International Conference “Stochastic Optimization and Optimal Stopping” was held in Moscow, Russia on September 24–28, 2012. The conference was organized by Steklov Mathematical Institute, Predictive Modeling Laboratory and STRADO.

Main topics

Changepoint detection problems Numerical stochastic optimization Optimal stopping problems
Sequential hypothesis testing Stochastic control in finance Stochastic differential equations

Keynote speakers

Nicole Bäuerle (Germany) Erhan Bayraktar (USA) Christian Bender (Germany)
Alain Bensoussan (USA) Umut Cetin (UK) Robert C. Dalang (Switzerland)
Eugene A. Feinberg (USA) Arkady Kryazhimskiy (Austria/Russia) Hans Rudolf Lerche (Germany)
Bernt Øksendal (Norway) Huyên Pham (France) Chris Rogers (UK)
John Schoenmakers (Germany) Peter Tankov (France) Alex G. Tartakovsky (USA)
Mikhail Urusov (Germany) Xunyu Zhou (Hong Kong/UK)

The conference has finished. We thank all the participants for attending the conference!

Videos, photos, the book of abstracts and other conference materials.