(with A. Möller) Berücksichtigung unsicherer Zuflußraten
bei kontinuierlicher Destillation, DFG-Workshop
'Optimierungsprobleme bei unsicheren Daten', Weierstrass
Institut Berlin, 28.1. 2000
Lösungsstabilität bei Optimierungsproblemen mit
Wahrscheinlichkeitsrestriktionen, Institutskolloquium
Weierstrass Institut Berlin, 6.3. 2000
Solution Stability in Optimization Problems with Uncertain
Constraints, 10. Workshop der GOR-Arbeitsgruppe
'Entscheidungstheorie und -praxis', Seeheim, 17.3. 2000
(with A. Möller) Optimierung eines Destillationsprozesses
unter Wahrscheinlichkeitsrestriktionen, 10. Workshop der
GOR-Arbeitsgruppe 'Entscheidungstheorie und -praxis', Seeheim,
17.3. 2000
Optimization problems with random inequalities,
Workshop 'Fast solution of discretized optimization problems',
Berlin, 11.5. 2000
Stability, Structure and Applications of Chance Constraints,
Seminar
'Stochastic
Programming
and
Stochastic
Approximation' at the Charles University Prague, 18.5. 2000
Optimierungsprobleme mit stochastischen Parametern in den
Restriktionen, Seminarvortrag am Fachbereich Bionik der
TU Berlin, 26.5. 2000
Probabilistic feed tank constraints in continuous
distillation: numerics, structure and stability, 4th
GAMM/IFIP Workshop 'Stochastic Optimization',
Bundeswehrhochschule München, 27.6. 2000
A subdifferential criterion for calmness of multifunctions,
Third World Congress of Nonlinear Analysts (WCNA 2000),
Catania, Italien, 19.7.-26.7. 2000
All-data stability of convex programs with probabilistic
constraints, 17th International Symposium on Mathematical
Programming (ISMP 2000), Atlanta, USA, 7.8.-11.8. 2000
Einführung in Methoden der Stochastische Optimierung, DECHEMA
-
Weiterbildungskurs
"Optimierung
verfahrenstechnischer
Prozesse",
TU Berlin, 3.9.-6.9. 2000.
Subdifferentielle Bedingungen für die "calmness" von
Restriktionsabbildungen, Forschungsseminar "Numerik
stochastischer Modelle", HU Berlin, 15.11. 2000
Zur Struktur und Stabilität stochastischer
Optimierungsprobleme mit Wahrscheinlichkeitsrestriktionen,
Institutskolloquium, MLU Halle-Wittenberg, 30.11. 2000
Talks (2001)
Quantitative and qualitative stability of solutions to
chance-constrained programs, Micro-Workshop on Aspects of
Stability in Nonlinear Programming, Humboldt University
Berlin, 7.3. 2001.
Optimierungsprobleme mit stochastischen Parametern,
Mathematisches Kolloquium der Uni Dortmund, 19.4. 2001.
Subdifferentielle Charakterisierung der
"calmness"-Eigenschaft mengenwertiger Abbildungen,
Oberseminar Optimierung des Fachbereichs Mathematik der
Martin-Luther-Universität Halle-Wittenberg, 22.5. 2001
Zur Struktur und Stabilität von Optimierungsproblemen mit
stochastischen Reservoir-Beschränkungen, Forschungsseminar
"Numerik stochastischer Modelle", HU Berlin, 13.6. 2001
Stabilität in nichtlinearen Optimierungsproblemen,
Kolloquiumsvortrag am Institut für Angewandte Mathematik der
Universität Erlangen, 5.7. 2001
(with J. Bukszar and T. Szantai) Multivariate Normal
Probability Calculations when the Distribution is Degenerated,
EURO 2001, Rotterdam, 9.-11.7. 2001.
Chance Constrained Programs: Theory and Solution Methods,
Tutorial Talk, 9th International
Conference on Stochastic Programming, Humboldt University
Berlin, 25.-31.8. 2001.
Structure and Stability of probabilistic storage level
constraints, 9th International Conference on Stochastic
Programming, Humboldt University Berlin, 25.-31.8. 2001.
(with J. Bukszar and T. Szantai) Methods for
calculating normal probability contents of convex polyhedra,
9th International Conference on Stochastic Programming, Humboldt
University Berlin, 25.-31.8. 2001.
