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International conference "Stochastic Optimization and Optimal Stopping"
September 27, 2012 10:00, Moscow, Steklov Mathematical Institute of RAS
 

Plenary talks


Stochastic optimization of sailing trajectories in an upwind regatta

Robert C. Dalang

École Polytechnique Fédérale de Lausanne, Switzerland

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Robert C. Dalang
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Abstract: We discuss a stochastic optimization problem that aims to find the fastest trajectory for a sailboat that is sailing upwind. The randomness comes from the variability of wind direction and speed. Our objectives are both practical and theoretical.

Language: English

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