Name: XVII th Conference on Stochastic Programming
Start: 2025-07-28T00:00:00+02:00
End: 2025-08-01T18:00:00+02:00
Location: No location set

XVII th Conference on Stochastic Programming

from Monday, July 28, 2025 (12:00 AM) to Friday, August 1, 2025 (6:00 PM)

Monday, July 28, 2025

9:30 AM Registration
Registration
9:30 AM - 10:45 AM

10:45 AM Welcome Ceremony
Welcome Ceremony
10:45 AM - 11:15 AM
Room: Caquot
11:15 AM Francis Bach
Francis Bach
11:15 AM - 12:15 PM
Room: Caquot
Contributions

11:15 AM Denoising diffusion models without diffusions - Francis Bach
12:15 PM A word about open science - Michael Poss (LIRMM, CNRS)
A word about open science
- Michael Poss (LIRMM, CNRS)
12:15 PM - 12:25 PM
Room: Caquot
12:30 PM Lunch
Lunch
12:30 PM - 2:00 PM
2:00 PM Contributed talks
Contributed talks
2:00 PM - 3:30 PM
Room: F102
Contributions

2:00 PM Consensus, upgrade and skeleton clustering for stochastic programming - Janosch Ortmann (Université du Québec à Montréal)

2:30 PM Stable two-stage scenario tree generation via game-theoretic optimisation - Vassilis M. Charitopoulos (Department of Chemical Engineering, Sargent Centre for Process Systems Engineering, UCL)

3:00 PM Scenario Tree Reduction via Wasserstein Barycenters - Daniel Mimouni (Mines Paris / IFPEN)
New methods and applications of stochastic optimization toward logistics decarbonization
New methods and applications of stochastic optimization toward logistics decarbonization
2:00 PM - 4:00 PM
Room: F107
Contributions

2:00 PM Online Rack Placement in Large-Scale Data Centers: A Single-Sample Online Approximation Approach - Alexandre Jacquillat (MIT)

2:30 PM A Stochastic Benders Decomposition Scheme for Large-Scale Stochastic Network Design - Ryan Cory-Wright (Imperial College London)

3:00 PM Incomplete-Information Inspection Game with Heterogeneous Resources - Mathieu Dahan (Georgia Institute of Technology)

3:30 PM The Surprising Performance of Randomized Partial Benders Decomposition - Jean Pauphilet (London Business School)
Chance constraints in optimal control I
Chance constraints in optimal control I
2:00 PM - 4:00 PM
Room: F202
Contributions

2:00 PM Pontryagin's principle for some probabilistic control problems - Wim van Ackooij (EDF Lab Paris-Saclay)

2:30 PM Inner Moreau Envelope of Nonsmooth Conic Constrained Probability Functions - Pedro Perez Aros (Universidad de Chile and Center for Mathematical Modeling)

3:00 PM Consistency of sample-based solutions for stochastic optimization problems with conical constraints - Caroline Geiersbach (University of Hamburg)

3:30 PM Pontryagin principle for deterministic control of random semilinear parabolic equations with almost sure state constraints - Piero Visconti (INSA-Rouen)
New frontiers for the sample average approximation in operations and statistics
New frontiers for the sample average approximation in operations and statistics
2:00 PM - 4:00 PM
Room: F206
Contributions

2:00 PM Randomized Policy Optimization for Optimal Stopping - Xinyi Guan (The Hong Kong Polytechnic University)

2:30 PM From Contextual Data to Newsvendor Decisions: On the Actual Performance of Data-Driven Algorithms - Omar Mouchtaki (NYU)

3:00 PM The Sample Average Approximation with Strategic Noise - Bradley Sturt (University of Illinois Chicago)

3:30 PM ApplicationDrivenLearning.jl: A High-Performance Library for Training Predictive Models Based on the Application Cost - Joaquim Dias Garcia (Soma Energy)
Exploring the synergy between stochastic optimization, dynamics, sampling, inference, and optimal transport II
Exploring the synergy between stochastic optimization, dynamics, sampling, inference, and optimal transport II
2:00 PM - 3:30 PM
Room: F207
Contributions

2:00 PM Convergence theory and application of distribution optimization: Non-convexity, particle approximation, and diffusion models - Taiji Suzuki (The University of Tokyo / RIKEN AIP)

2:30 PM Asymptotic log-Sobolev constants and the Polyak-Łojasiewicz gradient domination condition - Austin Stromme (ENSAE Paris)

3:00 PM Federated ADMM from Bayesian Duality - Thomas Möllenhoff (RIKEN Center for AI Project)
Contributed talks
Contributed talks
2:00 PM - 3:30 PM
Room: F108
Contributions

2:00 PM An approximate dynamic programming approach for multi-stage stochastic lot-sizing under a Decision-Hazard-Decision information structure - Victor Spitzer (Université Paris-Saclay (LISN) / Lhyfe)

2:30 PM Stochastic Dual Dynamic Integer Programming: finding better Lagrangian Cuts and application on energy planning problem - Lilian Chaves Brandao (CEPEL/UFJF)

3:00 PM What Makes Information More Valuable? An Answer With Convex Analysis - Michel De Lara (Ecole des Ponts ParisTech)
Advances in two-stages robust optimization
Advances in two-stages robust optimization
2:00 PM - 4:00 PM
Room: Cauchy
Contributions

2:00 PM Connections between Robust and Bilevel Optimization - Marc Goerigk (University of Passau)

2:45 PM A semi-infinite constraint generation algorithm for two-stage robust optimization problems - Ayse Arslan (Inria-Bordeaux/Institut de Mathématiques de Bordeaux)

3:10 PM Approximating Two-Stage Robust Optimization with K-Adaptability - Jannis Kurtz (University of Amsterdam)

3:35 PM Iterated local search algorithms for adjustable robust optimization problems with discrete budget uncertainty - Michael Poss (LIRMM, CNRS)
Communication-Efficient methods for distributed optimization and federated learning
Communication-Efficient methods for distributed optimization and federated learning
2:00 PM - 4:00 PM
Room: Navier
Contributions

2:00 PM Communication-efficient distributed optimization algorithms - Laurent Condat (KAUST)

2:45 PM Rethinking Optimality in Randomized Decentralized Optimization - Edouard Oyallon (CNRS, Sorbonne Universite)

3:10 PM Convergence and Linear Speed-Up in Stochastic Federated Learning - Paul Mangold (Univ. Lille, Inria, CNRS, Centrale Lille, UMR 9189 - CRIStAL, F-59000 Lille, France)

3:35 PM In-depth Analysis of Low-rank Matrix Factorisation in a Federated Setting - Constantin Philippenko (Inria Paris)
4:00 PM Coffee break
Coffee break
4:00 PM - 4:30 PM
4:30 PM Computational Methods For Stochastic Optimization
Computational Methods For Stochastic Optimization
4:30 PM - 6:30 PM
Room: F102
Contributions

4:30 PM Backward-Forward-Backward Splitting of the Relaxed Multi-Stage Stochastic Weapon Target Assignment Problem - Peter Barkley (Naval Postgraduate School)

5:00 PM Solving Stochastic Programs with GPUs: A Literature Review - Larry Wigington (Naval Postgraduate School)

5:30 PM An Introduction to Matrix Parametrized Proximal Splitting - Robert Bassett (Naval Postgraduate School)

6:00 PM An Enhanced Learning-to-Optimize Framework for the Stochastic Inventory Routing Problem - Jingyi Zhao
Exploring Structural Perspectives in Distributionally Robust Optimization
Exploring Structural Perspectives in Distributionally Robust Optimization
4:30 PM - 6:30 PM
Room: F103
Contributions

4:30 PM Intuitive and Fast Algorithms for Two-Stage Distributionally Robust Optimization - Bo Zeng (University of Pittsburgh)

5:00 PM A Primal Perspective on Distributionally Robust Two-Stage Problems with Integer Recourse - Yiling Zhang

5:30 PM Distributionally robust optimization through the lens of submodularity - Arjun Ramachandra

6:00 PM Solving two-stage distributionally robust optimization with mixed-integer ambiguity sets via a hybrid Benders and column-and-constraint decomposition method - Pascal Quach (CentraleSupelec)
Applications of Stochastic Programming in Disaster Relief and Resilience
Applications of Stochastic Programming in Disaster Relief and Resilience
4:30 PM - 6:00 PM
Room: F107
Contributions

4:30 PM Mean-Risk Stochastic Integer Programming with Endogenous Uncertainty: Modeling and Application to Wildfire Management - Lewis Ntaimo (Texas A&M University)

5:00 PM Dynamic Transmission Line switching amidst decision-dependent wildfire-prone conditions - Juan-Alberto Estrada-Garcia (University of Michigan)

5:30 PM Multistage Stochastic Programming for Hurricane Relief Logistics Planning with Rolling Forecast Uncertainty - Yongjia Song (Clemson University)
Contributed talks
Contributed talks
4:30 PM - 6:30 PM
Room: F202
Contributions

4:30 PM A Chance-Constrained Programming Approach to Wavelength Dimensioning Under Traffic Uncertainty - Haoyuan Xue (University of Toronto)

5:00 PM Nonlinear cuts for chance-constrained problems with right-hand side uncertainty - Welington de Oliveira (Mines Paris PSL)

5:30 PM Chance-Constrained Optimization with Complex Variables - Raneem Madani (Laboratoire Des Signaux Et Systèmes, L2s - Centralesupélec)

6:00 PM A continuous-time optimal control approach based on Pontryagin's maximum principle with chance constraints - Ange Valli (Laboratoire des Signaux et Systèmes (L2S), Université Paris-Saclay, CNRS, CentraleSupélec)
Contributed talks
Contributed talks
4:30 PM - 6:30 PM
Room: F207
Contributions

4:30 PM It's All in the Mix: Wasserstein Classification and Regression with Mixed Features - Mohammad Reza Belbasi (Imperial College Business School)

5:00 PM On the Computation of General Constrained Wasserstein Barycenters - Gregorio Martinez Sempere (Minesparis-psl)

5:30 PM On adaptive kernel learning - Vladimir Norkin (V.M.Glushkov Institute of Cybernetics)

6:00 PM Generalized Naive Bayes with continuous explanatory variables - Edith Alice Kovács (Budapest University of Technology and Economics)
Contributed talks
Contributed talks
4:30 PM - 6:30 PM
Room: F108
Contributions

4:30 PM Multi-Stage Disaster Response and Platelet Resource Allocation: A Stochastic Dual Dynamic Programming Approach - Pedram Farghadani Chaharsooghi (Concordia University)

5:00 PM Risk-Averse Treatment Allocation in Clinical Trials: A Multiarmed Bandit Design - Ozlem Cavus (Associate Professor)

5:30 PM Universal Lung Cancer Screening Guidelines Under Heterogeneous Patient Responses - Raul Garcia (Rice University)

6:00 PM Mitigating Risks in Critical Care with Analytics - Jingui Xie (Technical University of Munich)
Models and Methods for Stochastic Non-Convex Optimization and Equilibrium Problems
Models and Methods for Stochastic Non-Convex Optimization and Equilibrium Problems
4:30 PM - 6:30 PM
Room: Navier
Contributions

4:30 PM Using a difference-of-convex (DC) functions approach to solving stochastic mixed complementarity problems with chance constraints for the players. - STEVEN GABRIEL (University of Maryland/NTNU/Aalto University)

5:15 PM Bi-Parameterized Two-Stage Stochastic Min-Max and Min-Min Mixed Integer Programs - Manish Bansal (Virginia Tech)

5:40 PM Capacity investment decisions in equilibrium: a distributionally robust approach - Julien Ancel (Laboratoire de Génie Industriel, Centralesupélec, Université Paris-Sacaly)