Steuerung eines kontinuierlichen Destillationsprozesses mit
stochastischer Zuflußrate, DFG-Abschlußkolloquium
des Schwerpunktprogramms "Echtzeit-Optimierung großer
Systeme", Berlin, 13.-15.9. 2001
Einführung in Methoden der Stochastische Optimierung, DECHEMA
-
Weiterbildungskurs
"Optimierung
verfahrenstechnischer
Prozesse",
TU Berlin, 24.9.-26.9. 2001.
Optimierungsprobleme mit Wahrscheinlichkeitsrestriktionen
und Bedingungen für Fehlerschranken, Kolloquiumsvortrag
am Fachbereich Mathematik der Universität Hamburg, 27.11. 2001
Talks (2002)
Wahrscheinlich Optimal?, Vortrag zum 10-jährigen
Jubiläum des Forschungsverbundes Berlin e.V., Berlin, 25.1. 2002
Optimierungsprobleme mit Wahrscheinlichkeitsrestriktionen,
Kolloquiumsvortrag am Fachbereich Mathematik der Technischen
Universität Berlin, 28.1. 2002
Polyedrische Wahrscheinlichkeitsrestriktionen,
Forschungsseminar "Numerik stochastischer Modelle", HU Berlin,
8.5. 2002
Structure and Stability in Programs with Probabilistic
Constraints, 7th SIAM Conference on Optimization, Toronto,
21.5.2002
Point conditions for local error bounds, calmness and
linear conditioning, French-German-Polish Conference on
Optimization, Cottbus, 10.9.2002
Einführung in Methoden der Stochastische Optimierung, DECHEMA
-
Weiterbildungskurs
"Optimierung
verfahrenstechnischer
Prozesse",
TU Berlin, 23.9.-25.9. 2002.
Quantitative Lösungsstabilität in Problemen mit chance
constraints, Forschungsseminar "Numerik
stochastischer Modelle", HU Berlin, 20.11.02
Talks (2003)
Hölder and Lipschitz Stability of Solution Sets in Programs
with Probabilistic Constraints, Seminar at Charles
University of Prague, 24.4. 2003.
Zur 'calmness'-Eigenschaft bei Optimierungsproblemen mit
Wahrscheinlichkeitsrestriktionen, Forschungsseminar
"Numerik stochastischer Modelle", HU Berlin, 21.5. 2003
(with W. Römisch) Hölder and Lipschitz Stability of
Solution Sets in Programs with Probabilistic
Constraints, 18th International Symposium on
Mathematical Programming (ISMP 2003), Copenhagen, 18.-22.8.2003
Quantitative Lösungs-Stabilität in Optimierungsproblemen
mit Wahrscheinlichkeitsrestriktionen, Oberseminar
'Stochastik' an der Martin-Luther-Universität Halle, 4.12. 2003
Talks (2004)
Optimierungsprobleme mit Zufallsparametern, WIAS-Tag,
Weierstraß-Institut Berlin, 26.2. 2004
Selected Aspects of Structure, Stability and Numerics in
Chance-Constrained Optimization Problems, Workshop on
Optimization of Stochastic Systems, Stevens Institute of
Technology, New Jersey, 30.4. 2004
Optimale Reduktion des Trägers diskreter
Wahrscheinlichkeitsmasse bezüglich Diskrepanzen,
Forschungsseminar "Numerik stochastischer Modelle", HU Berlin,
2.6. 2004
Calmness of Constraint Systems with Applications (with
J. Outrata), French-German-Spanish Conference on Optimization,
Avignon, 20.-24.9. 2004
Optimization Problems with Probabilistic Constraints, Tutorial Talk, 10th International
Conference on Stochastic Programming, Tucson, Arizona, 8.10.
2004.
(Sub-)Differentiability and Lipschitz Properties of
Singular Normal Distributions, 10th International
Conference on Stochastic Programming, Tucson, Arizona, 15.10.
2004.
Sur des applications multivôques du type 'calme'.
Séminaire de l'Equipe ACSIOM (Analyse, Calcul Scientifique
Industriel et Optimisation de Montpellier), Université
Montpellier, 16.11.2004.
Caractérisation de la propriété 'calme' pour des systèmes
de contraintes, Séminaire du Laboratoire d'Analyse non
linéaire et géométrie de l'Université d'Avignon, 25.11.2004.
