Current Research Areas

  Modelling & Applications Algorithms & Computation Theory
Chance-constrained models x x x
Decision-dependent models x    
Deterministic approximations   x x
Duality     x
Multi-stage programs x x x
Risk x   x
Scenario generation x   x
Scheduling x x x
Simple recourse x x x
Software/modeling systems/languages x x x
Stability     x
Statistical approximations   x x
Stochastic equilibria,
multi-person stochastic games
x   x
Stochastic integer programming x x x
Two-stage programs x x x
Application areas:
   agriculture x    
   capacity planning x    
   energy x x  
   engineering x    
   finance x x x
   fisheries management x    
   forestry x    
   interdiction x    
   military x    
   production control x    
   sport x    
   telecommunications x    
   transportation x    
   water management x