6:05 PM Dynamic Operational Planning in Warfare: A Stochastic Game Approach to Military Campaigns - Mathieu Dahan (Georgia Institute of Technology)
Robust Optimization and Machine Learning
Robust Optimization and Machine Learning
4:30 PM - 6:30 PM
Room: Cauchy
Contributions

4:30 PM Learning Data-Driven Uncertainty Sets via Mean Robust Optimization - Bartolomeo Stellato (Princeton University)

5:15 PM Tractable Robust Markov Decision Processes - Julien Grand-Clément (HEC Paris)

5:40 PM Rectangularity and duality of distributionally robust Markov decision processes - Yan Li (Texas A&M University)

6:05 PM Room for Improvement: Optimal and Fair Housing Allocation via Weakly Coupled Markov Decision Processes - Aras Selvi (Imperial College London)
6:30 PM

6:30 PM - 8:00 PM
Tuesday, July 29, 2025
9:15 AM Alois Pichler
Alois Pichler
9:15 AM - 10:15 AM
Room: Caquot
Contributions

9:15 AM Quantization with Maximum Mean Discrepancies - Alois Pichler (TU Chemnitz)
10:15 AM Coffee Break
Coffee Break
10:15 AM - 10:45 AM
10:45 AM Applications of Stochastic Programming in Statistics and Risk Management
Applications of Stochastic Programming in Statistics and Risk Management
10:45 AM - 12:45 PM
Room: F107
Contributions

10:45 AM Estimation of Conditional Distributions with Factor Model of Mixtures - Stan URYASEV (Professor at Stony Brook University, USA)

11:15 AM Estimation of Conditional Mean of Distribution with Piecewise Linear Convex Optimization - Terry Rockafellar

11:45 AM Risk-Adaptive Local Decision Rules - Johannes Royset (University of Southern California)

12:15 PM Scalable Framework for Higher-Order Stochastic Dominance - Rajmadan Lakshmanan (Chemnitz University of Technology)
Robust Inference and Learning: Advances in Theory and Applications
Robust Inference and Learning: Advances in Theory and Applications
10:45 AM - 12:15 PM
Room: F102
Contributions

10:45 AM Robustness and Regret Tolerance - Yilin Xue (National University of Singapore)

11:15 AM Can Inverse Optimization Compete with Neural Networks? - Peyman Mohajerin Esfahani (University of Toronto)

11:45 AM What’s hidden in the tails? Revealing and reducing optimistic bias in entropic risk estimation and optimization - Angelos Georghiou (University of Cyprus)
Contributed talks
Contributed talks
10:45 AM - 12:45 PM
Room: F207
Contributions

10:45 AM Stochastic facility location problems with outsourcing costs - Eduardo Moreno (Google Research)

11:15 AM Data-driven chance-constrained local electricity-hydrogen market under renewable generation uncertainty - Xu Zhou (University College London)

11:45 AM Decomposition Strategies for Multi-Timescale Stochastic Optimization in Power System Applications - Yihang Zhang (University of Southern California)
Invited talk in Energy Applications
Invited talk in Energy Applications
10:45 AM - 12:15 PM
Room: F103
Contributions

10:45 AM PolieDRO: a distributionally robust optimization framework for energy analytics - Tomás Gutierrez (Lamps Co)

11:15 AM Optimizing profile blocks for hydropower offers to the day-ahead market - Stein-Erik Fleten (Norwegian University of Science and Technology)

11:45 AM Deviated Fixed-route Microtransit: Design and Operations - Bernardo Martin-Iradi (ETH Zurich)
Contributed talks
Contributed talks
10:45 AM - 12:45 PM
Room: F202
Contributions

10:45 AM Statistical Performance of Subgradient Step-Size Update Rules in Lagrangian Relaxations of Chance-Constrained Optimization Models - Bismark Singh (University of Southampton)

11:15 AM Random descent steps in a probability maximization scheme - Csaba Fabian (John von Neumann University)

11:45 AM Convexity of elliptically distributed chance constraints with copula structures dependent on decision variables - Heng Zhang (Paris-Saclay University, CNRS, CentraleSupelec, Laboratory of signals and systems)

12:15 PM Chance-constrained zero-sum stochastic games - Lucas Osmani (Laboratoire des signaux et systèmes)
Functional Models In Stochastic Optimization
Functional Models In Stochastic Optimization
10:45 AM - 12:15 PM
Room: F206
Contributions

10:45 AM Optimal mass transportation relaxations of stochastic dominance relations in optimization - Darinka Dentcheva (Stevens Institute of Technology)

11:15 AM A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization - Andrzej Ruszczynski (Rutgers University)

11:45 AM Measures of stochastic non-dominance - Milos Kopa
Large-Scale and HPC-Based Computation
Large-Scale and HPC-Based Computation
10:45 AM - 12:15 PM
Room: F201
Contributions

10:45 AM What's new in MPI-SPPY - David Woodruff (UC Davis)

11:15 AM Large-Scale Experimentation and Analysis of HPC-Based Scenario Decomposition via Progressive Hedging with mpi-sppy - Jean-Paul Watson (Lawrence Livermore National Laboratory)

11:45 AM High-Order Binary Optimization Formulations of Influence Maximization Problem for Efficient Quantum Computing - Joachim Ehrenthal (University of Applied Sciences and Arts Northwestern Switzerland FHNW)
Student Prize
Student Prize
10:45 AM - 12:45 PM
Room: Navier
Contributions

10:45 AM Solving Two-Stage Programs with Endogenous Uncertainty via Random Variable Transformation - Maria Carolina Bazotte Corgozinho (CIRRELT, Polytechnique Montreal)

11:09 AM Convex Chance-Constrained Programs with Wasserstein Ambiguity - Haoming Shen (University of Arkansas, USA)

11:33 AM Towards Optimal Offline Reinforcement Learning - Mengmeng Li (EPFL)

