International Conference on "Stochastic Optimization: Algorithms and Applications"

Date: February 20-22, 2000
Location: Center for Applied Optimization, University of Florida
Organizers: Stanislav Uryasev
Panos Pardalos

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Location/Travel      Accomodations       Registrations   Conference Description   List of Speakers and Schedule
 
 
 
 

Conference Location and Travel Arrangements

The University of Florida is located in Gainesville, a small city not far from the northern border of Florida and a little more than a one hour drive from either coast. It is about 1.5 hours drive to Jacksonville, and 2 - 2.5 hours to either Tampa or Orlando. There are several flights a day between Gainesville and Atlanta, Charlotte, Orlando, or Tampa.

All conference lectures will take place at the conference room 282 at the J. Wayne Reitz Union at the main campus of the University of Florida
(which is located close to the Center of Applied optimization).

Mid February usually marks the beginning of Spring in Gainesville. The average high and low temperatures on March 1 are 73 F (23 C) and 48 F
(9 C) respectively.

Accommodations

A block of rooms has been reserved at the University Centre Hotel at the rate of $69/night-single and $72/night-double (say that you are participating in the Conference of the Center of Applied Optimization). Please consider the possibility of sharing a room with another participant. The Hotel also agrees to provide transportation to and from the local airport. Thus, when you make your reservation, you could give them your flight number and arrival time if you plan to use the local airport. The phone numbers for the Hotel and the address are below.

800-824-5637 (for calls from US and Canada only)
352-371-3333
352-371-3712 (fax)
Address: University Centre Hotel, 1535 SW Archer Rd., Gainesville, FL 32608

Reservations must be made by January 15, 2000. Reservations received after that date will be provided on a space available basis.

Registration fees




Before January 15 -- $250 US        After January 15 -- $300 US

Make the check payable to: University of Florida Research Foundation.
All checks should be in US dollars.
The registration fees include the social events and a copy of the
published volume.

For Registration Form Click here

Conference Publication




A refereed volume is being planned with papers based on talks presented at the conference. Details will be announced at a later time.

Speakesr should send final title and abstract of talk (Latex file), by email to uryasev@ise.ufl.edu by November 15, 2000.
 
 

Conference Description

There has been much recent progress in stochastic optimization problems from both a theoretical and a practical perspective.  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. 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.

The conference will open with a special day devoted to the work of Roger J-B Wets and his collaborators, to pay tribute to the significant role he has played in cultivating and inspiring over thirty years of diverse and important contributions to the field. The day will feature a special lecture by Roger Wets, complimented by lectures of his collaborators R. Tyrrell Rockafellar, Jitka Dupacova, Georg Pflug and others. This day was organized with the help of Alan King and Lisa Korf.

The conference will provide a forum for researchers working on the different aspects of stochastic optimization to present their recent discoveries, and to interact with people working on industrial application of stochastic programming. This meeting will provide a foundation for joint research cooperation and stimulation for future research.

The conference in endorsed by the INFORMS society and partially supported by the National Science Foundation, the College of Engineering of the University of Florida, IBM, and Algorithmics, Inc.
 
 

List of Speakers and Schedule