	9th International Conference on Stochastic Programming

August 25 - 31, 2001
Berlin, Germany

Conference Program

Scientific Program (pdf)

Plenary talks

Roger J-B Wets: Stochastic equilibriums (pdf)
Suvrajeet Sen: Algorithmic challenges in stochastic programming (pdf)
Hans Föllmer: Mathematical finance beyond Black-Scholes (ps)
Alexander Shapiro: Monte Carlo sampling approaches to stochastic programming (pdf)
Stein W. Wallace: Stochastic programming in deregulated electricity markets (pdf)

Semiplenary talks

Lisa Korf: New duality theorems in stochastic programming motivated by financial applications (ps.gz)
John R. Birge: Using stochastic programming in financial engineering (htm)
Marc C. Steinbach: The tree-sparse interior approach to multistage stochastic programming (ps)
Stan Uryasev: Conditional value-at-risk: Algorithms and applications (pdf)
Rolf H. Möhring: Stochastic optimization methods in scheduling (pdf)
Andy Philpott: Optimisation in electricity pool markets (ps)
Andrzej Ruszczynski: Stochastic dominance and mean-risk models
William T. Ziemba: The Innovest Austrian pension fund financial planning model InnoAlm (pdf)

Tutorial talks

Andrzej Ruszczynski: Stochastic programming models
Rüdiger Schultz: Stochastic integer programming (pdf)
Rene Henrion: Chance constrained programs: theory and solution methods (pdf)
Werner Römisch: Stability of stochastic programming problems (ps)
John R. Birge: Algorithms for stochastic programming based on stochastic program structure (htm)
Jitka Dupacova: Scenarios in stochastic programming
David P. Morton: Monte Carlo-based methods in stochastic programming (ps)
Alan J. King: Introduction to financial applications of stochastic programming

Last modified: November 13, 2001