11:57 AM Optimizer's Information Criterion: Dissecting and Correcting Bias in Data-Driven Optimization - Tianyu Wang

12:21 PM Multistage Distributionally Robust Mixed-Integer Programming with Decision-Dependent Moment-Based Ambiguity Sets - Xian Yu (The Ohio State University)
Taming the Curse of Dimension in Multistage Stochastic Programming
Taming the Curse of Dimension in Multistage Stochastic Programming
10:45 AM - 12:20 PM
Room: Caquot
Contributions

10:45 AM Contextual Stochastic Bilevel Optimization - Daniel Kuhn (EPFL)

11:30 AM Taming the Curse of Dimension/Horizon in Multistage Stochastic Programming - Yifan Hu (EPFL)

11:55 AM Multilevel Conditional Compositional Estimation and Optimization - Buse Şen (EPFL)
12:45 PM Lunch
Lunch
12:45 PM - 2:00 PM

1:00 PM CMS editors meeting
CMS editors meeting
1:00 PM - 2:00 PM
2:00 PM Contributed talks
Contributed talks
2:00 PM - 4:00 PM
Room: F107
Contributions

2:00 PM Nonstationary Distribution Estimation Via Wasserstein Probability Flows - Edward Anderson (Imperial College London)

2:30 PM Design Optimization and Derivative-Free Optimization - Anton Kleywegt (Georgia Institute of Technology)

3:00 PM Scenario Tree Design under Wasserstein and Fused Gromov-Wasserstein Distances - Andrew Schaefer (Rice University)

3:30 PM Constant Depth Decision Rules for multistage optimization under uncertainty - Vincent Guigues (FGV)
Advancing Robust/Data-Driven Optimization Strategies for Resilience and Social Impact
Advancing Robust/Data-Driven Optimization Strategies for Resilience and Social Impact
2:00 PM - 4:00 PM
Room: F102
Contributions

2:00 PM Process Flexibility: A Distribution-Free Approach to Long Chain Resilience - LI CHEN

2:30 PM Distribution-Free Auctions: Balancing Regret, Equity, and Opacity - Napat Rujeerapaiboon (National University of Singapore)

3:00 PM From Data to Donations: Optimal Fundraising Campaigns for Non-Profit Organizations - Zhengchao Wang (Imperial College London)

3:30 PM Learning Robust Risk Scores from Observational Data under Unobserved Confounders - Cagil Kocyigit (University of Luxembourg)
Contributed talks
Contributed talks
2:00 PM - 3:30 PM
Room: F103
Contributions

2:00 PM Portfolio selection using stochastic non-dominance constraints - Jana Junova (Charles University)

2:30 PM Bi-level Stochastic Portfolio Optimization Problem based on SSD Portfolio Efficiency - Monika Kaľatová (Charles University, Department of Probability and Mathematical Statistics)

3:00 PM Optimal multiperiod portfolio risk-distribution based on reinforcement learning - Giorgio Consigli (Khalifa University of Science and Technology)
Contributed talks
Contributed talks
2:00 PM - 4:00 PM
Room: F202
Contributions

2:00 PM New Approaches to Multistage Equilibrium Problems in Economics - Bernardo Pagnoncelli (SKEMA Business School)

2:30 PM Learning in Games with progressive hiding - Benjamin Heymann

3:00 PM A Differentiable Path-Following Method to Compute Nash Equilibria in Behavioral Strategies for Robust Extensive-Form Games - Yiyin Cao (Xi'an Jiaotong University)

3:30 PM Continuous and Monotone Bayesian Nash Equilibrium with Incomplete Information about Player's Risk Preferences - Ziheng Su (The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management)
Contributed talks
Contributed talks
2:00 PM - 4:00 PM
Room: F201
Contributions

2:00 PM Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands - Sebastian Maier (University College London)

2:30 PM Data-Driven Modeling of Endogenous Uncertainty in Optimization - Luigi Gallo (Department of Mechanical, Energy, and Management Engineering, University of Calabria, Italy)

3:00 PM Federated Learning with Sample Selection: A Robust Optimization Approach - Xuan Vinh Doan (The University of Warwick)

3:30 PM Reformulating Chance-Constrained Optimization as Neural Network Learning - Dawen WU
Contributed talks
Contributed talks
2:00 PM - 3:30 PM
Room: F108
Contributions

2:00 PM Solving influence diagrams with MILPs - Recent advances and future directions - Topias Terho (Aalto University)

2:30 PM Robust stochastic optimization via regularized PHA: Application to Energy Management Systems - Paul Malisani (IFP Energies nouvelles)

3:00 PM Comparison between different parallelization schemes in SDDP policy training - Guilherme Bodin (PSR)
Contributed talks
Contributed talks
2:00 PM - 4:00 PM
Room: F206
Contributions

2:00 PM Probing-Enhanced Stochastic Programming - Jeff Linderoth (University of Wisconsin-Madison)

2:30 PM Solving a two-stage distributionally robust unit commitment model using Wasserstein distance - Mathis Azéma (CERMICS)

3:00 PM Lot-sizing problem under decision-dependent uncertainty: A probing-enhanced stochastic programming approach - Franco Quezada (Universidad de Santiago de Chile, ENSTA-Paris)

3:30 PM Stochastic Revelation in Sequential Decision-Making with a Pharmaceutical Application - Morteza Davari
Contextual Stochastic Programming
Contextual Stochastic Programming
2:00 PM - 3:35 PM
Room: Navier
Contributions

2:00 PM Advances in contextual stochastic optimization for data-driven decision making under uncertainty - Utsav Sadana (Université de Montréal)

2:45 PM Uncertainty Quantification of Decision Performance in Contextual Stochastic Optimization - Tianyu Wang

3:10 PM Norm-Free Exact Regularization and Applications in Data-Driven Optimization - Meng Qi (Cornell University)
Stochastic Mixed-Integer Programming
Stochastic Mixed-Integer Programming
2:00 PM - 4:00 PM
Room: Caquot
Contributions

2:00 PM Recent Advances in Solving Multistage Stochastic Mixed-integer Programs - Merve Bodur (University of Edinburgh)

2:45 PM On the ReLU Lagrangian Cuts for Stochastic Mixed Integer Programming - Weijun Xie (Georgia Institute of Technology)

3:10 PM Enhanced Lagrangian Cuts for Stochastic Mixed-Integer Programming - Haoxiang Yang

3:35 PM Convex approximations for multistage stochastic mixed-integer programs - Ward Romeijnders (University of Groningen)
4:00 PM Coffee break
Coffee break
4:00 PM - 4:30 PM
4:30 PM Huifu Xu
Huifu Xu
4:30 PM - 5:30 PM
Room: Caquot
Contributions

4:30 PM Preference robust optimization - Huifu Xu (The Chinese University of Hong Kong)
6:00 PM Sports tournament
Sports tournament
6:00 PM - 8:30 PM
Wednesday, July 30, 2025
9:15 AM Jim Luedtke
Jim Luedtke
9:15 AM - 10:15 AM
Room: Caquot
Contributions

9:15 AM Recent advances in the branch-and-cut approach for solving stochastic integer programs - Jim Luedtke (University of Wisconsin-Madison)
10:15 AM Coffee break
Coffee break
10:15 AM - 10:45 AM
10:45 AM Stochastic Optimization in Infinite-Dimensional Spaces
Stochastic Optimization in Infinite-Dimensional Spaces
10:45 AM - 12:45 PM
Room: F102
Contributions

10:45 AM Stochastic Quasi-Fejér Iterations and Applications - Patrick Combettes (North Carolina State University)

11:15 AM Inexact JKO and proximal-gradient algorithms in Wasserstein spaces - Emanuele Naldi (Università degli studi di Genova)

11:45 AM An Improved Analysis of the Clipped Stochastic subGradient Method under Heavy-Tailed Noise - Saverio Salzo (Sapienza Università di Roma)

12:15 PM Block-Activated Algorithms for Multi-Stage Variational Inequalities - Minh Bui (Institut für Mathematik und Wissenschaftliches Rechnen, Universität Graz)
Contributed talks
Contributed talks
10:45 AM - 12:45 PM
Room: F108
Contributions

10:45 AM Robust chance-constrained optimization with discrete distributions via a bundle approach - Daniela Bernhard (Friedrich-Alexander Universität Erlangen-Nürnberg)

11:15 AM Nonlinear Decision Rules Made Scalable by Nonparametric Liftings - Eojin Han (University of Notre Dame)

11:45 AM Data-driven interdiction with asymmetric cost uncertainty: a distributionally robust optimization approach - Sergei Ketkov (Department of Business Administration, University of Zurich)

12:15 PM Fixed Interval Scheduling with Random Delays: Distributionally Robust and Multi-stage Approaches - Monika Matoušková
Contributed talks
Contributed talks
10:45 AM - 12:45 PM
Room: F103
Contributions

10:45 AM Stochastic Programming for the Green Transition: Model Composition and Decomposition - Lars Hellemo (SINTEF)

11:15 AM Multicut Benders Decomposition for Generation Expansion with Dynamic Probabilistic Reserves - Tiago Andrade (PSR)

11:45 AM Learning Data-Driven Uncertainty Set Partitions for Robust and Adaptive Energy Forecasting with Missing Data - Akylas Stratigakos (Imperial College London)

12:15 PM Stochastic Programming for Renewable Energy Procurement with Targets - Gülin Yurter (University of Twente)
Chance constraints in optimal control II
Chance constraints in optimal control II
10:45 AM - 12:45 PM
Room: F202
Contributions

10:45 AM Time-optimal control under chance constraints - Martin Gugat (FAU Erlangen)

11:15 AM An enumerative formula for the spherical cap discrepancy - Holger Heitsch (WIAS Berlin)

11:45 AM Optimal control of elliptic PDEs with joint chance state constraints - Georg Stadler (Courant Institute, New York University)

12:15 PM Optimal control of polyhedral sweeping processes with chance constraint - René Henrion
Machine Learning and Off-Policy Learning Robust Distribution Shifts
Machine Learning and Off-Policy Learning Robust Distribution Shifts
10:45 AM - 12:45 PM
Room: F206
Contributions

10:45 AM Mixed-feature Logistic Regression Robust to Distribution Shifts - Phebe Vayanos (University of Southern California)

11:15 AM Learning optimal prescriptive trees robust to distribution shifts - Daniël Vos (Delft University of Technology)

11:45 AM Learning Optimal Classification Trees Robust to Distribution Shifts - Nathan Justin (University of Southern California)

12:15 PM Inexact Column Generation for Causal Discovery - Rui Chen (Chinese University of Hong Kong, Shenzhen)
Contributed talks
Contributed talks
10:45 AM - 12:45 PM
Room: F107
Contributions

10:45 AM Lagrange Duality Gap of Decomposed Dynamic Programming: The Case of Bandits - Benjamin Heymann

11:15 AM A Comparative Study of Sampling-based Multistage Stochastic Linear Programming Algorithms - Harsha Gangammanavar (Southern Methodist University)

11:45 AM Optimal Information Relaxation Bounds for Multi-Stage Stochastic Optimization - David Wozabal (Vrije Universiteit Amsterdam)

12:15 PM A Two-Timescale Primal-Dual Framework for Reinforcement Learning via Online Dual Variable Guidance - Axel Friedrich Wolter (University of Konstanz)
Junior Researcher Prize
Junior Researcher Prize
10:45 AM - 11:45 AM
Room: Navier
Contributions

10:45 AM A nonparametric algorithm for optimal stopping based on robust optimization - Bradley Sturt (University of Illinois Chicago)

11:15 AM Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality - Rui Gao (UT Austin)
Modeling flexibility: new developments
Modeling flexibility: new developments
10:45 AM - 12:20 PM
Room: F207
Contributions

