Deadline for registration for this workshop is March 6, 2017
Washington Duke Inn, Duke University
The main theme of the workshop is on the application of stochastic optimization and risk management tools in engineering and statistical sciences. This workshop aims at fostering collaboration between researchers in the areas of stochastic optimization, risk, statistics, computer science, and engineering. The workshop will showcase talks on theory, algorithms, and applications.
Topics will include, but will not be limited to:
- Stochastic programming.
- Optimal control
- Risk management
- Numerical methods and algorithms
- Applications to big data problems
Terry Rockafellar, Department of Mathematics (University of Washington)
Stan Uryasev, Industrial and Systems Engineering Department (University of Florida)
Drew Kouri, Uncertainty Quantification and Optimization Department (Sandia National Laboratories)
Johannes Royset, Department of Operations Research (Naval Postgraduate School)
Guillermo Sapiro, Department of Electrical Engineering (Duke University)
Sayan Mukherjee, Department of Statistical Science (Duke University)
Michael Zavlanos, Department of Mechanical Engineering and Materials Science (Duke University)
Santiago Grijalva, School of Electrical and Computing Engineering (Georgia Institute of Technology)
Alexander Shapiro, School of Industrial and Systems Engineering (Georgia Institute of Technology)
**Planning for this workshop is ongoing. Please continue to monitor this page and as more information comes available, it will be posted here.