Conference on Stochastic Optimization: Algorithms and Applications: Gainesville, Florida.

University Of Florida, Gainesville FL

Investigators

Abstract

This grant provides funding for the conference on Stochastic Optimization: Algorithms and Applications which will be held at to the Center for Applied Optimization, University of Florida, Gainesville, Fla., February 20 to February 22, 2000. The conference will provide a forum for researchers working on different aspects of stochastic optimization to present recent discoveries and to interact with individuals working on industrial applications. The benefits of the practical experience gained will allow application of the theoretical advances to financial modeling, asset-liability management, bond portfolio management, currency modeling, risk control, and probabilistic risk analysis.