Call for Papers

Annals of Operations Research
special volume on

Monte Carlo Methods for Simulation,
Optimization and Counting

In honour of Reuven Rubinstein's 70th birthday

Guest editors:
Dirk P. Kroese, Sandeep Juneja, Nahum Shimkin and Joseph Kreimer

Submission Deadline: July 31, 2008

The Annals of Operations Research (AOR) invites authors to submit papers to the special volume on Monte Carlo Methods for Simulation, Optimization and Counting.

Background

Since the publication in 1981 of Reuven Rubinstein's classic monograph Simulation and the Monte Carlo Method, dramatic changes have taken place in the entire field of Monte Carlo simulation. Many new developments were inspired by the pioneering work of Reuven Rubinstein himself, who for over three decades has continued to make major contributions to the areas of simulation, stochastic modeling, applied probability, optimization, and management science.

Reuven has significantly advanced (or even established) the theory and application of adaptive importance sampling, rare event simulation, random process generation, regenerative simulation, randomized optimization, adaptive importance sampling, stochastic optimization, sensitivity analysis, the score function method, stochastic counterpart method, and recently the popular cross-entropy method (see http://www.cemethod.org). Currently he is instigating important research in optimization and counting problems concerning #P complete problems.

The purpose of this special volume is to compile a collection of high-standard papers that advance the state-of-the-art in new fields of Monte Carlo simulation. We hope that this volume will stimulate new research and applications in areas such as #P-complete counting problems, as a similar AOR volume (134) on the CE method did for the fields of adaptive estimation and simulation-based optimization in the recent years.

Topics

In this volume we plan to include several papers on innovative applications of Monte Carlo methods, such as solving #P complete counting problems via adaptive Monte Carlo algorithms. We also encourage submissions on the comparison of various Monte Carlo techniques, such as the CE method, simulated annealing, probability collectives, etc. Finally, theoretical advances to and analytical insights into the complexity and accuracy of these methods will be of great value. In short, we welcome submissions on a blend of theory, applications, and new horizons in Monte Carlo methods, including:

Submission

The deadline for submission is July 31, 2008. All papers should be submitted to Dirk Kroese by e-mail as postscript or pdf files. One of the four editors will be assigned to each submitted paper. The editor will carefully referee the paper along with two additional referees. The papers accepted for publication will be delivered to the Editor-in-Chief of AOR by March 31, 2009. The special issue of AOR is to published sometime during the year 2009.

Addresses