Мероприятия КарНЦ РАН


Семинар "Optimal stopping and stochastic control"
22-26 August 2005, Petrozavodsk, Russia

  • Program committee
  • Organizing committee
  • Scientific program
  • Sponsors
  • Registration
  • Abstract and paper submission
  • Program of the Workshop (MS Word .doc format)
  • Participation of Students
  • Abstracts
  • Important dates
  • Location
  • Accomodation
  • Social activity
  • Registration fee
  • Contact address
  • Photos from OSSC-2005

  • Program committee

    Konstantin Avratchenkov
    INRIA, France
    F. Thomas Bruss
    Universite Libre de Bruxelles, Belgium
    Thomas Ferguson
    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:
  • Optimal stopping
  • Multiple stoping rule and optimal stopping of spatial processes
  • The best choice problem and its generalisation, parking problem, job search problem
  • Stopping problems with contraints
  • Disorder problem
  • Prophet inequality
  • Stochastic games
  • Dynkin's game
  • Networking games
  • Randomized stopping rules
  • Option pricing
  • Variational inequalities
  • Mathematical programming methods in optimal stopping problems
  • Optimal stopping problems with constraints

  • 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.


    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)

    Moreover, we need the following information from you to apply for an invitation for visa:

    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
  • Surname
  • Forename
  • Middle name
  • Date of birth (DD-MM-YYYY)
  • Gender
  • Citizenship (if you have more than one citizenship, please type all of them in the form)

  • 2. Country of permanent residence
  • Country
  • Region

  • 3. Place of birth
  • Country
  • City

  • 4. Passport
  • Passport number
  • Issue date (DD-MM-YYYY)
  • Expiration date (DD-MM-YYYY)

  • 5. Job
  • Full name of the company
  • Position
  • Full business address (IMPORTANT! including ZIP code and phone)

  • 6. Visit
  • Type of visa (single entry, multiple entry)
  • Arrival date (after DD-MM-YYYY)
  • Departure date (before DD-MM-YYYY)
  • Points of visit (up to 6 cities)

  • 7. Place of getting visa
    IMPORTANT! - country and city where russian consulate is located
  • Country
  • City

  • 8. Children
    Children before 16 year, accompanying the person in the trip to Russia
  • Citizenship (if your child has more than one citizenship, please type all of them in the form)
  • Surname
  • Forename
  • Middle name
  • Date of birth (DD-MM-YYYY)
  • Gender

  • 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:
    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.


    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


    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.


    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: