Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019): discrete stochastic optimization in finance
2022
Abstract
The 15th International Conference on Stochastic Programming 2019 took place at the Norwegian Institute of Science and Technology (NTNU) in Trondheim. Asgeir Tomasgard, whose impact on the development of stochastic optimization has been relevant and consistent over years, acted as the scientific chair.
On that occasion, we presented a call for papers agreed with the co-editors of Quantitative Finance, Michael Dempster and Jim Gatheral, to whom we are sincerely grateful. Professor Dempster, in particular, has been a continuous source of support and motivation to complete this project. ...