OR63: Stochastic Dynamic Optimization and Revenue Management

Stochastic dynamic optimization is a technique for modelling and solving problems of decision making under uncertainty which is motivated by gambling game.

Bellman’s equation is usually used to capture the sequential feature of stochastic dynamic decision making and the aim is to discover a policy prescribing how to act optimally in the face of uncertainty. 

We're now looking for OR professionals, data scientists, professors, researchers, analysts, engineers, etc., to present at this event. Submit your 300-word presentation summary on stochastic dynamic optimization and revenue management by the now extended deadline of the 25th of June to join our expert OR63 speakers!

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We welcome talks on how you use Stochastic Dynamic Optimization and Revenue Management

This session will showcase several state-of-the-art applications of stochastic dynamic programming in

• Revenue management
• Dynamic scheduling
• Resource allocation

Submit your 300-word summary now to speak at our Stochastic Dynamic Optimization and Revenue Management stream. 

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Meet the stream organisers

If you have any questions, please contact the stream organiser by using their details below. 

Xinan Yang, 
University of Essex
xyangk@essex.ac.uk