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September 2018

NWO-JSPS joint seminar: Computations on Networks with a Tree-Structure: From Theory to Practice

Sep 10 - Sep 14
Eurandom, Metaforum
Eindhoven, Netherlands
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Sponsored by           Summary Dynamic programming based on tree decomposition is one of the most successful approaches for solving important hard problems on networks, with problems ranging from several application areas (including operations research, computational biology, etc.). In theory, Bodlaender's algorithm and Courcelle's theorem give for a large collection of problems algorithms that solve them in time linear in the number of vertices, assuming we have a graph or network with the appropriate structure (i.e., the treewidth…

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October 2018

“Multidimensional Queues, Risk, and Finance”

Oct 1 - Oct 3
Eurandom, Metaforum
Eindhoven, Netherlands
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Sponsored by Summary The aim of the "Multidimensional Queues, Risk, and Finance" workshop is to bring together researchers from several fields within applied probability theory. The overarching theme is multidimensional stochastic analysis, including topics in queueing networks, limit order books and (re)insurance. A wide range of methods and techniques will be presented: exact, approximate, asymptotic and simulation. Organizers Onno Boxma TU Eindhoven Stella Kapodistria TU Eindhoven David Koops University of Amsterdam Speakers Keynotes Hansjörg Albrecher Université de Lausanne Søren Asmussen…

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