10:45 AM Stochastic programming as a learning tool - Stein W. Wallace (NHH Norwegian School of Economics)

11:30 AM Modeling multistage uncertainty with Time Series Foundation Models and Doob decomposition - Alan King (IBM Research)

11:55 AM Enhancing Flexibility in Stochastic Programming with Neural Networks - Enza Messina (University of Milano-Bicocca)
Robust Decision Making in Dynamic Environments
Robust Decision Making in Dynamic Environments
10:45 AM - 12:45 PM
Room: Caquot
Contributions

10:45 AM Estimation and Prediction Procedures for Unified Robust Decision Models - Melvyn Sim (NUS Business School)

11:30 AM Towards Optimal Offline Reinforcement Learning - Mengmeng Li (EPFL)

11:55 AM Episodic Bayesian Optimal Control with Unknown Randomness Distributions - Enlu Zhou

12:20 PM Learning Uncertainty Sets in Dynamic Robust Optimization - Irina Wang (Princeton University)
12:45 PM Lunch
Lunch
12:45 PM - 1:30 PM

1:30 PM Excursion to Château de Fontainebleau
Excursion to Château de Fontainebleau
1:30 PM - 6:30 PM
Thursday, July 31, 2025
9:15 AM Francesca Maggioni
Francesca Maggioni
9:15 AM - 10:15 AM
Room: Caquot
Contributions

9:15 AM Bounding Large Scale Optimization Problems under Uncertainty - Francesca Maggioni (Department of Management, Information and Production Engineering, University of Bergamo)
10:15 AM Coffee break
Coffee break
10:15 AM - 10:45 AM
10:45 AM
10:45 AM - 12:15 PM
Room: F102
Contributions

10:45 AM An stochastic differential equation perspective on stochastic convex optimization - Rodrigo Maulen Soto

11:15 AM Value functions in LinearDecisionRules.jl - Bernardo Freitas Paulo da Costa (Fundação Getulio Vargas)

11:45 AM A Stochastic Linear Tracing Procedure to Select a Proper Markov Perfect Equilibrium in Stochastic Games - Chuangyin Dang (City University of Hong Kong)
Contributed Talks
Contributed Talks
10:45 AM - 12:15 PM
Room: 207
Contributions

10:45 AM A Stochastic Newton-type Method for Non-smooth Optimization - Titus Pinta (ENSTA)

11:15 AM Sampling the Optimal Solution of an Optimization Problem with Random Parameters - Jonathan Hornewall (École Des Ponts)

11:45 AM Stochastic Optimization with Optimal Importance Sampling - Liviu Aolaritei (UC Berkeley)
Contributed talks
Contributed talks
10:45 AM - 12:45 PM
Room: F103
Contributions

10:45 AM Optimal Operation and Valuation of Electricity Storages - François Pacaud (Mines Paris - PSL)

11:15 AM INTERMODAL SERVICE ASSESSMENT USING THE MARKOV DECISION PROCESS: A CASE STUDY OF BRAZIL’S FERROGRAO RAILROAD PROJECT - João Marcelo Leal Gomes Leite (Universidade de São Paulo (USP))

11:45 AM Renewable Energy Communities with Peer-to-Peer Exchange: a chance-constraint approach - Santo Saraceno (University of Brescia)

12:15 PM A Combined Branch‑and‑Cut and Two‑Stage Benders Decomposition for the Stochastic Day‑Ahead Hydrothermal Unit Commitment Problem - André Diniz (CEPEL/UERJ)
10:45 AM - 12:45 PM
Room: F206
Contributions

10:45 AM Application-Driven Optimal Pointwise Forecasts for a Class of Two-Stage Stochastic Programs - Tito Homem-de-Mello (Universidad Adolfo Ibáñez)

11:15 AM Data-Driven Distributionally Robust Contextual Optimization with Gaussian Mixture Models - Grani Adiwena Hanasusanto (University of Illinois Urbana-Champaign)

11:45 AM Contextual Distributionally Robust Optimization under Streaming Data: An Alternating Optimization Method - Guzin Bayraksan (The Ohio State University)

12:15 PM Optimize, then Predict - Irene Aldridge (Cornell University, Cambridge University)
Exploring the synergy between stochastic optimization, dynamics, sampling, inference, and optimal transport I
Exploring the synergy between stochastic optimization, dynamics, sampling, inference, and optimal transport I
10:45 AM - 12:45 PM
Room: F202
Contributions

10:45 AM Score Learning under the Manifold Hypothesis: Theory and Implications for Data Science - Ya-Ping Hsieh (ETH Zürich)

11:15 AM A stochastic optimal transport approach to unstable free boundary problems - Young-Heon Kim (University of British Columbia)

11:45 AM Contrasting and combining Wasserstein and Fisher-Rao flows for relative entropy minimization - Jia-Jie Zhu (Weierstrass Institute, Berlin)
Contributed talks
Contributed talks
10:45 AM - 12:45 PM
Room: F108
Contributions

10:45 AM S&P 500 optimal investing based on SDDP and implied calibrated ARIMA-GARCH model - Dmitrii Golembiovskii (Moscow State University named Lomonosov)

11:15 AM Chemotherapy Outpatient Scheduling Optimization with a Practical Application Luxembourg - Nihat Oner (University of Luxembourg)

11:45 AM Computing Usage Values for Prospective Studies in Energy Systems Using Spatial Decomposition - Camila Martinez Parra (RTE-France)

12:15 PM Robust Quickest Change Detection in Non-Stationary Processes - Hoda Bidkhori (George Mason University)
Computationally Efficient Approaches for Distributionally Robust Optimization
Computationally Efficient Approaches for Distributionally Robust Optimization
10:45 AM - 12:20 PM
Room: Navier
Contributions

10:45 AM Simple Yet Effective Approximations for Optimization under Uncertainty - JIANQIANG CHENG (University of Arizona)