Some Results on Stability, Structure and Numerics in
Programs with Probabilistic Constraints, Forschungsseminar
'Quantitative Methoden in der Ökonomie' der
Wirtschaftswissenschaftlichen Fakultät der Universität Zürich.
20.12.2004.
Talks (2005)
Properties and Calculation of
Singular Normal Distributions (with T. Szantai), Dagstuhl-Seminar
on 'Algorithms for Optimization with Incomplete Information',
Schloss Dagstuhl, 17.1.2005.
Some Contributions to the Theory and
Numerics of Chance-Constrained Programming, Seminar
at Charles University of Prague, 3.3.2005.
Calculating values and gradients of polyhedral chance
constraints, MATHEON MF1 Workshop 'Optimization Software',
ZIB Berlin, 1.6. 2005.
Optimization Problems with Random Equilibrium Constraints,
Graduiertenkolleg "Numerics and Optimization of Multiphase
Problems", HU Berlin, 23.6. 2005.
Calmness of Chance Constraints and Lipschitz Properties of
the Value-at-Risk, 22nd IFIP TC 7 Conference on System
Modeling and Optimization, Torino, 21.7.2005.
Stability of Solutions in Programs with Probabilistic
Constraints, Plenary Talk,
10-th Workshop on Well-posedness of Optimization Problems and
Related Topics, Borovets (Bulgaria), 9.9.2005.
On the structure of linear chance constraints with random
coefficients, Conference on Optimization under
Uncertainties (COUCH 2005), Heidelberg, 29.9.2005.
Optimierungsprobleme mit Wahrscheinlichkeitsrestriktionen,
Seminar am Institut für Mathematische Optimierung,
Otto-von-Guericke-Universität Magdeburg, 7.10.2005.
Optimization Problems with Linear Chance Constraints,
GOR Workshop "Optimization under Uncertainty", Bad Honnef,
21.10.2005.
Properties of Linear Probabilistic Constraints, INFORMS
Annual Meeting, San Francisco, 14.11.2005.
Stochastische Optimierungsprobleme mit 'chance constraints',
Seminar am Institut für Stochastik und Anwendungen,
Universität Stuttgart, 15.12. 2005.
Talks (2006)
Struktur und Stabilität von Optimierungsproblemen mit
Zufallsrestriktionen, WIAS-Day, Weierstrass Institut
Berlin, 24.2.2006.
Quelques propriétés
structurelles de contraintes en
probabilité, Séminaire Ecole Nationale des Ponts
et Chaussées, Marne-la-Vallée, 16.5.2006.
Initiation aux contraintes en
probabilité, Séminaire Electricité de France
R&D, Clamart, 17.5.2006.
On Chance Constraints with Random Coefficient Matrix,
19th International Symposium on Mathematical Programming (ISMP
2006), Rio de Janeiro, 3.8.2006.
Structural Analysis for some Basic Types of Probabilistic
Constraints, Prague Stochastics 2006, Prague, 25.8.2006.
Optimierungsprobleme mit Wahrscheinlichkeitsrestriktionen
im operativen und strategischen Management von
Wassernetzwerken, Workshop 'Wassermanagement',
Leibniz-Universität Hannover, 7.9.2006.
Some remarks on optimization
problems under Value-at-Risk constraints,
Forschungsseminar "Numerik stochastischer Modelle", HU Berlin,
25.10. 2006.
Talks (2007)
Optimierungsprobleme mit
Wahrscheinlichkeitsrestriktionen: Anwendungen, Modelle,
Struktur und Numerik, Hauptseminar "Simulation und
Optimale Prozesse", Institut für Automatisierung und
Systemtechnik, TU Ilmenau, 11.1.2007.
Chance-constrained
stochastic programming, Plenary
Talk at Spring school on
stochastic programming: theory and applications, University of
Bergamo, 12.4.2007.
Distance to
uncontrollability for convex processes, Mathematical
Methods in Economics and Industry, Herlany, Slovakia, 5.6.2007.
Szenario-Reduktion bezüglich
Diskrepanz-Metriken, Seminar an der Universität
Duisburg-Essen, 20.6.2007
Avoidance of Random
Obstacles by means of Probabilistic Constraints, 6th
International Congress on Inadustrial and Applied Mathematics
(ICIAM 07), Zürich, 16.7.2007.
Über ein stochastisches
Gleichgewichtsproblem mit Gleichgewichtsrestriktionen zur
Modellierung von Elektrizitätsmärkten,
Forschungsseminar "Numerik stochastischer Modelle", HU Berlin,
1.8.2007.
