Workshop: Applications of Risk-Averse Stochastic Optimization in Engineering Systems

Date: December 15-16, 2025  
Venue: University of Florida, Little Hall (LIT), Room 225, Gainesville, FL, URL: LIT

Workshop Outline

This workshop brings together experts in risk-averse stochastic optimization, numerical analysis, operations research, and statistics to explore efficient modeling and algorithmic frameworks for uncertainty-aware design and control. In particular the focus is on:

• Topology Optimization under Uncertainty
• Applications of Stochastic Optimization in Statistics
• PDE-Constrained Stochastic Optimization
• Mixed-Integer Stochastic Optimization
• Stochastic Dynamic Programming

Workshop presentations are by invitation only.

List of Speakers, Schedule, Abstracts, and Presentations

Registration and Talks will take place in LIT 225.
Coffee will be provided in LIT 215 during breaks.

Program

Please see the full program and book of abstracts here

Accommodations

A block of rooms has been reserved at the Hampton Inn & Suites Gainesville-Downtown . To receive the rate of $129 (hot breakfast included), please contact Margaret Sommers (msomers@ufl.edu) by October 24.

A block rooms has been reserved at AC Hotel Gainesville (University Ave. & NW 13th St., in the Standard). To receive the rate of $151, please contact Margaret Somers (msomers@ufl.edu) by October 24.

Other recommended nearby hotels include:
-Holiday Inn University Center (University Ave. & NW 13th St.)
-Home2 Suites by Hilton (2115 SW 13th St): About 1.5 miles to math department. “We also have a fitness center and laundry room on-site, an outdoor saline pool, and various other amenities”

Transportation to Gainesville

We recommend to take direct flights to Jacksonville, Orlando or Tampa airports and rent a car to drive to Gainesville (about 2 hours of driving). You can fly directly to Gainesville’s Regional Airport (GNV). The connecting cities to GNV are Atlanta on Delta; Charlotte, Dallas/Fort Worth, Miami on American Eagle. However, you may experience delays at the connecting airports (especially in Atlanta).

Organizers:

Anton Malandii, Stan Uryasev, Stony Brook University
Arnaud Marsiglietti, University of Florida

Sponsors:

Applied Mathematics and Statistics Dept. at the Stony Brook University;
Mathematics Dept. at the University of Florida

Contact Information

Anton Malandii
Applied Mathematics and Statistics
Stony Brook University
anton.malandii@stonybrook.edu
Cell Phone: (631) 710-1582

Prof. Arnaud Marsiglietti
Department of Mathematics
University of Florida
a.marsiglietti@ufl.edu

Prof. Stan Uryasev
Applied Mathematics and Statistics
Stony Brook University
stanislav.uryasev@stonybrook.edu
Cell Phone: (352) 231-2474