New Directions in Stochastic Optimisation
Jesús De Loera
University of California at Davis, USADarinka Dentcheva
Stevens Institute of Technology, Hoboken, USAGeorg Pflug
Universität Wien, AustriaRüdiger Schultz
Universität Duisburg-Essen, Germany
Abstract
Recent work in stochastic programming draws on interaction with Algebraic and Combinatorial Models, Numerical Analysis of PDEs, Risk Analysis, Mathematical Equilibrium, Minimax, and Stochastic Games. For the first time ever, the workshop brought together scholars from these fields to exchange experience and identify promising topics for future research.
Cite this article
Jesús De Loera, Darinka Dentcheva, Georg Pflug, Rüdiger Schultz, New Directions in Stochastic Optimisation. Oberwolfach Rep. 15 (2018), no. 3, pp. 2303–2384
DOI 10.4171/OWR/2018/38