PROF. GEORG PFLUG

Anniversary Workshop on Stochastics and Optimal Decisions under Uncertainty

DATE: September 9th, 2011

VENUE: Alte Kapelle, Altes AKH Wien

MAP

 How to find the Anniversary Workshop

Schedule at a glance

09:00 - 09:10  Welcome by Dean Prof. Sorger

09:10 - 09:30  Helmut Strasser: Laudatio

09:30 - 09:45  String Quartet: J.Haydn: String Quartet, Op. 76, No. 2, Mov. 1

10:00 - 10:30  Bernd Heidergott: Strong Results on Weak Derivatives.

10:30 - 11:00  Andrzej Ruszczyński: Risk-Averse Optimal Path Problems for Markov Models.

11:00 - 11:15  Coffee break

11:15 - 11:45  Werner Römisch:  Are Quasi-Monte Carlo methods efficient for two-stage stochastic programs?

11:45 - 12:15  Walter Schachermayer: Law invariant risk measures for portfolio-valued risks. 

12:15 - 12:45  Alfred Müller: Stochastisch dynamische Optimierungsprobleme auf Energiemärkten.

12:45 - 14:00  Lunch Break

14:00 - 14:30 Marion Rauner (ÖGOR-Vorsitzende): Laudatio

14:30 - 15:00 Vladimir Norkin: On the law of large numbers for random set valued mappings.

15:00 - 15:30 Rüdiger Schultz: 25 Jahre Mathematik mit Georg Pflug.

15:30 - 16:00 Roger J-B Wets: tba 

16:00 - 16:15 Coffee Break

16:15 - 16:45  Yuriy Kaniovskyi: Limit theorems for stationary distributions for birth-and-death Markov chains.   

16:45 - 17:15 Alexei A. Gaivoronsky: Stochastic optimization of simulation models by inertial stochastic finite differences.                                                            

19:30 - 21:00 Evening Program tba