A Workshop on Stochastic Optimization, Tucson, Arizona; January 15-19, 1996

sen9423598这个项目的目的是举办一个关于随机优化及其应用的研讨会。随机优化是数学优化一般学科领域的一个子集。然而，与大多数优化技术不同的是，在这些优化技术中，模型中的参数值被假设是确定的，而在随机优化中，情况并非如此。随机优化识别模型参数值中存在的不确定性。这是一个试图捕捉建模和解决现实生活问题中存在的不确定性的优化领域。本次研讨会旨在为对随机优化学科领域感兴趣的研究人员、行业从业者和研究生提供一个论坛，讨论当前的研究方向和重点，分享研究成果，并确定未来研究的挑战和方向。应邀参加研讨会的将包括该领域的知名研究人员和工业从业人员。研究生将被邀请了解研究的需求和方向。随机优化已成为数学规划中发展最快的领域之一。这种增长是由于越来越多的人认识到不确定性在许多决策和设计环境中起着至关重要的作用。商业、科学、工程和社会科学的各个领域都可以应用随机优化，这使得该学科领域的发展非常关键。更好地了解如何将不确定性纳入决策将大大改善决策过程，并最终改善生活质量。

Sen 9423598 The objective of this project is to hold a workshop on the subject of stochastic optimization and its applications. Stochastic optimization is a subset of the general subject area of mathematical optimization. However, unlike most optimization techniques in which the values of the parameters in the model are assumed to be known with certainty, in stochastic optimization, this is not the case. Stochastic optimization recognizes the presence of uncertainties in the values of model parameters. This is an area of optimization that attempts to capture the uncertainties that exist in modeling and solving real life problems. This workshop is aimed at providing a forum whereby researchers, industrial practitioners, and graduate students with interest in the subject area of stochastic optimization can meet to discuss current research directions and emphasis, share research results, and identify the challenges and direction for future research. Invitees to the workshop will consists of known researchers and industrial practitioners in the field. Graduate students will be invited to gain some insights on what the research needs and directions are. Stochastic Optimization has become one the fastest growing fields in mathematical programming. The growth is the results of the increasing recognition that uncertainty plays a critical role in many decision making and design environments. The various sectors in business, science, engineering, and the social sciences where stochastic optimization can be applied make the development of this subject area very critical. A better understanding of how to integrate uncertainties into decision making will significantly improve decision making processes and ultimately, the quality of life.