logo ifip     27 th IFIP TC7 Conference 2015

on System Modelling and Optimization

SophiaTech Campus
Sophia Antipolis, France
June 29-July 3rd, 2015


Stochastic modeling, control and applications

Lukasz Stettner (IMPAN, Warsaw) and Andrzej Palczewski (University of Warsaw)

The symposium concerns modeling of stochastic phenomena with potential applications in particular in nance and insurance. Several talks shall describe a further step which is control and optimization. There is a real necessity to consider randomness in modeling and control which comes from the fact that we do not observe all parameters of the model or to simplify model it we ignore some parameters, the observation is corrupted by a noise or simply the nature of the object we are modeling is stochastic. The symposium shall concern various aspects of stochastic modeling and control.