11:30 AM The Value of Stochastic Solutions in Adaptive Decision-Making - Ruiwei Jiang (University of Michigan)

11:55 AM Distributionally Robust Optimization with Multimodal Decision-Dependent Ambiguity Sets - Beste Basciftci (University of Iowa)
Decomposition methods for solving Stochastic Programming problems in Logistics and Transportation
Decomposition methods for solving Stochastic Programming problems in Logistics and Transportation
10:45 AM - 12:45 PM
Room: Caquot
Contributions

10:45 AM Stochastic programming in freight transportation: connecting theory and practice. - Mike Hewitt (Loyola University Chicago)

11:30 AM Progressive Hedging-based approach for combined forward and reverse logistics in hub-and-spoke e-commerce networks - Daniele Manerba (Università degli Studi di Brescia)

11:55 AM A Benders decomposition approach for a green bi-objective stochastic fleet size and composition vehicle routing problem. - Paolo Beatrici (University of Bergamo)

12:20 PM Incorporating decision-dependent demand uncertainty in mobility pricing: a carsharing case - Jiali Deng
Stochastic Optimization under Decision-Dependent Uncertainty
Stochastic Optimization under Decision-Dependent Uncertainty
10:45 AM - 12:45 PM
Room: F107
Contributions

10:45 AM Stochastic Optimization with Decision-Dependent Uncertainty: A Tour D'Horizon - Giovanni Pantuso (University of Copenhagen)

11:30 AM Distributionally Robust Chance-Constrained Optimization with Decision-Dependent Support - Miguel Lejeune (George Washington University)

11:55 AM Residuals-Based Contextual Distributionally Robust Optimization with Decision-Dependent Uncertainty - Xian Yu (The Ohio State University)

12:20 PM Exact and Approximate Schemes for Robust Optimization Problems with Decision-Dependent Information Discovery - Rosario Paradiso (Vrije Universiteit Amsterdam)
12:45 PM Lunch
Lunch
12:45 PM - 2:00 PM

1:00 PM EWGSO Board meeting
EWGSO Board meeting
1:00 PM - 2:00 PM

2:00 PM Memorial session dedicated to Werner Romisch and J-B Wets
Memorial session dedicated to Werner Romisch and J-B Wets
2:00 PM - 3:00 PM
Room: Caquot

3:00 PM News, discussions and election of new COSP members
News, discussions and election of new COSP members
3:00 PM - 5:00 PM
Room: Caquot

6:30 PM Dinner at Hotel Pullman Bercy - Subway M14 - Cour St Emilion
Dinner at Hotel Pullman Bercy - Subway M14 - Cour St Emilion
6:30 PM - 10:00 PM
Friday, August 1, 2025
9:15 AM Erick Delage
Erick Delage
9:15 AM - 10:15 AM
Room: Caquot
Contributions

9:15 AM Reinforcement Learning Methods for Risk-Sensitive Sequential Decision Making - Erick Delage (HEC Montréal)
10:15 AM Coffee break
Coffee break
10:15 AM - 10:45 AM
10:45 AM Contributed talks
Contributed talks
10:45 AM - 12:45 PM
Room: F107
Contributions

10:45 AM Linear Convergence in Bundle Progressive Hedging and its link to Proximal Decomposition - Théo Molfessis (École Polytechnique)

11:15 AM Expanding the reach of progressive hedging methods - Claudia Sagastizábal (IMECC)

11:45 AM Stability of stochastic programs specified by distortion risk measures with the application in the game theory - Lukáš Račko (Charles university)

12:15 PM Approximations of Rockafellians, Lagrangians, and Duals in Stochastic Programming Problems - Julio Deride (Universidad Adolfo Ibáñez)
Contributed talks
Contributed talks
10:45 AM - 12:45 PM
Room: F102
Contributions

10:45 AM Condition Number Shrinkage by Joint Distributionally Robust Covariance-Precision Estimation - Renjie Chen (The Chinese University of Hong Kong)

11:15 AM Solving Wasserstein Distributionaly Robust Optimization by regularization - Florian Vincent (Inria Grenoble, Laboratoire Jean Kuntzmann)

11:45 AM A Note on Piecewise Affine Decision Rules for Robust, Stochastic, and Data-Driven Optimization - Simon Thomä (RWTH Aachen)

12:15 PM A Distributionally Robust Optimization Framework with Regularization Control - Diego Fonseca Valero (Universidad EAFIT)
Contributed talks
Contributed talks
10:45 AM - 12:45 PM
Room: F103
Contributions

10:45 AM Locating charging stations for battery-electric heavy-duty vehicles - Peter Schütz (Norwegian University of Science and Technology)

11:15 AM Stochastic Bilevel Waste-to-Energy pricing - Ivan Eryganov (Institute of Mathematics, Faculty of Mechanical Engineering, Brno University of Technology)

11:45 AM Optimizing multi-energy bids: a stochastic tri-level approach - Alessandra Rende (Department of Mechanical, Energy and Management Engineering, University of Calabria, Italy)

12:15 PM PTDF power flow for stochastic nodal capacity expansion planning with iterative scenario decomposition - Tomas Valencia Zuluaga (Lawrence Livermore National Laboratory)
Contributed talks
Contributed talks
10:45 AM - 12:15 PM
Room: F207
Contributions

10:45 AM Pessimistic bilevel optimization approach for decision-focused learning - Diego Jiménez (SKEMA Business School - KU Leuven)

11:15 AM Conditional Risk Minimization with Side Information - Jonathan Yu-Meng Li (Telfer School of Management, University of Ottawa)

11:45 AM Integrated learning and stochastic optimization for the design of distribution networks under endogenous uncertainty - Linda Ben Ismail
Contributed talks
Contributed talks
10:45 AM - 12:15 PM
Room: F206
Contributions

10:45 AM On stochastic mirror descent under relative nonconvexity - Philip Thompson (FGV-EMAp)

