Center Goals:

 

The Center researches modeling, analysis, and optimization of stochastic systems. Our main research themes are:
 
  • Theory and numerical methods of optimization under uncertainty and risk
 
  • Mathematical models of risk, risk analysis in applications
 
  • Stochastic modeling, stochastic differential equations: approximation and estimation.

 

The Center supervises the graduate program Stochastic Systems: Analysis and Optimization . Full details in the link.

 

The Center sponsors a number of seminars, workshops, and sessions at international conferences.