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International Conference on "Stochastic Optimization: Algorithms and Applications"

February 20-22, 2000

Gainesville, FL, USA

Mathematics

Host: Center for Applied Optimization, University of Florida
Homepage: http://www.ise.ufl.edu/uryasev/conf.html
Email: uryasev@ise.ufl.edu

Organizers: Stanislav Uryasev, Panos Pardalos

Description:
Stochastic programming is the study of practical procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, forest and fishery harvest management, engineering, and transportation. Recently, it was realized that the practical experience gained in stochastic programming can be expanded to a much larger spectrum of applications including financial modeling, asset-liability management, bond portfolio management, currency modeling, risk control, and probabilistic risk analysis. This conference will focus on recent advances in theory and implementation issues of stochastic programming algorithms, software, and applications. The conference will feature approximately 30-40 invited speakers during a three day period. Major topics to be covered in the conference include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; and (3) stochastic programming applications.

Mail Address:

Professor Stanislav Uryasev
Center for Applied Optimization
Department of Industrial and Systems Engineering
University of Florida
474 Weil Hall, Gainesville, FL 32611-6595
Tel.:(352)392-3091, Fax.: (352)392--3537

Date received: December 15, 1998


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