11:15 AM Linear Convergence Rate in Convex Setup is Possible! First- and Zero-Order Algorithms under Generalized Smoothness - Aleksandr Lobanov (MIPT)
New developments in Stochastic Dual Dynamic Programming
New developments in Stochastic Dual Dynamic Programming
10:45 AM - 12:45 PM
Room: F108
Contributions

10:45 AM Stochastic dual dynamic programming for log-linear autoregressive uncertainty in the right-hand side - Christian Füllner (Karlsruhe Institute of Technology)

11:15 AM Multicyclic multistage stochastic programming using daisy chains in the electricity market - Gabriel Vidigal (PSR)

11:45 AM Stopping SDDP using sequential testing - Ruben van Beesten (Erasmus University Rotterdam)

12:15 PM Relative Value Iteration for Infinite-Horizon SDDP: Application to Hydroelectric Problem - Francis Durand (Université Sorbonne Paris Nord)
Advancement in Stochastic Discrete Optimization
Advancement in Stochastic Discrete Optimization
10:45 AM - 12:45 PM
Room: F201
Contributions

10:45 AM Efficient Cutting-Plane Methods for Multistage Stochastic Mixed-Integer Programming - Hanbin Yang (The Chinese University of Hong Kong, Shenzhen)

11:15 AM Bundle-ADMM: A Robust and Efficient Decomposition Method for Large-Scale Mixed-Integer Programs - Kibaek Kim (Argonne National Laboratory)

11:45 AM Global Optimization of Pandemic Staged Alert Systems via Bayesian Optimization - Zhuo Zhang
Multihorizon Stochastic Programming: Models, Algorithms, and Applications
Multihorizon Stochastic Programming: Models, Algorithms, and Applications
10:45 AM - 12:45 PM
Room: Navier
Contributions

10:45 AM Models and algorithms for multihorizon stochastic programming - Asgeir Tomasgard (NTNU)

11:30 AM Handling of long-term storage in multi-horizon stochastic programs - Michal Kaut (SINTEF)

11:55 AM Multi-horizon optimization for domestic renewable energy system design under uncertainty - Giovanni Micheli (University of Bergamo)

12:20 PM The impact of wind uncertainty modelling on power systems investment planning under multi-timescale uncertainty - Hongyu Zhang (University of Southampton)
Structured learning and stochastic combinatorial optimization: methodological perspectives and applications
Structured learning and stochastic combinatorial optimization: methodological perspectives and applications
10:45 AM - 12:20 PM
Room: Caquot
Contributions

10:45 AM Combinatorial Optimization-Agmented Machine Learning - Maximilian Schiffer (TUM)

11:30 AM Joint Learning of Energy-based Models and their Partition Function - Mathieu Blondel (Google)

11:55 AM Primal-dual algorithm for contextual stochastic combinatorial optimization - Axel Parmentier (CERMICS, École Nationale des Ponts et Chaussées)
12:45 PM Lunch
Lunch
12:45 PM - 2:00 PM
2:00 PM Contributed talks
Contributed talks
2:00 PM - 3:30 PM
Room: F103
Contributions

2:00 PM Goal-based investments with target priorities - Vittorio Moriggia (Université de Bergame)

2:30 PM Optimal hedging of the interest rate swap book - Jörgen Blomvall (Linköping university)

3:00 PM INCORPORATION OF RISK METRICS IN ELECTRIC SYSTEM EXPANSION PLANNING AND PORTFOLIO EFFICIENCY ANALYSIS - Lucas Guerreiro (PSR)
Contributed talks
Contributed talks
2:00 PM - 3:30 PM
Room: F102
Contributions

2:00 PM A Data-Driven Robust Optimization Approach for the Strategic Operation and Sizing of a Thermal–PV–Storage Hybrid Power Plant in Multi-Timescale Electricity Markets - José Ignacio Delgado Anguita (Universidad Técnica Federico Santa María)

2:30 PM Operating a battery at minimum cost for reserve commitment using energy arbitrage - Rose Sossou Edou (École nationale des ponts et chaussées)

3:00 PM Prescriptive Energy Scheduling in Two-Stage Markets: an Iterative Learning Approach - Honglin Wen (Shanghai Jiao Tong University)
Neural networks with combinatorial optimization layers: encoding policies for (multistage) stochastic combinatorial optimization
Neural networks with combinatorial optimization layers: encoding policies for (multistage) stochastic combinatorial optimization
2:00 PM - 3:30 PM
Room: F206
Contributions

2:00 PM Structured Reinforcement Learning - Heiko Hoppe (Technical University of Munich)

2:30 PM Primal-dual algorithm for multistage stochastic optimization - Solène Delannoy-Pavy (CERMICS / RTE)

3:00 PM Combinatorial optimization and decision-focused learning for stochastic tail assignment - Léo Baty (Ecole des Ponts)
Stochastic gradient methods for reinforcement learning and optimal control
Stochastic gradient methods for reinforcement learning and optimal control
2:00 PM - 3:30 PM
Room: F207
Contributions

2:00 PM A General-Purpose Theorem for High-Probability Bounds of Stochastic Approximation with Polyak Averaging - Sajad Khodadadian (Virginia Tech)

2:30 PM Safe-EF: Error Feedback with Applications to Distributed Safe Reinforcement Learning - Ilyas Fatkhullin (ETH Zürich)

3:00 PM Strongly-polynomial time and validation analysis of policy gradient methods - Caleb Ju (Georgia Tech)
Contributed talks
Contributed talks
2:00 PM - 3:30 PM
Room: F201
Contributions

2:00 PM A Two-Step Warm Start Method Used for Solving Large-Scale Stochastic Mixed-Integer Problems - Berend Markhorst (CWI)

2:30 PM Approximating Value Functions via Corner Benders’ Cuts - Ricardo Fukasawa (University of Waterloo)

3:00 PM A Finitely Converging Price-And-Cut Framework for Two-Stage Stochastic Programming - Laurens Elderhorst (University of Groningen)

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