Efficient Monte Carlo: From Variance Reduction to Combinatorial Optimization. A Conference on the Occasion of R. Y. Rubinstein's 70th Birthday
Month: July 2008
Date: July 14--18
Name: Efficient Monte Carlo: From Variance Reduction to Combinatorial Optimization. A Conference on the Occasion of R. Y. Rubinstein's 70th Birthday
Location: Sandbjerg Estate, S{\o}nderborg, Denmark.
Description
This conference is intended to celebrate Professor Rubinstein's 70th birthday by bringing together many of these international researchers in modern Monte Carlo methods. Professor Rubinstein has significantly advanced (or even established) the theory and application of adaptive importance sampling, rare event simulation, randomized optimization, stochastic optimization, sensitivity analysis, the score function method, stochastic counterpart method, and recently the popular cross-entropy method (see http://www.cemethod.org). Currently he is pursuing important research in optimization and counting problems concerning #P complete problems.
Organizing Committee
S. Amussen (Aarhus, Chair), P. W. Glynn (Stanford), J. Kreimer (Beer Sheeva), D. P. Kroese, Brisbane.
Deadline
May 1, 2008.
Information
http://www.thiele.au.dk/Rubinstein/.