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International conference "Stochastic Optimization and Optimal Stopping"
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Plenary talks
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Stochastic optimization of sailing trajectories in an upwind regatta Robert C. Dalang École Polytechnique Fédérale de Lausanne, Switzerland |
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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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