Efficient Monte Carlo: From Variance Reduction to Combinatorial Optimization A Conference on the Occasion of R.Y. Rubinstein's 70th Birthday

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Efficient Monte Carlo: From Variance Reduction to Combinatorial Optimization A Conference on the Occasion of R.Y. Rubinstein's 70th Birthday

The conference will take place at Sandbjerg Estate, Sønderborg, Denmark 14-18 July 2008.

Group Photo

Click the image to see more photos from the conference.

Scope of the Conference

During his career, Reuven Rubinstein has initiated many new discoveries in Monte Carlo simulation, stochastic modelling and optimization, and has inspired numerous researchers to take up research in these field. This conference is intended to celebrate Professor Rubinstein's 70'th 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.

Structure of the Conference

The intent is to offer the participants ample opportunity to engage in scientific discussion over the course of the conference. Current plans call for the meeting to start on Monday, July 14th, at 11 AM and to conclude on Friday, July 18th, at noon, with Wednesday, July 16th, reserved for a tour of the west Denmark coast. Additional details regarding the schedule will get posted to this webpage on a regular basis.

Contributed Papers

Those wishing to submit a contributed paper must do so by April 15, 2008 by emailing a title and abstract for the proposed talk to Dirk Kroese. Acceptance decisions pertaining to contributed talks will be made by April 25.

Special Volume of Annals of Operations Research

The submission deadline for the special volume of AOR is July 31, 2008.
For more information see our AOR page.

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Revised 2013.02.08

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