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LUNTEREN 2005

Thirtieth conference on


The mathematics of operations research


 

Organized by LNMB
(Landelijk Netwerk Mathematische Besliskunde)

January 18 - 20, 2005
 

Conference Center "De Werelt", Lunteren, The Netherlands
 

Annual meeting of Dutch senior and junior researchers
in the Mathematics of Operations Research.

The program offers high-quality research and applications
and should appeal to both academic researchers
and to management consultants in trade and industry.

The conference is sponsored by the Gebiedsbestuur Exacte Wetenschappen (NWO),
the Thomas Stieltjes Institute for Mathematics and the Mathematical Research Institute (MRI).


For a special announcement (including registration form) of click here.

 
   
Program Invited Speakers Abstracts Invited Presentations
Seminar Abstracts Presentations Seminar Registration Seminar
Parallel Sessions PhD Students Abstracts Presentations PhD Students
Registration Registered Participants How to get there Conference Secretariat

Ingredients

 

Ten invited lectures
Alain Jean-Marie (INRIA & University of Montpellier, Montpellier, France)
On overloaded queues
Alain Jean-Marie (INRIA & University of Montpellier, Montpellier, France) Markov-modulated arrival processes in queueing theory
Mark Squillante (IBM Thomas J. Watson Research Center, New York, USA)
Parallel-server systems with dynamic affinity scheduling and load balancing
Mark Squillante (IBM Thomas J. Watson Research Center, New York, USA)
Decentralized optimization, stochastic-process limits, and system dynamics
Rakesh Vohra (Northwestern University, Evanston, USA)
Linear inequalities and mechanism design 1
Rakesh Vohra (Northwestern University, Evanston, USA) Linear inequalities and mechanism design 2
David Yao (Columbia University, New York, USA)
Stochastic knapsacks and dynamic pricing
David Yao (Columbia University, New York, USA) Stochastic networks with concurrent resource occupancy
Yinyu Ye (Stanford University, Stanford, USA)
Theory and computation of semidefinite programming for sensor network localization and other distance geometry problems
Yinyu Ye (Stanford University, Stanford, USA) A strongly polynomial-time algorithm for solving the Markov decision problem with fixed discount factor


Presentations by PhD students
(Tuesday 14.30 - 16.00 and Wednesday 14.30 - 16.00)
For each contributed paper by a PhD student a senior member of the society will act as discussant.
The following PhD students of the LNMB will present a paper at the meeting:
Menno Dobber (Vrije Universiteit, Amsterdam)
Dynamic load balancing for a grid application
Dries Goossens (Katholieke Universiteit Leuven, Belgium)
Exact algorithms for procurement problems under a total quantity discount structure
Wilco van den Heuvel (Erasmus University Rotterdam)
The economic lot-sizing problem with remanufacturing options
Bart Husslage (Tilburg University)
Maximin Latin hypercube designs in two dimensions
Paul Kampstra (Tilburg University)
Coping with uncertainties at distribution centers
Tho Le Duc (Erasmus University Rotterdam)
Storage zone optimization for class-based manual-pick warehouses
Reinder Lok (Maastricht University)
Parametric shortest path tree problem
Auke Pot (Vrije Universiteit Amsterdam)
Approximating multi-skill blocking systems by hyperexponential decomposition
Marieke Quant (Tilburg University)
Congestion network situations and related games
Ulas Özen (Eindhoven University of Technology) Cooperation between multiple newsvendors with warehouses
Lolke Schakel (Groningen University)
Optimal cabling of the LOFAR radio telescope
Baris Selçuk (Eindhoven University of Technology)
The effect of updating lead times on the performance of hierarchical planning systems
Alex Siem (Tilburg University)
Positive, increasing and convex polynomials for meta-modeling
Maarten Soomer (Vrije Universiteit Amsterdam)
An optimisation model for airport taxi scheduling
Marcel Turkensteen (Groningen University)
Tolerances versus costs in branch and bound algorithms
Maria Vlasiou (Eurandom, Eindhoven)
An alternating service problem


Seminar "Mathematical Models for Financial Optimization"
(Thursday) 
On the last day of the conference, Thursday January 20, there is a one-day special seminar on "Mathematical Models for Financial Optimization", organized in cooperation with the "Nederlands Genootschap voor Besliskunde" (NGB).
For a special announcement (including registration form) of this seminar click here.
Chairman:
Guus Boender (ORTEC & Vrije Universiteit, Amsterdam) 
Speakers:
Huub van Capelleveen (Cardano Risk Management) Utility and usefulness of stochastic risk models for strategic pension policies
Pieter Klaassen (ABN-AMRO, Amsterdam) Using importance sampling to assess credit risk economic capital and economic capital contributions
Bart Oldenkamp (ABN-AMRO, Amsterdam) The practice of financial optimization
Antoon Pelsser (Erasmus University Rotterdam & ING)
Pricing insurance contracts: an incomplete market approach
Raoul Pietersz (Erasmus University Rotterdam & ABN-AMRO)
Optimization methods for risk management of interest rate derivatives
André van Vliet (ORTEC) Practical examples of financial modelling
David Yao (Columbia University, New York, USA) A stochastic control approach to financial tracking problems