International Conference “Stochastic Optimization and Optimal Stopping” was held in Moscow, Russia on September 24–28, 2012. The conference was organized by Steklov Mathematical Institute, Predictive Modeling Laboratory and STRADO.
|Changepoint detection problems||Numerical stochastic optimization||Optimal stopping problems|
|Sequential hypothesis testing||Stochastic control in finance||Stochastic differential equations|
|Nicole Bäuerle (Germany)||Erhan Bayraktar (USA)||Christian Bender (Germany)|
|Alain Bensoussan (USA)||Umut Cetin (UK)||Robert C. Dalang (Switzerland)|
|Eugene A. Feinberg (USA)||Arkady Kryazhimskiy (Austria/Russia)||Hans Rudolf Lerche (Germany)|
|Bernt Øksendal (Norway)||Huyên Pham (France)||Chris Rogers (UK)|
|John Schoenmakers (Germany)||Peter Tankov (France)||Alex G. Tartakovsky (USA)|
|Mikhail Urusov (Germany)||Xunyu Zhou (Hong Kong/UK)|
The conference has finished. We thank all the participants for attending the conference!