Program committee
Konstantin Avratchenkov
INRIA, France
F. Thomas Bruss
Universite Libre de Bruxelles, Belgium
Thomas Ferguson
UCLA, USA
Vladimir Mazalov
Institute of Applied Mathematical Research, Russia
Zdzislaw Porosinski
Institute of Mathematics, Wroclaw University of Technology, Wroclaw Poland
Minoru Sakaguchi
Osaka University, Japan
Paavo Salminen
Abo Akademi University, Finland
Stephen M. Samuels
Purdue University, USA
Albert Shiryaev
Steklov Mathematical Institute, Moscow, Russia
Isaac Sonin
University of North Carolina at Charlotte, USA
Krzysztof Szajowski
Institute of Mathematics, Wroclaw University of Technology, Wroclaw Poland
Mitsushi Tamaki
Aichi University, Japan
Masami Yasuda
Chiba University, Japan
Organizing committee
secretary: Julia Chuiko
IAMR, Petrozavodsk, Russia
Victor Domanski
Institute of Economics and Mathematics, St. Petersburg, Russia
Andrey Garnaev
St-Petersburg University, Russia
chair: Vladimir Mazalov
IAMR, Petrozavodsk, Russia
Evsey Morozov
IAMR, Petrozavodsk, Russia
Mihail Nikolaev
Mari State University, Ioshkar-Ola, Russia
Yuri Pavlov
IAMR, Petrozavodsk, Russia
Ernst Presman
Central Economical-Mathematical Institute, Moscow, Russia
Scientific program
The workshop will focus on the following broad topics:
In addition to specially invited papers, the program committee will consider proposals for sessions and contributions of single papers.
Working languages are English and Russian.
Sponsors
We expect to get support of Russian Fund for Basic Research and some other funds.
Registration
If you would like to participate please inform us by
vmazalov@krc.karelia.ru
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)
Moreover, we need the following information from you to apply for an invitation for visa:
IMPORTANT!
We need from you e-mail (scanned) or fax copies of the first two passport pages (with personal data and photo) of a good enough quality. E-mail copy is more preferable, because the quality of a fax copy that has been sent from abroad is usually quite low.
1. Personal data
2. Country of permanent residence
3. Place of birth
4. Passport
5. Job
6. Visit
7. Place of getting visa
IMPORTANT! - country and city where russian consulate is located
8. Children
Children before 16 year, accompanying the person in the trip to Russia
Deadline for registration is June 15, 2005.
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 April 1, 2005 to Professor Vladimir Mazalov:
vmazalov@krc.karelia.ru,
Institute of Applied Mathematical Research, Karelia Research Center of Russian Academy of Sciences, Pushkinskaya 11, Petrozavodsk, 185090, RUSSIA.
Acceptance of papers will be announced by June 1, 2005.
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 the Proceedings of the workshop (Nauka Publishing House) and 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.
More details about the meeting can be obtained from web page.
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 appartment price. Details will be published on the seminar web page.
Abstracts
E. Altman, K. Avrachenkov, G. Miller, and B. Prabhu
Uplink dynamic discrete power control in cellular networks
I.V. Aminova
Weak regeneration efficiency in queueing network simulation
Баранова Е.М.
Условие Д.В.К. Янга для стохастических кооперативных игр в стационарных стратегиях
A.V. Belyy
Quasi regeneration as a General Semi-Markov Process (GSMP)
Dmitry V. Bodyonov
Regenerative simulationof long-range dependent process in tandem networks
V. S. Borkar, A. A. Kherani, and B. J. Prabhu
Optimal Control of a discrete-time Tandem Queue with Applications in Communication Networks
F. Thomas Bruss
Embedding Robbins' Minimum Expected Rank Problem into a Planar Poisson Process
V.M.Bure, S.Sh. Kumacheva
About one model of tax auditing
Victor Domansky
Dynkin's games with zero payoffs for separate stopping
Дорожкин К.В.
Решение стохастической игры с переменным коалиционным разбиением
Ernest Enns
Optimal Sequential Decisions with variable s(r) Rules
Tomas S. Ferguson
The job search problem without second moments
Andrey Garnaev, Aleksey Solovyev
On a Two Department Multi Stage Game
Kensaku Kikuta
Search Problems with Examination Cost on a Finite Graph
Daniel Lebek, Krzysztof Szajowski
On some risk investment models
Takashi Matsuhisa
Bayesian Belief Communication Leading to Nash Equilibrium
Vladimir V. Mazalov, Julia V. Chuiko
An optimal arrival time problem for queuing system
Vladimir V. Mazalov, Igor A. Falko
House-selling problem with reward rate criterion and changing costs
Vladimir V. Mazalov, Nikolay V. Peshkov
On asymptotic properties of optimal stopping time
Evsey Morozov
Stability analysis of regenerative networks
B. Miller, K. Avrachenkov, K. Stepanyan, G. Miller
Flow Control as Stochastic Optimal Control Problem with Incomplete Information
M.L. Nikolaev
The theory of optimal multiple stopping rules and its application
T.V. Polushina, G. Yu. Sofronov
Optimal multiple stopping rules for the best choice problem with nonuniform permutations
E. Presman, I. Sonin
Gittins type index for randomly evolving graphs
G. Yu. Sofronov
The CE Method for the Multiple Best Choice Problem
Isaak Sonin
A generalized Gittins Index for Markov Chain and its Recursive Calculation
M. M. Stepanov
On the Loop Number of a Node of Random Graph "Internet-type"
M.A. Urusov
Trying to predict the moment at which Brownian motion attains its maximum
Alexander A. Vasin, Vladimir V. Morozov
Investment Decisions under Uncertainty and Evaluation of American Options
Jukka Virtanen
On the Optimal Stochastic Impulse Control of Linear Diffusions
Anatoly A. Zabelin
On the "Risky Exchange" game
Important dates
February 1 2005: Second announcement
April 1 2005: Deadline for abstract submissions
June 1 2005: Acceptance of talks and full papers is announced, Deadline for registration
August 22 Monday: Arrival day
August 23: First day of the seminar
August 25: Excursions
August 26 Friday: Departure day
Location
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 conditiona are close to the that of South Finland.
Accomodation
The Seminar will be held at the hotel "Maski" on the coast of the Onego lake in Petrozavodsk. Please let us know if somebody will accompany you and what kind of room (singe/double) you prefer: double room price is US $50-80 (per night), single room - US $50.
Social activity
The social activities will include a welcome party, the conference dinner and excursion (famous Valaam island in Ladoga lake or Kizhi island in Onego lake).
Registration fee
The seminar fee is US $200. The registration covers visa invitation, welcome party, seminar dinner, excursion, coffee breaks and the booklet of abstracts. The fee for accompaning person is US $100 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:
vmazalov@krc.karelia.ru