 16:50 Abdel Lisser: Distributionally Robust Chance Constrained Geometric Optimization (TCPL 201)
16:50 - 17:25 Siqian Shen: Ambiguous Chance-Constrained Bin Packing under Mean-Covariance Information (TCPL 201)
17:45 - 19:30 Dinner (Vistas Dining Room)
Friday, March 9
07:00 - 09:00 Breakfast (Vistas Dining Room)
09:00 - 09:30 Wolfram Wiesemann: "Dice"-sion Making under Uncertainty: When Can a Random Decision Reduce Risk? (TCPL 201)
09:30 - 10:00 Erick Delage: Measuring the Value of Randomized Solutions in Distributionally Robust Optimization (TCPL 201)
10:00 - 10:30 Coffee Break (TCPL Foyer)
10:30 - 11:00 Daniel Kuhn: From Data to Decisions: Distributionally Robust Optimization is Optimal (TCPL 201)
11:00 - 11:30 Karthik Natarajan: On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor Model with Moment Constraints (TCPL 201)
11:30 - 12:00 Checkout by Noon (Front Desk - Professional Development Centre)
12:00 - 13:30 Lunch (Vistas Dining Room)