Humboldt Distinguished Lecture Series in Applied Mathematics

The lectures by R. Terry Rockafellar discuss recent developments in optimization, convex analysis and their applications to mathematical finance. The participation is fre and there is no registration. The event takes place:

• January 8th, 2009; Erwin Schrodinger Zentrum; Room 0.307.
      
      11:15 - 11:20: Welcome
      11:20 - 11:30: Introduction of R.T. Rockafellar

      11:30 - 12:45: Lecture I: Optimization Modeling with Convexity and Duality
      12:45 - 13:00: Questions and Discussion

      15:15 - 16:30: Lecture II: Risk Measures and Safeguarding in Optimization 
      16:30 - 16:45: Questions and Discussion

   

• January 9th, 2009; Johann-von-Neumann Haus; Room 1.013.

      11:15 - 12:30: Lecture III: Deviation Measures and Generalized Linear Regression
      12:30 - 12:45: Questions and Discussion

      15:15 - 16:30: Lecture IV:  Utility, Generalized Entropy and Equilibrium
      16:30 - 16:45: Questions and Discussion

      16:45 - 16:50: Closing

R. Tyrrell Rockafellar is Professor Emeritus at the University of Washington where he pioneered in the mathematics of optimization and its applications. His awards include the Dantzig Prize (1999), The Lanchester Prize (1998) and honorary degrees from several universities. For a CV and list of publications, click here.