Conference Agenda
Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
Location indicates the building first and then the room number!
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Session Overview | |
Location: POT 13 Potthoff Bau |
Date: Tuesday, 11/Mar/2025 | |
10:45 am - 12:25 pm |
S 5 (1): Stochastic modelling in life sciences Location: POT 13 Floor plan Chair: Matthias Birkner Fitness valleys, pit stops and changing environment 11:10 am - 11:35 am The two-size Wright--Fisher model: an analysis via (uniform) renewal theory 11:35 am - 12:00 pm Coalescents with migration in the moderate regime 12:00 pm - 12:25 pm Consistency and Central Limit Results in the (Recent) Admixture Model |
2:00 pm - 3:40 pm |
S 5 (2): Stochastic modelling in life sciences Location: POT 13 Floor plan Chair: Matthias Birkner 3D-Analysis of tumor spheroids 2:25 pm - 2:50 pm A maximum likelihood estimator for composite models 2:50 pm - 3:15 pm Robust Multivariate linear models for multivariate longitudinal data |
4:20 pm - 6:00 pm |
S 5 (3): Stochastic modelling in life sciences Location: POT 13 Floor plan Chair: Matthias Birkner On multi-type Cannings models and their multi-type limiting coalescents 4:45 pm - 5:10 pm A conditional coalescent limit in fixed pedigrees 5:10 pm - 5:35 pm A central limit theorem for measure-valued Reed–Frost epidemics |
Date: Wednesday, 12/Mar/2025 | |
10:30 am - 11:20 am |
S 5 (4): Stochastic modelling in life sciences Location: POT 13 Floor plan Chair: Matthias Birkner Conditioning the logistic continuous state branching process on non-extinction 10:55 am - 11:20 am Limit Theorems for Branching Processes with Thresholds |
11:20 am - 12:10 pm |
S10 (1): Stochastic optimization and operation research Location: POT 13 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner Existence of equilibria in Dynkin games of war-of-attrition type 11:45 am - 12:10 pm Mokobodzki's intervals: an approach to Dynkin games when value process is not a semimartingale |
1:40 pm - 3:20 pm |
S10 (2): Stochastic optimization and operation research Location: POT 13 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner Optimal control of stochastic delay differential equations and applications to portfolio optimization and optimal advertising 2:05 pm - 2:30 pm Time-consistent asset allocation for risk measures in a Lévy market 2:30 pm - 2:55 pm An investmentproblem with incomplete information 2:55 pm - 3:20 pm A Hot Topic: Modeling Prosumer Heat Storage with a Markov Decision Process |
3:50 pm - 5:30 pm |
S10 (3): Stochastic optimization and operation research Location: POT 13 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner Probabilstic discrepancy bounds for different drawing strategies 4:15 pm - 4:40 pm Exponential convergence of general iterative proportional fitting procedures |
Date: Thursday, 13/Mar/2025 | |
10:30 am - 12:10 pm |
S10 (4): Stochastic optimization and operation research Location: POT 13 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner The oriented derivative in stochastic control 10:55 am - 11:20 am The role of correlation in diffusion control ranking games 11:20 am - 11:45 am Cost-Optimal management of a Standalone Micro-grid Equipped With Renewable Production and Battery 11:45 am - 12:10 pm Stochastic Optimal Control of Epidemics Under Partial Information |
1:40 pm - 3:20 pm |
S10 (5): Stochastic optimization and operation research Location: POT 13 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner Common Noise by Random Measures: Mean-Field Equilibria for Competitive Investment and Hedging 2:05 pm - 2:30 pm Continuous-time Mean Field Markov Decision Models 2:30 pm - 2:55 pm A mean field search game 2:55 pm - 3:20 pm Mean-field analysis of a bipartite queueing model for threshold-based mobile edge computing |
3:50 pm - 4:40 pm |
S10 (6): Stochastic optimization and operation research Location: POT 13 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner Stationary Mean-Field Games of Singular Control under Knightian Uncertainty 4:15 pm - 4:40 pm Existence of Bayesian Equilibria in Incomplete Information Games Without Common Priors |
Date: Friday, 14/Mar/2025 | |
10:30 am - 12:10 pm |
S10 (7): Stochastic optimization and operation research Location: POT 13 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward 10:55 am - 11:20 am An Analytic Characterisation of Markov Perfect Equilibria in Stochastic Timing Games 11:20 am - 11:45 am Stochastic Modeling and Optimal Control of an Industrial Energy System |
1:40 pm - 2:30 pm |
S10 (8): Stochastic optimization and operation research Location: POT 13 Floor plan Chair: Nikolaus Schweizer Chair: Ralf Werner Alternative Transient Solutions for M/G/1 System with Multiple Server Vacations 2:05 pm - 2:30 pm Optimal sequential sampling for attributive tests at consecutive times |
Contact and Legal Notice · Contact Address: Conference: GPSD 2025 |
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