9:00 AM

• R Registration
  Salón de actos

  9:00 AM - 9:30 AM

9:30 AM

• O Opening and Jitka Dupacova memorial

  Chairperson: Laureano Escudero
  Salón de actos

  9:30 AM - 10:15 AM

10:15 AM

• P1 Plenary (Asgeir Tomargard)

  1 papers | Chairperson: Ruediger Schultz
  Salón de actos

  10:15 AM - 11:15 AM
  • Modelling energy and climate policy using multi-horizon stochastic programming
    A. Tomasgard, C. Skar

11:15 AM

• CB Coffe break
  Claustro

  11:15 AM - 11:45 AM

11:45 AM

• TC1 Asset Liability Management

  3 papers | Chairperson: Giorgio Consigli
  Salón de actos

  11:45 AM - 1:00 PM
  • Stress-testing of pension fund ALM models with stochastic dominance constraints
    S. Vitali, M. Kopa, V. Moriggia
  • Pension fund management via Dynamic Stochastic Optimization
    M. M. Hosseinzadeh, G. Consigli
  • Optimal dynamic pension fund liability replication via stochastic programming
    G. Consigli, V. Moriggia, S. Vitali
• TC2 Energy transmission network expansion

  3 papers | Chairperson: Claudia Gotzes
  Sala de pinturas

  11:45 AM - 1:00 PM
  • Integrated models for generation/transmission investments and market-clearing equilibrium in electricity markets
    E. Çelebi
  • Some remarks on computer algebra in gas pipeline optimization
    R. Schultz
  • Capacity management in gas networks
    C. Gotzes

1:00 PM

• LB Lunch Break
  1:00 PM - 3:00 PM

1:15 PM

• EWGSP Management Committee

  Chairperson: Milos Kopa
  1:15 PM - 3:00 PM

3:00 PM

• TD1 Finance

  3 papers | Chairperson: Rui Pedro Brito
  Salón de actos

  3:00 PM - 4:15 PM
  • Forecast-based scenario-tree generation method
    M. Kaut
  • Joint estimation of parameters of mortgage portfolio and the factor process
    J. Dufek, M. Šmíd
  • Efficient skewness/semivariance portfolios
    R. P. Brito, H. Sebastião, P. Godinho
• TD2 Supply Chain Management

  3 papers | Chairperson: Laureano Escudero
  Sala de pinturas

  3:00 PM - 4:15 PM
  • Dynamic international facility location with uncertainties: A review and computational analysis
    K. B. Mouna, Y. Boulaksil
  • Multistage Stochastic Programming solution of a joint base-stock levels and component allocation problem
    E. Angun
  • A Stochatic Dynamic Programming decompostion approach for tactical supply chain planning under uncertainty
    L. Escudero, J. F. Monge, D. Romero Morales

4:15 PM

• CB Coffe break
  4:15 PM - 4:45 PM

4:45 PM

• TE1 Computational Management Methods

  3 papers | Chairperson: Víctor Gatón Bustillo
  Salón de actos

  4:45 PM - 6:00 PM
  • Parallel response surface methods
    J. C. García García, R. García Ródenas
  • The effect of preference similarity on the formation of clusters and the cohesion of social networks
    D. Di Caprio, F. J. Santos Arteaga, M. Tavana
  • Reduced bases function approach to option valuation
    V. Gatón Bustillo, J. de Frutos
• TE2 Energy planning

  2 papers | Chairperson: Emilio L. Cano
  Sala de pinturas

  4:45 PM - 6:00 PM
  • Energy-efficient technology investments using a decision support system framework
    E. L. Cano, J. M. Moguerza, T. Ermolieva, Y. Yermoliev
  • Bilevel evolutionary approaches for the optimization of electricity time-of-use tariffs with consumer’s demand response
    C. Henggeler Antunes, M. J. Alves, P. Carrasqueira

6:00 PM

• EWGSP Euro Working Group of Stochastic Programming annual assembly

  Chairperson: Milos Kopa
  Salón de actos

  6:00 PM - 7:00 PM

7:15 PM

• WR Welcome reception
  Claustro

  7:15 PM - 8:15 PM