| Ten invited lectures |
Alain Jean-Marie (INRIA & University of Montpellier,
Montpellier, France)
|
On overloaded queues
|
| Alain Jean-Marie (INRIA & University of Montpellier,
Montpellier, France) |
Markov-modulated arrival processes in queueing theory
|
Mark Squillante (IBM Thomas J. Watson Research Center, New
York, USA)
|
Parallel-server systems with dynamic affinity scheduling
and load balancing |
Mark Squillante (IBM Thomas J. Watson Research Center,
New York, USA)
|
|
Decentralized optimization, stochastic-process limits, and
system dynamics |
Rakesh Vohra (Northwestern University, Evanston, USA)
|
Linear inequalities and mechanism design 1
|
| Rakesh Vohra (Northwestern University, Evanston, USA) |
Linear inequalities and mechanism design 2
|
David Yao (Columbia University, New York, USA)
|
Stochastic knapsacks and dynamic
pricing
|
| David Yao (Columbia University, New York, USA) |
Stochastic networks with
concurrent resource occupancy
|
Yinyu Ye (Stanford University, Stanford, USA)
|
Theory and computation of
semidefinite programming for sensor network localization and other
distance geometry problems |
| Yinyu Ye (Stanford University, Stanford, USA) |
A strongly polynomial-time
algorithm for solving the Markov decision problem with fixed discount
factor |
Presentations by PhD students (Tuesday
14.30 - 16.00 and Wednesday 14.30 - 16.00) |
For each contributed paper by a PhD student a senior member
of the society will act as discussant.
The following PhD students of the LNMB will present a paper at the
meeting: |
Menno Dobber (Vrije Universiteit, Amsterdam)
|
Dynamic load balancing for a grid application |
Dries Goossens (Katholieke Universiteit Leuven, Belgium)
|
Exact algorithms for procurement problems under a total
quantity discount structure |
Wilco van den Heuvel (Erasmus University Rotterdam)
|
The economic lot-sizing problem with remanufacturing
options |
Bart Husslage (Tilburg University)
|
Maximin Latin hypercube designs in two dimensions |
Paul Kampstra (Tilburg University)
|
Coping with uncertainties at distribution centers |
Tho Le Duc (Erasmus University Rotterdam)
|
Storage zone optimization for class-based manual-pick
warehouses |
Reinder Lok (Maastricht University)
|
Parametric shortest path tree problem |
Auke Pot (Vrije Universiteit Amsterdam)
|
Approximating multi-skill blocking systems by
hyperexponential decomposition |
Marieke Quant (Tilburg University)
|
Congestion network situations and related games |
| Ulas Özen (Eindhoven University of Technology) |
Cooperation between multiple newsvendors with warehouses
|
Lolke Schakel (Groningen University)
|
Optimal cabling of the LOFAR radio telescope |
Baris Selçuk (Eindhoven University of Technology)
|
The effect of updating lead times on the performance of
hierarchical planning systems |
Alex Siem (Tilburg University)
|
Positive, increasing and convex polynomials for
meta-modeling |
Maarten Soomer (Vrije Universiteit Amsterdam)
|
An optimisation model for airport taxi scheduling |
Marcel Turkensteen (Groningen University)
|
Tolerances versus costs in branch and bound algorithms |
Maria Vlasiou (Eurandom, Eindhoven)
|
An alternating service problem |
Seminar "Mathematical Models for Financial
Optimization" (Thursday) |
On the last day of the conference,
Thursday
January 20, there is a one-day special seminar on "Mathematical Models for Financial
Optimization", organized in cooperation with the
"Nederlands
Genootschap voor Besliskunde" (NGB).
For a special announcement (including registration form) of this
seminar click here.
Chairman:
Guus Boender (ORTEC & Vrije Universiteit, Amsterdam) |
| Speakers: |
| Huub van Capelleveen (Cardano Risk Management) |
Utility and usefulness of stochastic risk models for
strategic pension policies |
| Pieter Klaassen (ABN-AMRO, Amsterdam) |
Using importance sampling to assess credit risk economic
capital and economic capital contributions |
| Bart Oldenkamp (ABN-AMRO, Amsterdam) |
The practice of financial optimization |
Antoon Pelsser (Erasmus University Rotterdam & ING)
|
Pricing insurance contracts: an incomplete market approach
|
Raoul Pietersz (Erasmus University Rotterdam & ABN-AMRO)
|
Optimization methods for risk management of interest rate
derivatives |
| André van Vliet (ORTEC) |
Practical examples of financial modelling |
| David Yao (Columbia University, New York, USA) |
A stochastic control approach to financial tracking
problems |
