DIMACS/CCICADA Workshop on Risk-Averse Algorithmic Decision Making

May 9 - 11, 2011
DIMACS Center, CoRE Building, Rutgers University

Organizers:
Melike Baykal-Gursoy, Rutgers University, gursoy at rci.rutgers.edu
David Brown, Duke University, dbbrown at duke.edu
Aleksandar Pekec, Duke University, pekec at duke.edu
Andrzej Ruszczynski, Rutgers University, rusz at business.rutgers.edu
Dharmashankar Subramanian, IBM Watson Labs dharmash at us.ibm.com
Presented under the auspices of the Special Focus on Algorithmic Decision Theory and The Homeland Security Center for Command, Control, and Interoperability Center for Advanced Data Analysis (CCICADA).

Call for Participation:

Talks are by invitation only but participation is open to all that register.

Participation is open to all interested participants, subject to space limitations. To participate, please register.

This is list of confirmed speakers: 

  Melike Baykal-Gursoy, Rutgers University: TBA

  David B. Brown, Duke University 
  Dual Representation of Choice and Aspirational Preferences

  Ricardo A. Collado, New York University: TBA

  Peng Dai, Stony Brook University
  Subranges of Vector Measures and Purification of Transition Probabilities

  Darinka Dentcheva, Stevens Institute of Technology: TBA

  Jun Fei, SUNY Stony Brook: TBA

  Eugene Feinberg, SUNY Stony Brook
  On Variance Minimization for Constrained Discounted Continuous-Time MDPs

  Dan Iancu, IBM Research Center Yorktown Heights
  Tight Dynamically Consistent Approximations of Inconsistent Distortion Risk Measures 

  Anna Jaskiewicz, Wroclaw University
  Markov Decision Processes with the Exponential Utility Function

  Ban Kawas, IBM Research Center Zurich
  Multi-Period Production Planning Under Non-Compliance Risk 

  Alan J. King, IBM Research Center Yorktown Heights: TBA

  Warren B. Powell, Princeton University
  An Integrated Framework for Stochastic Programming, Dynamic Programming, Stochastic Search and Simulation-Optimization

  Werner Roemisch, Humboldt University Berlin: TBA

  Alexander Shapiro, Georgia Institute of Technology
  Risk Averse Dynamic Optimization

  Andrzej Ruszczynski (Rutgers University)
  Risk-Averse Dynamic Programming for Markov Decision Processes
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Document last modified on February 11, 2011.