Eventual convexity and
related properties of probabilistic constraints, 11th
Conference on Stochastic Programming (SPXI), Vienna, 31.8.2007.
Charakterisierung
M-stationärer Punkte in einem Strommarktmodell, Teil I,
Forschungsseminar, Weierstrass Institut, 20.11.2007.
Contraintes en probabilité:
synthèse bibliographique et approche à la situation
dynamique, Séminaire Electricité de France R&D,
Clamart, 28.11.2007.
Charakterisierung
M-stationärer Punkte in einem Strommarktmodell, Teil II,
Forschungsseminar, Weierstrass Institut, 4.12.2007.
Abstand zur
Nicht-Steuerbarkeit für konvexe Prozesse,
Forschungsseminar "Numerik stochastischer Modelle", HU Berlin,
19.12.2007.
Talks (2008)
Distance to
uncontrollability for convex processes, SIGOPT
International Conference on Optimization 2008, Lambrecht,
19.2.2008.
Über ein zweistufiges
Optimierungsproblem mit Wahrscheinlichkeitsrestriktionen,
Forschungsseminar "Numerik stochastischer Modelle", HU Berlin,
14.5.2008.
On calculating the normal
cone to a finite union of convex polyhedra, World
Congress of Nonlinear Analysts (WCNA2008), Orlando, 3.7.2008.
(with C. Küchler and W. Römisch), Scenario reduction in mixed-integer stochastic
programming, Conference on Optimization & Practices
in Industry (COPI08), Clamart, France, 26.11.2008.
On a dynamical model for
chance constrained programming, Conference on
Optimization & Practices in Industry (COPI08), Clamart,
France, 28.11.2008.
Talks (2009)
Optimierungsprobleme mit
Wahrscheinlichkeitsrestriktionen, Seminar am Department
Mathematik, Friedrich-Alexander-Universität Erlangen-Nürnberg,
10.3.2009.
Characterization of
M-stationary points for an equilibrium problem in an
electricity spot market model, Plenary
Talk, 16th International Conference on
Mathematical Methods in Economics and Industry, Ceske
Budejovice, 17.6.2009.
(with J. Outrata and T. Surowiec), On stationarity conditions for an equilibrium problem
with equilibrium constraints from an electricity spot market
model, 23rd European Conference on Operational
Research, Bonn, 7.7.2009.
(with L. Andrieu and W. Römisch), A model for dynamic chance constraints in water
reservoir management, 23rd European Conference on
Operational Research, Bonn, 7.7.2009.
(with N. M. Nam and B. Mordukhovich), Second-order Variational Analysis
of Polyhedral Systems with Applications to Robust Stability,
20th
International Symposium of Mathematical Programming (ISMP),
Chicago, 24.8.2009.
(with J. Outrata and T. Surowiec), An Analysis of M-stationary Points to an Electricity
Spot Market EPEC, 20th
International Symposium of Mathematical Programming (ISMP),
Chicago, 27.8.2009.
(with A. Seeger), Defining
the center of a convex cone, Conférence sur l'Analyse
Variationelle et l'Optimisation à l'occasion du soixantième
anniversaire du professeur Hédy Attouch, Montpellier, 11.9.2009.
Über den Mittelpunkt eines
konvexen Kegels, Forschungsseminar "Numerik
stochastischer Modelle", HU Berlin, 18.11.2009.
Answers and questions in
selected topics of probabilistic programming,
International Colloquium on Stochastic Modeling and Optimization
dedicated to the 80th birthday of Professor András Prékopa,
Rutgers Center for Operations Research (RUTCOR), Rutgers
University, New Brunswick (USA), 30.11.2009
Talks (2010)
Optimization Problems with
Probabilistic Constraints, Semi-Plenary Talk, 3rd
International Conference on Continuous Optimization (ICCOPT),
Santiago de Chile, 27.7.2010.
(with L. Andrieu and W. Römisch),
On a dynamic model for chance constrained programming,
12th Conference on Stochastic Programming (SPXII), Halifax
(Canada), 17.8.2010.
(with A. Möller), On derivatives of
multivariate normal probabilities of polyhedral sets,
12th Conference on Stochastic Programming (SPXII), Halifax
(Canada), 19.8.2010.
(with W. van Ackooij, A. Möller and R. Zorgati), Probabilistic Programming in Hydro
Power Management, International Conference on
Operations Research,
München, 3.9. 2010.
