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