The Institute for Mathematics and its Applications at the University of Minnesota holds a number of workshops, or "Periods of Concentration," each year. These workshops are interdisciplinary in nature and involve engineers, mathematicians, and scientists from academia, industry, and government. This award will provide support for a Period of Concentration on Stochastic Control Theory with Applications in Electrical/Computer Engineering and Operations Research. The specific areas to be covered during the workshop include: control of Markov diffusion processes; connections with nonlinear partial differential equations (PDE); nonlinear filtering; stochastic variational calculus; theory and applications of control of jump processes; dynamic allocation; stochastic scheduling; adaptive control; stochastic approximation; stochastic systems with multiple scales; stochastic stability; and optimization by simulated annealing.