Talks (2011)
Optimierungsprobleme mit
Wahrscheinlichkeitsrestriktionen, Seminar am Institut
für Mathematik, Technische Universität Ilmenau, 8.4.2011.
(with T. Surowiec), On
calmness conditions in convex bilevel programming, SIAM
Conference
on Optimization, Darmstadt, 16.5.2011.
Progress and Challenges in
Chance-Constrained Programming, Plenary
Talk, SIGOPT International Conference on Optimization,
Lambrecht, 15.6.2011.
Optimization problems with
probabilistic constraints, Sino-German Workshop on
Optimization, Modeling Methods and Applications in Industry and
Management, Berlin, 15.8.2011.
(with A. Möller), Capacity
planning in energy networks by probabilistic programming,
25th IFIP TC7 Conference on System Modeling and Optimization,
Berlin, 14.9. 2011.
(with A. Möller), On joint
linear probabilistic constraints with Gaussian coefficient
matrix, 25th IFIP TC7 Conference on System Modeling and
Optimization, Berlin, 14.9. 2011.
Structure, stability and
algorithmic issues of optimization problems with probabilistic
constraints, Plenary Talk,
25th IFIP TC7 Conference on System Modeling and Optimization,
Berlin, 16.9. 2011.
Optimierungsaufgaben mit
unsicheren Beschränkungen, Chemnitzer Mathematisches
Kolloquium, Chemnitz, 17.11.2011., Plenary Talk at
Talks (2012)
Stability of chance
constrained optimization problems, 4 Plenary Talks at Spring School in
Variational Analysis, Paseky (Czech Republik), 23.-27.4. 2012
On the coderivative of
normal cone mappings to moving sets, Plenary Talk at International School of
Mathematics "Guido Stampacchia", Workshop on Variational
Analysis and Applications, Erice, 18.5. 2012.
Stability of Solutions and
Optimal Values to Chance Constrained Programs with Gaussian
Data, 17th International Conference on Mathematical
Methods in Economy and Industry, Berlin, 28.6. 2012.
On the coderivative of
normal cone mappings to moving sets, Plenary Talk at ALEL Conference (IV
Alicante-Elche-Limoges Meeting on Optimization), Limoges, 2.4.
2012.
On (co-) derivatives of the solution map to a class of
generalized equations, 21st International Symposium on
Mathematical Programming (ISMP 2012), Berlin, 23.8. 2012.
Numerical Aspects of Optimization Problems with
Probabilistic Constraints under Gaussian Distribution, The
2nd Sino-German Workshop on Optimization, Modeling, Methods and
Applications in Industry and Management, Beijing, 23.9. 2012.
Régularité métrique des contraintes en probabilité,
Journée sur la régularité métrique, Département Mathématiques
Informatique, XLIM, Université de Limoges, 26.10. 2012.
Talks (2013)
Optimization problems with probabilistic constraints, Kolloquium
über Angewandte Mathematik, Institut für Numerische und
Angewandte Mathematik, Georg-August-Universität Göttingen, 8.1.
2013.
Optimization problems with probabilistic constraints, Oberwolfach
Seminar on Numerical Methods for PDE Constrained Optimization
with Uncertain Data, Mathematisches Forschungsinstitut
Oberwolfach, 30.1.2013.
Optimization problems with probabilistic constraints, Kolloquiumsvortrag,
Universität Ostrava, 19.3. und 21.3. 2013.
Optimisation sous contraintes en probabilité, Plenary Talk, Journées annuelles 2013
du Groupe de Recherche MOA, Paris, 17.6.2013.
Problèmes d'optimisation avec des contraintes en
probabilité, Séminaire Electricité de France, Clamart,
20.6. 2013.
Stochastic Optimization with probabilistic constraints,
Plenary Talk, International
Conference on Stochastic Programming (SP XIII), Bergamo, 9.7.
2013.
Optimierungsprobleme mit Wahrscheinlichkeitsrestriktionen,
Kolloquiumsvortrag TU Darmstadt, 16.9. 2013
Dual stationarity conditions for MPECs, 7 Plenary Talks at
CIMPA-UNESCO-MESR-MINECO-INDIA Research school, University of
Delhi, India, 2.12.-6.12. 2013.
