Proposal for creation of European Working Group on Stochastic Programming and Control (SPC)
A new European Working Group in a field of stochastic programming, stochastic optimization and stochastic control is intended to create within the European Association of OR Societies (EURO).
The Group will be established during the Special Workshop STOPROG-2012 to be held on July 3-6, 2012, Neringa, Lithuania (www.mii.lt/STOPROG-2012). Afterwards the proposal will be submitted to the EURO Executive Committee at XXV EURO Conference, July 8-11, 2012, Vilnius, Lithuania.
This proposal includes:
  • the purpose of the EWG, which is:
    • to gain research, education and practical applications on stochastic programming, stochastic optimization and stochastic control;
    • to strengthen collaboration between EURO and Stochastic Programming Community, (http://www.stoprog.org, (mutual promotion of participation in events organized in both associations, publishing of joint paper issues in journals, etc.);
  • Motivation is as follows. Stochastic programming and stochastic optimization put the OR research on a wreath by formulation and solving optimization, control and decision-making problems under uncertainty, which is a case in real-life problems. Stochastic programming, stochastic optimization and stochastic control are focused on specific topics, such as sampling average approximation, multistage stochastic problems, stochastic approximation, random search, stochastic linear and nonlinear programming, etc. These topics require a deep theoretical investigation by mathematical statistics, probability theory, Markov processes, nonlinear and convex analysis, etc., and have numerous applications in many fields as well: business management, finance, agriculture and sustainable development, military applications, network analysis, etc. There are no EWG which would cover the topics mentioned above, although some groups have relations with. For instance, EUROPT is focused on topics in continuous optimization, such as double convexity, interior point methods, semi-definite programming, bi-level programming, however optimization under uncertainty is considered in this group rarely. The EWG on Stochastic modelling is focused mainly on model making and design, and its study with applications in logistics, finance, telecommunications, etc. Optimization under uncertainty remains outside of problems solved in this group. Many stochastic applications are considered in EWG on Financial modelling, however, core topics on stochastic programming are not developed here, etc. Thus, the EWG is promising which would be focused on optimization and decision making under uncertainty.
  • Stochastic programming, stochastic optimization and stochastic control is a research field with a significant presence in conferences and a significative number of publications in scientific journals;
  • the list of participants, initial Board and coordinator(es)  will be confirmed during the STOPROG-2012;
  • EWG under creation is planning in 2012:
    • in cooperation with STOPROG to organize the Special Workshop STOPROG-2012;
    • to publish the volume of ISI Proceedings;
    • to publish the special paper issue in top-rated journal.
 
Institute of Mathematics and Informatics of Vilnius university, Vilnius, Lithuania
Vilnius Gediminas Technical University, Vilnius, Lithuania
Klaipdos universitetas, Klaipda, Lithuania
The Association of European Operational Research Societies