Efficient Monte Carlo: From Variance Reduction to Combinatorial Optimization A Conference on the Occasion of R.Y. Rubinstein's 70th Birthday

The conference will take place at Sandbjerg Estate, Sønderborg, Denmark 14-18 July 2008.

For more photos from the conference, see the photo page.

Poster

The conference poster is available in on the poster page.

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Scope of the Conference

During his career, Reuven Rubinstein has initiated many new discoveries in Monte Carlo simulation, stochastic modelling and optimization, and has inspired numerous researchers to take up research in these field. This conference is intended to celebrate Professor Rubinstein's 70'th birthday by bringing together many of these international researchers in modern Monte Carlo methods. Professor Rubinstein has significantly advanced (or even established) the theory and application of adaptive importance sampling, rare event simulation, randomized optimization, stochastic optimization, sensitivity analysis, the score function method, stochastic counterpart method, and recently the popular cross-entropy method (see http://www.cemethod.org). Currently he is pursuing important research in optimization and counting problems concerning #P complete problems.

Organizing Committee

Søren Amussen, Aarhus (Chair)
Peter W. Glynn, Stanford
Jozeph Kreimer, Beer Sheeva
Dirk P. Kroese, Brisbane

Program Committee

Peter W. Glynn, Stanford (co-chair)
Sandeep Juneja, Mumbai
Jozeph Kreimer, Beer Sheva
Dirk P. Kroese, Brisbane (co-chair)
Don McLeish, Waterloo
Georg Pflug, Vienna
Ad Ridder, Amsterdam
Alexander Shapiro, Atlanta
Nahum Shimkin, Haifa
Assaf Zeevi, New York

Invited Speakers

Søren Asmussen, Aarhus
Peter W. Glynn, Stanford
Dirk P. Kroese, Brisbane
Boris Polyak, Moscow
Christian Robert, Paris
Reuven Y. Rubinstein, Haifa
Alexander Shapiro, Atlanta

Details

Information regarding Sandbjerg

Contributed Papers

Those wishing to submit a contributed paper must do so by April 15, 2008 by emailing a title and abstract for the proposed talk to Dirk Kroese. Acceptance decisions pertaining to contributed talks will be made by April 25.

Special Volume of Annals of Operations Research

The submission deadline for the special volume of AOR is July 31, 2008.
For more information see our AOR page.

Further information

Please do not hesitate to contact Oddbjørg Wethelund, Secretary, Tel +45 8942 3515, for further information.