Talks (2014)
(with L. Adam and J. Outrata), Calmness as a constraint
qualification for MPECs, Plenary
Talk at 6th German-Polish Conference on Optimization
Methods and Applications, Wittenberg 1.3. 2014.
Application of chance constraints in a coupled model of
hydro-wind energy production, Colloquium at Faculty of
Mathematics and Physics of Charles University Prague, 6.3.2014.
Nonlinear Programming for solving chance constrained
optimization problems: Application to renewable energies,Plenary Talk at Winter School
on Stochastic Programming with Applications in Energy, Finance
and Insurance, Bad Hofgastein (Austria), 25.3.2014.
Probabilistic constraints in hydro reservoir management, Plenary Talk at XIII Symposium of
specialists in electric operational and expansion planning
(SEPOPE), Foz do Iguassu (Brazil), 19.5.2014
Calmness as a constraint qualification for MPECs, Talk
at 6th Seminar on Optimization and Variational Analysis,
University of Elche (Spain), 3.6.2014
Conditioning of linear-quadratic two-stage stochastic
optimization problems, 5th ALEL conference on optimization
theory and its applications, Sevilla, 6.6. 2014
Probabilistic constraints via nonlinear programming:
application to energy management problems, Plenary Talk at Euro Mini Conference on
Stochastic Programming and Energy Applications, Paris, 25.9.
2014
Probabilistic constraints: a structure-oriented
introduction, Optimization and Applications Seminar der
ETH Zürich, 29.9. 2014
Application of probabilistic constraints to problems of
energy management under uncertainty, Kolloquium am Power
Systems Laboratory der ETH Zürich, 30.9. 2014
Gradient formulae in probabilistic programming,Plenary Talk at Conference on
Optimization & Practices in Industry, PGMO-COPI'14, Paris,
29.10.2014
Gradient formulae in probabilistic programming,
Colloquium at University of Toulouse, 8.12.2014
Problèmes d'optimisation sous contraintes en probabilité:
une initiation, 3 lectures at University of Toulouse,
9.12.-10.12. 2014
Talks (2015)
Conditioning of linear-quadratic two-stage stochastic
optimization problems, Colloquium at Faculty of
Mathematics and Physics of Charles University Prague, 26.3.2015.
Calmness as a constraint qualification for MPECs,
International Conference 'Variational Analysis and Optimization'
dedicated to the 80th birthday of R.T. Rockafellar, Limoges
(France), 21.5.2015.
On some relations between probability functions and
variational analysis, International School of Mathematics
"Guido Stampacchia", Workshop on Variational Analysis and
Applications, Erice, 31.8. 2015.
(Sub-) gradient formulae for probability functions with
Gaussian distribution, PGMO-Days 2015, Paris, 28.10.2015.
(Sub-) gradient formulae for probability functions with
applications to power management, Colloquium at Center for
Mathematical Modeling, Santiago de Chile,
25.11.2015.
Talks (2016)
Calmness of the perturbation mappings for MPECs in original
and enhanced form, Plenary
Talk at International Conference on Bilevel
Optimization and Related Topics in honor of Stephan Dempe’s 60th
birthday, Dresden, 6.5. 2016.
Aspects of nondifferentiability for probability functions,
7th International Seminar on Optimization and Variational
Analysis, conference in honor of Michel Théra’s 70th birthday,
Alicante, 2.6. 2016.
(Sub-) gradient formulae for Gaussian probability functions,
XIV International Conference on Stochastic Programming (ICSP
2016), Buzios, Brazil, 28.6. 2016.
Formules du gradient pour des fonctions probabilistes
Gaussiennes, Workshop at Electricité de France R&D,
Paris, 9.9.2016.
Robust-Stochastic Optimization Problems in Stationary Gas
Networks, Workshop on Mathematics of Gas Transport, Zuse
Institute, Berlin, 6.10.2016.
Optimisation sous contraintes en probabilité, Séminaire
du Groupe de Travail 'Modèles Stochastiques en Finance', Ecole
Nationale Supérieure de Techniques Avancées (ENSTA) Paris,
28.11.2016.
Talks (2017)
Contraintes en probabilité- formules du gradient
et applications, 1ère Journée MAS-MODE, Institut Henri
Poincaré, Paris, 9.1.2017.
On a joint model for probabilistic/robust constraints with
an application to gas networks under uncertainties, Workshop
'Models and Methods of Robust Optimization', ITWM
Kaiserslautern, 10.3.2017.
