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Международная конференция «Stochastic Optimization and Optimal Stopping»
27 сентября 2012 г. 10:00, г. Москва, МИАН

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Stochastic optimization of sailing trajectories in an upwind regatta

Robert C. Dalang

École Polytechnique Fédérale de Lausanne, Switzerland



Аннотация: 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.

Язык доклада: английский


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