Optbridge 2007

 

 

Aims

The aim of the workshop is to build and strengthen the links between the Oxbridge optimisation and operations research communities, both faculty and PhD students, and stimulate collaboration. Presentations are informal and will often report on work in progress and open questions. The one-day workshop is held annually, alternating between Oxford and Cambridge.

 

Date

Friday 21st September 2007

 

Venue

Room W2.02, Judge Business School, University of Cambridge, Trumpington Street, Cambridge CB2 1AG, UK

 

Participants 

James Cruise (Statslab, University of Cambridge)

Jimmy Fan (Statslab, University of Cambridge)

Richard Gibbens (Computer Lab, University of Cambridge)

Raphael Hauser (Computing Lab, Oxford University)

Houyuan Jiang (Judge Business School, University of Cambridge)

Mike Powell (Numerical Analysis Group, University of Cambridge)

Danny Ralph (Judge Business School, University of Cambridge)

Miklós Reiter (Judge Business School, University of Cambridge)

Ben Roberts (Statslab, University of Cambridge)

Stefan Scholtes (Judge Business School, University of Cambridge)

Bernard Sinclair-Desgagné Judge Business School, University of Cambridge)

Richard Steinberg (Judge Business School, University of Cambridge)

Richard Weber (Statslab, University of Cambridge)

Denis Zuev (Computing Lab, Oxford University)

 

Schedule

 

Morning session (10.00-12.30) including a short break in the middle

 

Mike Powell

On the number of interpolation points when constructing quadratic models for minimization without derivatives

 

Raphael Hauser

Robust QP Models and Structured Uncertainty Sets

 

Denis Zuev

      Improved robust portfolio models

 

Miklós Reiter and Richard Steinberg

Congestion Pricing, Bertrand Oligopoly, and Forward Contracts for Bandwidth

 

Lunch (12.30-14.00)

 

Afternoon session (14.00-17.30) including a short break in the middle

 

Richard Weber

Symmetric rendezvous search

 

Richard Gibbens

Coalition games and resource allocation in ad-hoc networks

 

Nicos Savva and Stefan Scholtes,

Designing R&D Contracts with Options Clauses

 

Houyuan Jiang, Serguei Netessine and Sergei Savin

Robust newsvendor competition

 

Discussions

 

Evening session of BBQ (starting at around 18.00)

 

 

Links

Optbridge 2004

Optbirdge 2006

 

Computer Lab, University of Cambridge

Judge Business School, University of Cambridge

Numerical Analysis Group, University of Cambridge

Statslab, University of Cambridge

Computing Lab, Oxford University

Said Business School, Oxford University

 

 

Contact

Houyuan Jiang

Danny Ralph

Stefan Scholtes

.

Photos

 

Mike Powell

 

Raphael Hauser

 

Denis Zuev

 

Miklós Reiter

 

Richard Weber

 

Richard Gibbens

 

Stefan Scholtes