On M-stationarity conditions for a simple electricity spot
market model, Workshop 'Variational Analysis and
Applications for Modelling of Energy Exchange', University of
Perpignan, France, 4.5.2017.
Subdifferential estimates for Gaussian probability
functions, Workshop 'Nonsmooth Optimization and its
Applications', Hausdorff Center Bonn, 17.5.2017.
Subdifferential characterization of Gaussian probability
functions, Workshop 'Smart Energy and Stochastic
Optimization', Ecole Nationale des Ponts et Chausées, Paris,
1.6.2017.
Probabilistic constraints: convexity issues and beyond, Plenary Talk at XII International
Symposium on Generalized Convexity and Monotonicity,
Hajduszoboszlo (Hungary), 29.8.2017.
A friendly tour through the world of calmness, Plenary Talk at 11th International
Conference on Parametric Optimization and Related Topics,
Prague, 19.9.2017.
Problèmes d'optimisation sous contraintes en probabilité,
Colloquium at Mathematics Department of the University of
Burgundy, Dijon, 25. 10. 2017.
Probabilistic Constraints in infinite dimensions,
Colloquium at Department of Statistics and Operations Research
of the University of Vienna, 6.11.2017.
Probabilistic Programming: Structural Properties and
Applications, Control and Optimization Conference on the
occasion of Frédéric Bonnans' 60th birthday, 17.11. 2017,
Palaiseau, France.
Comparing and verifying calmness conditions for MPECs, Plenary Talk at Second Workshop on
Metric Bounds and Transversality (WoMBaT 2017), RMIT Melbourne,
30.11. 2017.
Optimization Problems under Robust
Constraints with Applications to Gas Networks under
Uncertainty, The Eighth Australia-China Workshop on
Optimization (ACWO 2017), Curtin University Perth (Australia),
4.12. 2017.
Subdifferential of Probability Functions under Gaussian
Distribution, The Second Pacific Optimization Conference
(POC2017), Curtin University Perth (Australia), 6.12. 2017.
Probabilistic Programming in Infinite Dimensions, The
South Pacific Optimization Meeting in Western Australia 2017
(SPOM in WA 2017), Curtin University Perth (Australia), 9.12.
2017.
Talks (2018)
Verification and Comparison of the Calmness of Generalized
Equations in Original and Enhanced Form,
International Workshop on Optimization and Variational
Analysis, Termas de Cauquenes (Chile), 11.1. 2018.
Maximization of free capacities in gas networks with random
load, International Workshop on Variational Analysis and
Challenges in Energy (VaEnergy 2018), Castro Urdiales (Spain),
4.6. 2018.
Optimization Problems with Probust Constraints, Plenary Talk at International
Conference on Variational Analysis and Nonsmooth Optimization
(ICVANO), Halle, 28.6. 2018
Dynamic Chance Constraints under Continuous Random
Distributions, International Symposium on Mathematical
Programming (ISMP 2018), Bordeaux, 5.7. 2018
M-Stationarity Conditions for MPECs in Finite Dimension, Summer
School on Complementarity Problems in Applied Mathematics:
Modeling, Analysis and Optimization, Dortmund, 31.7. 2018.
Perspectives in Probabilistic Programming under Continuous
Random Distributions, Oberwolfach Workshop 1834
'New Directions in Stochastic Optimization', Oberwolfach, 20.8.
2018.
Probabilistic Programming with Applications, University
of Elche, seminar talk, 13.9.2018.
Optimization Problems under Probabilistic Constraints, Third
Russian-German Conference on MultiScale BioMathematics: Coherent
Modeling of Human Body System, Moscow State University, 8.11.
2018.
Dynamic chance constraints under continuous random
distribution, PGMODAYS 2018, Paris Saclay, 21.11. 2018.
Lipschitz properties and their moduli for constraint
mappings, 4th Central European Set-Valued and Variational
Analysis Meeting (CESVVAM 2018), Universität Marburg, 24.11.
2018.
Talks (2019)
Robust control of a sweeping process with
probabilistic end-point constraints, Workshop 'Modern
Maximal Monotone Operator Theory: From Nonsmooth Optimizationto
Differential Inclusions', Erwin Schrödinger International
Institute for Mathematics and Physics, Wien, 31.1.2019.
Problèmes d'optimisation sous contraintes en probabilité, 4 invited lectures at 'Spring School in
Nonsmooth Analysis and Optimization', Université Mohammed V,
Rabat, Marokko, 16.-18.4. 2019.
