International conference "Stochastic Optimal Stopping"(SOS2010)
12-16 September 2010, Petrozavodsk, Russia

Karelian Research Centre RAS

  • Program committee
  • Organizing committee
  • Scientific program
  • Program of the conference (pdf format)
  • Sponsors
  • Registration
  • Abstract and paper submission
  • Participation of Students
  • Important dates
  • Location
  • Accomodation
  • Social activity
  • Registration fee
  • Contact address

  • Presentations
  • Photos

  • Program committee

    chair: Albert N. Shiryaev
    Steklov Mathematical Institute, Moscow, Russia
    Vladimir V. Mazalov
    Institute of Applied Mathematical Research, Russia
    Goran Peskir
    The University of Manchester,UK
    Bernt Oksendal
    University of Oslo, Norway
    Larry Shepp
    Rutgers University, New Jersey, USA
    Albrecht Irle
    University of Kiel, Germany
    Hans J. Engelbert
    Friedrich-Schiller-University, Germany
    Eitan Altman
    INRIA, France
    Hans Rudolf Lerche
    University of Freiburg, Germany
    Paavo Salminen
    Abo Akademi University, Finland
    Krzysztof Szajowski
    Institute of Mathematics, Wroclaw University of Technology, Wroclaw, Poland
    Mitsushi Tamaki
    Aichi University, Japan
    Masami Yasuda
    Chiba University, Japan

    Organizing committee
    chair: Vladimir V. Mazalov
    IAMR, Petrozavodsk, Russia
    secretary: Anna Ivashko
    IAMR, Petrozavodsk, Russia
    Andrey Garnaev
    St-Petersburg University, Russia
    Yuri Pavlov
    IAMR, Petrozavodsk, Russia
    Evgeny Ivashko
    IAMR, Petrozavodsk, Russia
    Julia Chuyko
    IAMR, Petrozavodsk, Russia
    Anna Rettieva
    IAMR, Petrozavodsk, Russia

    Scientific program

    The conference will focus on the following broad topics:
  • Optimal stopping
  • Multiple stopping rule and optimal stopping of spatial processes
  • The best choice problem and its generalization, parking problem, job search problem
  • Disorder problem
  • Stochastic games
  • Networking games
  • Optimal stopping and American option pricing
  • Mathematical programming methods in optimal stopping problems
  • Optimal stopping problems with constraints

  • Working languages are English and Russian.


    We expect to get support of Russian Fund for Basic Research and some other funds.


    If you would like to participate please inform us by
    the following information:
    1. Name
    2. Title of talk
    3. Position and work address
    4. Phone/fax No (work and home)
    5. E-mail address
    6. (other relevant information if needed)

    Deadline for registration is June 15, 2010.

    Abstract and paper submission

    If you wish to present a paper, please send an extended abstract of the paper (in a LATEX or TEX file, size no more that 3 pages) before June 1, 2010 to

    Acceptance of papers will be announced by June 15, 2010.

    Extended abstracts of the accepted papers will be published in seminar proceedings.

    In addition, the program committee will invite some of these authors to publish a full paper. These (and specially invited) papers will be published in a special issue of the Russian journal "Survey of Applied and Industrial Mathematics" and the serial "Game Theory and Applications". The papers submitted for publication will be refereed following the usual proceedings of this series.

    Participation of Students

    The organizers wish to encourage students to attend the conference. To that effect, we consider a possibility to reduce seminar fee and apartment price. Details will be published on the seminar web page.

    Important dates

    June 1 2010: Deadline for abstract submissions
    June 15 2010: Acceptance of talks and full papers is announced, Deadline for registration
    September 12 Sunday: Arrival day
    September 13: First day of the seminar
    September 14: Second day of the seminar
    September 15: Excursions
    September 16 Thursday: Departure day


    Petrozavodsk, the capital of Russian Karelia, is situated at the coast of great and beautiful Onego Lake, 400 km to the North from Saint-Petersburg. The town is the largest University and cultural centre on the North-West Russia. It has convenient transport ties with Saint-Petersburg and Moscow (comfortable night trains). The climate conditional are close to the that of South Finland.


    The Seminar will be held at the hotel "Kalevala", near Petrozavodsk.

    Prices for accommodation are:
    single-room one-place - 2 000 rub.
    small two-place - 2 800 rub.
    large two-place - 3 300 rub.
    two-room lux - 4 000 rub.
    six-place cottage room - 8 700 rub.
    extra bed - 1 000 rub.

    Social activity

    The social activities will include a welcome party, the conference dinner and excursion (Kizhi island in Onego lake).

    Registration fee

    The conference fee is 100 euro (+Kizhi option). The registration covers visa invitation, welcome party, seminar dinner, excursion, coffee breaks and the booklet of abstracts. The fee for accompanying person is 100 euro and it covers welcome party and seminar dinner.

    The registration fee should be paid by cash in any hard currency in the time of registration.

    Contact address

    Questions can be directed to: