Mathematical Sciences/GIG: Center for Applied Probability: Infrastructure Support for an Interdisciplinary Research Center

海德9631392哥伦比亚大学应用概率中心成立于1993年底，是一个跨学科的中心，致力于研究人类努力的所有领域的不确定性。它的创建反映了哥伦比亚大学许多教职员工对应用概率的浓厚兴趣和专业知识，他们共同代表了文理研究生院、商业研究生院和工程与应用科学学院的广泛学科，跨越了主要研究和教育活动。CAP的独特优势在于它将概率与科学、工程和工业中的一系列应用程序相结合。凭借其位于纽约大都会的位置，CAP还拥有独特的机会，可以对电信、计算机、金融服务和保险、零售和分销以及工程和管理咨询等不同行业的研究和教育需求产生重大影响。这些部门中的每一个都面临着风险、可靠性和质量的关键问题，这些问题与CAP在理论和建模方面的优势相吻合。四个应用领域(数学和计算金融、随机网络、物流和配送、人口动力学)和四个方法领域(控制和优化、随机分析、数值方法和统计推断)具有广泛的交叉联系，构成了CAP建立研究和教育计划的重点领域。三个具体目标需要基础设施支持：(A)支持重点领域的博士研究，重点是数学、计算和应用程序的整合；(B)促进将几位关键的访问科学家带到履约协助方案进行协作研究；(C)建立一个计算机实验室，支持对所有重点领域至关重要的计算。CAP的10名关键成员组成了调查团队。这个小组包括几个国内和国际独有的应用概率和运筹学研究领域的领导者。这项集团基础设施赠款将允许扩大这一活动。

Heyde 9631392 The Center for Applied Probability (CAP) at Columbia University was established in late 1993 as an interdisciplinary center concerned with the study of uncertainty in all areas of human endeavor. Its creation reflected the substantial interest and expertise in applied probability of many faculty members at Columbia, who, collectively, represent a broad range of disciplines, span-spanning major research and educational activities of the Graduate School of Arts and Sciences, the Graduate School of Business, and the School of Engineering and Applied Science. CAP's unique strength lies in its integration of probability with a spectrum of applications in science, engineering, and industry. With its location in metropolitan New York, CAP also has unique opportunities for significant impact on the research and educational needs in industry sectors as diverse as telecommunications, computing, financial services and insurance, retail and distribution, and engineering and management consulting. Each of these sectors faces vital issues of risk, reliability, and quality that mesh with CAP's strengths in theory and modeling. Four application areas (mathematical and computational finance, stochastic networks, logistics and distribution, and population dynamics), and four methodological areas (control and optimization, stochastic analysis, numerical methods, and statistical inference), with extensive cross linkage, form CAP's focal areas for building research and educational programs. Infrastructure support is needed for three specific objectives: (a) to support doctoral research in the focal areas, with an emphasis on the integration of mathematics, computing, and applications; (b) to facilitate bringing several key visiting scientists to CAP for collaborative research; and (c) to build a computer laboratory to support computation, which is central to all the focal areas. Ten key players of CAP form the team of investigators. This group includes several nationally and internationally r enowned leaders in applied probability and operations research. This Group Infrastructure Grant will permit expansion of this activity.