12th International Conference on Stochastic Programming – Second call for papers

Posted by iforsadmin | Posted on 18-04-2010 | Category Call for Papers

Second call for papers

Submissions are invited for paper to be presented at the 12th International Conference on Stochastic Programming Halifax, Canada, August 16-20, 2010

Aim and scope of the conference:

The International Conference on Stochastic Programming is organized every three years by COSP, the Committee on Stochastic Programming. The conference aims to bring together the leading researchers in stochastic programming, practitioners in the field, students, clients and users. A two-day introductory workshop into stochastic programming precedes the conference to provide sufficient background in stochastic programming to users with a strong background in Operations Research but possibly only slight acquaintance with stochastic programming. The
2010 conference will be centered around applications. Each day will feature a plenary speaker as well as a concentrated stream of papers connected to one particular application area.

Topics:

Papers presenting original research in the areas of stochastic programming are sought, including (but not limited to):

Stochastic linear programming
Stochastic integer programming
Modelling support and model management for stochastic programs
Risk measures
Applications in Finance
Applications in Energy Planning
Applications in Transportation, Logistics and Supply Chain Management
Applications in Agriculture and Forestry

Submission guidelines:

Authors are invited to submit an abstract of at most 500 words in electronic form using the submission system on the conference web site. Abstracts must be submitted by May 15, 2010. Notification of acceptance will be sent by May 31.

Important dates:

Deadline for submission: May 15, 2010.
Notification of acceptance: May 31, 2010.
Early registration deadline: June 15, 2010.
Pre-conference workshop: August 14/15, 2010.
Conference: August 16-20, 2010.

Conference web site: iscp12.dal.ca


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