Topics related to finance, mining, energy, and economy are some of the issues addressed by experts in Optimization and Stochastic Analysis from Europe and the United States who met at Universidad de Chile’s Center for Mathematical Modeling. Here, they joined in the first Workshop on Variational and Stochastic Analysis carried out at CMM.
“Both communities brought together motivated by problems we can address with tools of the areas,” explained CMM director Alejandro Jofré.
The event gathered a prominent group:
- Terry Rockafellar (University of Washington),
- Julio Backhoff (TU Wien),
- Michel de Lara (University of Paris-Est Marne-la-Vallée),
- Nicolás Hernández (Universidad de Chile and University of Paris-Dauphine),
- Tito Homem-de-Mello (Universidad Adolfo Ibáñez),
- Thibaut Mastrolia École Polytechnique),
- Jiri Otrota (Czech Academy of Sciences),
- Boris Mordukhovich (University of Detroit)
- Teemu Pennamen (King’s College),
- Dylan Possamai (Université Paris-Dauphine),
- Miguel Oliu Barón (Université Paris-Dauphine),
- François Pacaud and Tristán Rigaut Ponts ParisTech ),
- Juan Peypouquet (Universidad Técnica Federico Santa María)
- Philip Thompson (Universidad de Chile), and
- Abderrahim Hantoute (Universidad de Chile).
They discussed about new methodologies on issues such as stability and stocks, solutions to common problems, solutions for regularity stability, and algorithms for calculating equilibria.
Despite the program lasted two days, the activity creates new research opportunities for the future.
“There are several students, postdocs, and researchers participating in this workshop. Theses and research topics in the interface between the stochastic and variational analysis can come out. Both are fields with great advances in research in recent years,” said Jofré.