Terry Fest 2015
This year, the International Conference on Variational analysis, Optimization and Quantitative Finance will be in honor of Terry Rockafellar’s 80th birthday.
Scientific Committee
Samir Adly, University of Limoges, France
Jonathan Borwein, Newcastle University, Australia
Assen Dontchev, Mathematical Reviews and University of Michigan, Ann Arbor, USA
Alejandro JofréŽ, CMM Universidad de Chile
Roger Wets, University of California, Davis, USA
The main objective of this conference is to provide a forum for reporting new results and exchanging ideas in the area of variational analysis, optimization and mathematical finance. A wide range of topics will be covered with focus on the following subjects:
- Variational Analysis
- Continuous Optimization
- Convex Analysis
- Optimal Control Theory
- Stochastic Programming
- Risk Management and Quantitative Finance