Center for Optimization under Uncertainty Research - COUR Symposium


Agenda Jan 12, 2016

 

08:30-09:00    Welcome Coffee
09:00-09:15    Opening Remarks (Bob Sutor)

09:15-10:35    Session 1: Approximate Dynamic Programming
09:15-10:00    Warren Powell (Princeton): A Unified Framework for Stochastic Optimization
10:00-10:25    Randy Cogill (IBM): Primal-Dual Algorithms for Discounted Markov Decision Processes
10:25-10:35    Discussion

10:35-11:55    Session 2: Simulation Optimization
10:35-11:20    Shane Henderson (Cornell): Simulation Optimization and (Citi)Bike Sharing
11:20-11:45    Soumyadip Ghosh (IBM): Simulation Optimization of Stochastic Networks
11:45-11:55    Discussion


11:55-01:20    Lunch


01:20-02:40    Session 3: Stochastic Programming
01:20-02:05    Andrzej Ruszczynski (Rutgers): Introduction to Risk-Averse Optimization
02:05-02:30    Alan King (IBM): Stochastic Dual Dynamic Programming for State-wise Independent Multistage Stochastic Programs
02:30-02:40    Discussion


02:40-04:00    Session 4: Stochastic Optimal Control
02:40-03:25    Marty Reiman (Bell Labs): Asymptotically Optimal Control of Assemble to Order Inventory Systems
03:25-03:50    Yingdong Lu (IBM): Stochastic Optimal Control of Resource Allocation
03:50-04:00    Discussion


04:00-04:30    Coffee Break


04:30-06:00    Panel Discussion
Panelists: Randy Cogill, Bruno Flach, Shane Henderson, Marco Laumanns, Yingdong Lu, Warren Powell, Marty Reiman, Andrzej Ruszczynski, Mark Squillante


06:00    Closing Remarks