Special Issue: Recent Advances in Stochastic and Robust Optimization

Stochastic optimization has seen many recent advances with far-reaching impact involving risk measures, connections between robust and stochastic optimization, and applications in areas ranging from energy, healthcare and natural resources to economics and finance to statistics and machine learning.

Annals of Operations Research invites submissions of manuscripts to this special issue from any theoretical and application area of stochastic, robust and distributionally robust optimization.

We especially welcome innovative contributions related to, but are not limited to, the following main topics:

➢ Risk-averse optimization

➢ Multi-stage stochastic programs

➢ Multi-horizon stochastic programs

➢ Scenario generation and reduction in stochastic programs

➢ Stochastic dominance

➢ Robust optimization

➢ Distributionally robust optimization

➢ Optimization under uncertainty in logistics, transportation and supply chain management

➢ Optimization under uncertainty in finance and insurance

➢ Optimization under uncertainty in energy

➢ Interplay between stochastic programming and machine learning

All submissions will be reviewed according to the standards of Annals of Operations Research. The primary acceptance criterion for submission will be the high quality and originality of the contribution.

This is an open call for all researchers in this area. In particular, we encourage participants of the 33rd EURO Conference to be held at the Technical University of Denmark (DTU), Copenhagen, Denmark on 30th June – 3rd July 2024 to submit extended versions of their presented papers.

Call for Papers Flyer: Recent Advances in Stochastic and Robust Optimization