Chance constraints then and now, International
Conference on Stochastic Optimization and Related Topics,
Mühlheim an der Ruhr, 26.4. 2019.
On some extended models of chance constraints, ICERM
workshop on 'Mathematical Optimization of Systems Impacted by
Rare, High-Impacted Random Events', ICERM, Providence (USA),
24.6. 2019.
Robust Control of a Sweeping Process with Probabilistic
end-point constraints, XV International Conference on
Stochastic Programming (ICSP XV), Trondheim (Norway), 30.7.
2019.
Optimal Neumann boundary control of the vibrating string
with uncertain initial data, International Conference on
Continuous Optimization (ICCOPT 2019), Berlin, 8.8. 2019.
Optimal Neumann boundary control of the vibrating string
under random initial conditions, 9th International
Seminar on Optimization and Variational Analysis, Elche (Spain),
2.9. 2019.
Optimization problems with probust constraints: Theory,
applications and algorithmic solution, XXXVIII Spanish
Conference on Statistics and Operations Research, Alcoi (Spain),
5.9.2019.
On derivatives of probability functions. Workshop
"Statistics, Risk & Optimization", Vienna, 27.9.2019.
Probabilistic Constraints in Optimization with PDEs,
RICAM Special Semester on Optimization, Workshop on Optimization
and Inversion under Uncertainty, Linz (Austria), 13.11. 2019.
Nonsmoothness in the Context of Probability Functions, RICAM
Special Semester on Optimization, Workshop on Nonsmooth
Optimization, Linz (Austria), 25.11. 2019.
Optimal Probabilistic Control of the Vibrating String under
Random Initial Conditions, PGMODAYS 2019, Paris Saclay,
4.12. 2019.
Talks (2021)
Dealing with Probust Constraints in Stochastic
Optimization, Plenary Talk at Workshop on Applications
of Semi–Infinite Optimization, Kaiserslautern Online workshop),
21.5.2021.
Contraintes en probabilité au-delà de la recherche opérationnelle,
Plenary Talk at 13eJournée Normandie-Mathématique (online
workshop), Rouen, 24.6.2021.
Adaptive grid refinement for optimization problems with
probabilistic/robust (probust) constraints, PGMODAYS
2021, Paris Saclay, 1.12. 2021.
Talks (2022)
Probabilistic Constraints via Spherical-Radial
DecompositionPart I, Analysis and Applied
Mathematics Seminar at Department of Mathematics, Western
Michigan University, Kalamazoo (online seminar), 4.2.2022.
Probabilistic Constraints via Spherical-Radial
DecompositionPart II, Analysis and Applied
Mathematics Seminar at Department of Mathematics, Western
Michigan University, Kalamazoo (online seminar), 11.2.2022.
Controlled polyhedral sweeping processes: Existence,
stability, and optimality conditions, Seminar on
Variational Analysis and Optimization, University of Michigan,
Ann Arbor (online seminar), 17.3. 2022.
A turnpike property for a discrete-time linear optimal
control problem with probabilistic constraints, Workshop
on Optimal Control Theory, Rouen, 24.6. 2022.
A turnpike property for an optimal control problem with
chance constraints, PGMO Days 2022, Paris Saclay, 29.11.
2022.
Talks (2023)
Turnpike phenomenon in discrete-time optimal control with
probabilistic constraint, Second Vienna Workshop on
Computational Optimization, Vienna, 15.3.2023.
Chance constraints in optimal control, ALOP
Colloquium, University of Trier, 24.4.2023.
Probabilistic Constraints in Optimal Control, SIAM
Conference on Optimization (OP23), Seattle, 1.6. 2023.
Existence and stability in controlled polyhedral sweeping
processes, Nonsmooth Optimization: Theory, Algorithms and
Applications (online conference), Isfahan, 8.6.2023.
Optimality conditions for a PDE-constrained control problem
with probabilistic and almost-sure state constraints,
Nonsmooth And Variational Analysis (NAVAL) Conference, Dijon,
27.6. 2023.
A control problem with random state constraints in
probabilistic and almost-sure form, PGMO Days, Paris
Saclay, 29.11. 2023.
Talks (2024)
On a chance-constrained optimal control problem with
turnpike property, 3rd International Conference on
Variational Analysis and Optimization, Santiago de Chile,
16.1.2024.