Workshop Schedule

Link to Schedule

Confirmed Speakers

Speaker Talk Title

Dohyun Ahn
(Chinese University of Hong Kong)

Efficient Simulation of Polyhedral Expectations with Applications to Finance

Russell Barton
(Pennsylvania State University)

Designing Experiments to Fit Inverse Metamodels

Jose Blanchet
(Stanford University)

On Highly Parameterized Controls and Fusion of Generative Diffusions

Nan Chen
(Chinese University of Hong Kong)

Adversarial Reinforcement Learning: A Duality-Based Approach

Xinyun Chen
(Chinese University of Hong Kong, Shenzhen)

Online Learning and Optimization for Queues with Unknown Arrival Rate and Service Distribution

David Eckman
(Texas A&M University)

Methods of Plausible Inference for Stochastic Simulation

Siyang Gao
(City University of Hong Kong)

Ranking and Selection with Unknown Sampling Variances

Xuefeng Gao
(Chinese University of Hong Kong)

Wasserstein Convergence Guarantees for a General Class of Score-Based Generative Models

Abhijit Gosavi
(Missouri University of Science and Technology)

Reinforcement Learning for Remanufacturing in the World of Industry 4.0

Jian-Qiang Hu
(Fudan University)

A Kernel-Based Stochastic Approximation Method for Blackbox Optimization of Co-Risk Measures

Jiaqiao Hu
(Stony Brook University)

Black-Box Quantile Optimization via Finite Difference-Based Gradient Approximation

Zhiyuan Huang
(Tongji University)

Reducing Conservativeness of Data-Driven Chance Constraints via a Conformal Statistical Framework

Susan Hunter
(Purdue University)

Uniform Central Limit Theorems and Confidence Regions for Multi-Objective Stochastic Convex Quadratic Programs

Sandeep Juneja
(Ashoka University)

Selecting the Best Arm —- Optimal Algorithm Based on Fluid Analysis

Henry Lam
(Columbia University)

Pseudo-Bayesian Optimization

Karthyek Murthy
(Singapore University of Technology and Design)

Locally Robust Estimation for Tackling Input Uncertainty in Simulation and Optimization of Tail Risks

Barry Nelson
(Northwestern University)

Ranking & Contextual Selection

Szu Hui Ng
(National University of Singapore)

Trajectory-Based Bayesian Optimization for Multi-Objective Iterative Learning

Raghu Pasupathy
(Purdue University)

Deterministic and Stochastic Frank-Wolfe Recursion on Probability Spaces

Yijie Peng
(Peking University)

AlphaRank: An Artificial Intelligence Approach for Ranking and Selection Problems

Chang-Han Rhee
(Northwestern University)

Characterization and Control of Global Dynamics of Heavy-Tailed SGDs with Local Stability Analysis

Eunhye Song
(Georgia Institute of Technology)

Optimizing Input Data Collection for Ranking and Selection

Xin Tong
(National University of Singapore)

Stochastic Gradient Descent with Adaptive Data

Jie Xu
(George Mason University)

Robust Optimal Sampling for Digital Twin-Based Real-time Decision Making in Manufacturing Management