Stochastic Systems

16 - 19 March 2005

Venue: Lorentz Center@Oort

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Stochastic models are applied in fields as telecommunication, manufacturing, service operations and computer science. The development of theoretical and computational approaches in stochastic systems is of great practical interest for the design of complex systems. Intensive research in the past decades has provided a firm theoretical framework for attacking many of these problems. The implementation of theoretical results into computationally feasible methods links this research to parts of computer science and the design of complex systems.

The earlier and notorious ‘curse of dimensionality’ nowadays plays less a role in computer implementations itself due to ever-increasing computer power. However, there is still a need for the development of new methods for explicit computation or approximation of the desired performance measures. Such methods often exist for low dimensional examples, but are still largely non-existent in more practical situations of complex and high-dimensional stochastic systems.

This research has involved various disciplines in mathematics: stochastic processes, combinatorics, numerical analysis, optimization and control.

The aim of this workshop is to focus on this high-dimensionality problem, by bringing together international experts in different areas of stochastic models in operations research and applied probability. By exchanging recent developments and ideas from these fields, the workshop aims to stimulate new research in the interface of the different areas of stochastic models.


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