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SUMMARY:
"INFORMS Applied Probability" is a biennial
conference in the area of probability theory and its applications. This year
it will be held in Eindhoven, the Netherlands, from 9 till 11 July.
Traditionally, emphasis in this conference
is on applications of probability in operations research; typical OR
subjects are optimization of logistic networks under uncertainty, control of
inventory systems, and performance analysis of communication networks. The
solution of the underlying probability models relies predominantly on the
theory of Markov chains, stochastic processes, queueing theory, and advanced
simulation techniques. due to the strong methodological connections, however,
also various other applications are included in the conference, for instance
those inspired by finance, physics and biology. The conference usually
attracts over 300 participants from all over the world, it is the largest of
its kind, and is considered as the leading forum within applied probability.
The meeting will take place on the campus of Eindhoven University of
Technology, the institute EURANDOM (a research center in probability theory,
statistics and stochastic operations research) has played a major role in
the organization of the event.
We are happy to announce that three leading
scientists will be giving keynote lectures: Peter Glynn of Stanford
University, Frank Kelly of the University of Cambridge, and Alani-Sol
Sznitman of ETH Zürich. The conference also includes three tutorials
on timely subjects, apart from the keynote lectures and tutorials about 90
parallel sessions are scheduled.
The subjects of the parallel sessions are in
the following areas:
* Actuarial mathematics
* Biological models
* Computer networks and telecommunication systems
* Discrete-event dynamic systems, perturbation analysis
* E-business applications, in-line auctioning, yield management
* Engineering and service systems: manufacturing, logistics. transportation,
health-care, banking, public service, call centers
* Internet applications: networking, traffic modeling, performance
optimization
* Large deviations and extreme values; rare event analysis, asymptotics
* Markov chian Monte Carlo
* Markov processes and Markov decision processes
* Mathematical and computational finance, financial engineering
* Mathematical physics: percolation, self interacting particles
* Matrix analytic methods
* Medical and environmental applications
* Probabilistic analysis of algorithms, combinatorial optimization
* Queueing systems
* Random graphs, random walks, random media
* Reliability and survival analysis
* Risk management and analysis, insurance models
* Simulation: advanced simulation methodological, variance reduction,
rare-event simulation
* Stochastic control and games
* Stochastic networks: Markov models, fluid models, diffusion models, strong
approximation, stability
* Stochastic programming
* Supply chain management and optimization
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