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).

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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
 
10:45 am - 11:10 am

Fitness valleys, pit stops and changing environment

Manuel Esser, Anna Kraut



11:10 am - 11:35 am

The two-size Wright--Fisher model: an analysis via (uniform) renewal theory

Gerold Alsmeyer, Fernando Cordero, Hannah Dopmeyer



11:35 am - 12:00 pm

Coalescents with migration in the moderate regime

Sophia-Marie Mellis, Fernando Cordero, Emmanuel Schertzer



12:00 pm - 12:25 pm

Consistency and Central Limit Results in the (Recent) Admixture Model

Carola Sophia Heinzel

2:00 pm
-
3:40 pm
S 5 (2): Stochastic modelling in life sciences
Location: POT 13
Floor plan
Chair: Matthias Birkner
 
2:00 pm - 2:25 pm

3D-Analysis of tumor spheroids

Anja Voss-Böhme



2:25 pm - 2:50 pm

A maximum likelihood estimator for composite models

Tamara Schamberger, Florian Schuberth, Yves Rosseel, Jörg Henseler



2:50 pm - 3:15 pm

Robust Multivariate linear models for multivariate longitudinal data

Keunbaik Lee

4:20 pm
-
6:00 pm
S 5 (3): Stochastic modelling in life sciences
Location: POT 13
Floor plan
Chair: Matthias Birkner
 
4:20 pm - 4:45 pm

On multi-type Cannings models and their multi-type limiting coalescents

Martin Möhle



4:45 pm - 5:10 pm

A conditional coalescent limit in fixed pedigrees

Frederic Alberti, Matthias Birkner, Wai Tong Fan, John Wakeley



5:10 pm - 5:35 pm

A central limit theorem for measure-valued Reed–Frost epidemics

Tobias Bernstein

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
 
10:30 am - 10:55 am

Conditioning the logistic continuous state branching process on non-extinction

Clement Foucart, Victor Rivero, Anita Winter



10:55 am - 11:20 am

Limit Theorems for Branching Processes with Thresholds

Giacomo Francisci, Anand N Vidyashankar

11:20 am
-
12:10 pm
S10 (1): Stochastic optimization and operation research
Location: POT 13
Floor plan
Chair: Nikolaus Schweizer
Chair: Ralf Werner
 
11:20 am - 11:45 am

Existence of equilibria in Dynkin games of war-of-attrition type

Boy Schultz, Sören Christensen



11:45 am - 12:10 pm

Mokobodzki's intervals: an approach to Dynkin games when value process is not a semimartingale

Maurycy Rzymowski

1:40 pm
-
3:20 pm
S10 (2): Stochastic optimization and operation research
Location: POT 13
Floor plan
Chair: Nikolaus Schweizer
Chair: Ralf Werner
 
1:40 pm - 2:05 pm

Optimal control of stochastic delay differential equations and applications to portfolio optimization and optimal advertising

Filippo de Feo



2:05 pm - 2:30 pm

Time-consistent asset allocation for risk measures in a Lévy market

Felix Fießinger, Mitja Stadje



2:30 pm - 2:55 pm

An investmentproblem with incomplete information

Fabian Gierens, Berenice Neumann



2:55 pm - 3:20 pm

A Hot Topic: Modeling Prosumer Heat Storage with a Markov Decision Process

Nicole Bäuerle, Florian Döttling

3:50 pm
-
5:30 pm
S10 (3): Stochastic optimization and operation research
Location: POT 13
Floor plan
Chair: Nikolaus Schweizer
Chair: Ralf Werner
 
3:50 pm - 4:15 pm

Probabilstic discrepancy bounds for different drawing strategies

Stefan Rogosinski



4:15 pm - 4:40 pm

Exponential convergence of general iterative proportional fitting procedures

Aziz Lakhal, Stephan Eckstein

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
 
10:30 am - 10:55 am

The oriented derivative in stochastic control

Alexander Kalinin



10:55 am - 11:20 am

The role of correlation in diffusion control ranking games

Stefan Ankirchner, Nabil Kazi-Tani, Julian Wendt



11:20 am - 11:45 am

Cost-Optimal management of a Standalone Micro-grid Equipped With Renewable Production and Battery

Paul Honore Takam



11:45 am - 12:10 pm

Stochastic Optimal Control of Epidemics Under Partial Information

Ralf Wunderlich, Florent Ouabo Kamkumo, Ibrahim Mbouandi Njiasse

1:40 pm
-
3:20 pm
S10 (5): Stochastic optimization and operation research
Location: POT 13
Floor plan
Chair: Nikolaus Schweizer
Chair: Ralf Werner
 
1:40 pm - 2:05 pm

Common Noise by Random Measures: Mean-Field Equilibria for Competitive Investment and Hedging

Dirk Becherer, Stefanie Hesse



2:05 pm - 2:30 pm

Continuous-time Mean Field Markov Decision Models

Nicole Bäuerle, Sebastian Höfer



2:30 pm - 2:55 pm

A mean field search game

Stefan Ankirchner, Sören Christensen, Dennis Dänzer



2:55 pm - 3:20 pm

Mean-field analysis of a bipartite queueing model for threshold-based mobile edge computing

Kazuma Abe, Tuan Phung-Duc

3:50 pm
-
4:40 pm
S10 (6): Stochastic optimization and operation research
Location: POT 13
Floor plan
Chair: Nikolaus Schweizer
Chair: Ralf Werner
 
3:50 pm - 4:15 pm

Stationary Mean-Field Games of Singular Control under Knightian Uncertainty

Ioannis Tzouanas, Giorgio Ferrari



4:15 pm - 4:40 pm

Existence of Bayesian Equilibria in Incomplete Information Games Without Common Priors

Denis Kojevnikov, Kyungchul Song

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
 
10:30 am - 10:55 am

An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward

Mauricio Junca, Harold A. Moreno Franco, Jose-Luis Pérez



10:55 am - 11:20 am

An Analytic Characterisation of Markov Perfect Equilibria in Stochastic Timing Games

E. Emanuel Rapsch, Christoph Knochenhauer



11:20 am - 11:45 am

Stochastic Modeling and Optimal Control of an Industrial Energy System

Eric Pilling, Ralf Wunderlich, Martin Bähr

1:40 pm
-
2:30 pm
S10 (8): Stochastic optimization and operation research
Location: POT 13
Floor plan
Chair: Nikolaus Schweizer
Chair: Ralf Werner
 
1:40 pm - 2:05 pm

Alternative Transient Solutions for M/G/1 System with Multiple Server Vacations

Nino Svanidze, Ramaz Khurodze, Revaz Kakubava



2:05 pm - 2:30 pm

Optimal sequential sampling for attributive tests at consecutive times

Hugalf Bernburg, Katy Klauenberg, Stefan Ankirchner


 
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