March 26 (Mon)

Jean B. Lasserre, LAAS, Toulouse

Moments, Sums of Squares and the Generalized Problem of Moments (abstract)

April 2 (Mon)

Martina Wilhelm, ETH Zurich

Finite Element Valuation of Swing Options (abstract in pdf)

Max Fehr, ETH Zurich

Allowance Price Formation in Environmental Trading Schemes (abstract in pdf)

April 9 (Mon)

No Seminar (Easter)

April 16 (Mon)

No Seminar (Sechselaeuten)

April 23 (Mon)

Alexander Novikov, UTS, Sydney

Optimal stopping of Levy processes (abstract)

April 30 (Mon)

Aharon Ben-Tal, Technion, Haifa

Robust Solutions of uncertainty affected conic optimization problems (abstract)

May 7 (Mon)

Rahul Savani, University of Warwick

Strategy Improvement Algorithms for Mean-Payoff and Parity Games (abstract)

May 14 (Mon)

Leo Kroon, RSM Erasmus University, Rotterdam

Models for (re-)scheduling of railway rolling stock and crew (abstract)

May 21 (Mon)

John Lygeros, ETH Zurich

Randomized optimization with an expected value criterion:
Finite sample bounds and applications to air traffic control (abstract)

May 28 (Mon)

No Seminar (Pentecost)

June 4 (Mon)

Oliver Stein, University of Karlsruhe

Adaptive convexification for robust optimization problems (abstract)

June 11 (Mon)

Martin Schweizer, ETH Zurich

Stochastic control and robust portfolio choice (abstract)

June 18 (Mon)

Mirjam Duer, Technical University Darmstadt

Copositive Programming (abstract)