The document provides information about the VI Summer School on "Achievements and Applications of Contemporary Informatics, Mathematics and Physics" (AACIMP-2011) to be held in Kyiv, Ukraine from August 8-19, 2011. The Operational Research stream will focus on game theory, experimental economics, finance, and social systems. The program includes courses taught by European scientists on topics such as financial mathematics, data mining, game theory, and industrial organization. The schedule and locations of lectures are provided along with information on accommodations, meals, social events, and organizational contacts.

1. VI Summer School“Achievements and Applicationsof Contemporary Informatics, Mathematics and Physics”(AACIMP-2011) Introductory lectures in OR-stream August 8-19, 2011 Kyiv, Ukraine

3. History of the stream at AACIMP AACIMP OR-stream

4. Stream overview AACIMP OR-stream The stream “Operational Research” is focused on such part of OR as game theory and experimental economy. Also some courses will be devoted to the finance and social systems. Lectures and workshops will be presented mostly by leading European scientists, members of The Association of European Operational Research Societies (EURO).

5. Program overview

7. Diversity

8. Qualityof topics, fields, approaches,teaching methods, studying etc.

9. Stream structure OR-stream program Courses OR-01 Financial Mathematics (12 h) OR-02 Data Mining and Knowledge Discovery in Large Databases (8 h) OR-03 Cooperative Game Theory and Operations Research Games (8 h) OR-04 Evolutionary Games (9 h) OR-05 New Concepts and Ideas for Modeling in Operational Research (3 h) OR-06 Industrial Organization (3 h) Lectures OR-07 Integer and Combinatorial Optimization (2 h) OR-08 Lipschitz Global Optimization (2 h) OR-09 Clique Relaxation Models in Networks: Theory, Algorithms, and Applications (2 h)

10. Stream schedule OR-stream program OR-07 OR-02 OR-01 OR-03 OR-08 OR-03 OR-09 OR-06 OR-05 OR-04

11. Financial Mathematics OR-01 08.08-10.08 Tutor Gerhard-Wilhelm WeberD.Sc., professor Institute of Applied Mathematics, Middle East Technical University, Turkey E-mail: gweber@metu.edu.tr Course overview This course is an overview of main ideas of stochastic approach to financial analysis and prediction and use of contemporary operations research methods in problems of financial decision-making.

12. Data Mining and Knowledge Discovery in Large Databases OR-02 12.08-13.08 Tutor Erik Kropat Ph.D., Doctor of mathematics Institute for Theoretical Computer Science, Mathematics and Operations Research, Germany E-mail: erik.kropat@unibw.de Course overview This course discusses the principle concepts from statistical data mining required for extracting patterns and conclusions from very large observational data sets. We present the main ideas in the field of clustering and classification and discuss its implications for data driven modeling and complex decision support.

13. Cooperative Game Theory and Operations Research Games OR-03 13.08-16.08 Tutor ZeynepAlparslan-Gok Doctor of mathematics, assistant professor Faculty of Arts and Sciences, Department of Mathematics, SuleymanDemirel University, Turkey E-mail: zeynepalparslan@yahoo.com Course overview The course enables its students to learn the basic concepts of Cooperative Game Theory and its applications to Operations Research Games. We aim to provide a background and understanding of the main ideas underlying this theory and shows how it can be used to understand economic, social, political phenomena.

14. Evolutionary Games OR-04 15.08-17.08 Tutor Alexander Vasin Doctor of physics and mathematics, professor Operations Research Department, Lomonosov Moscow State University, Russia E-mail: vasin@cs.msu.su Course overview The course discusses basic concepts of the evolutionary game theory and provides a survey of the most important applications to modeling of economic behavior. Models of endogenous formation of payoff functions are considered as well.

15. New Concepts and Ideas for Modeling in Operational Research OR-05 19.08 Tutor Alexander MakarenkoDoctor of physics and mathematics, professor Institute for applied system analysis of NTUU KPI, Ukraine E-mail:makalex@i.com.ua Course overview The course proposes the review of existing modeling and simulation methods, their development prospects, their influence on the decision making and their role in the future. Also the problems of verification and acceptance of results by leaders are considered.

16. Industrial Organization OR-06 19.08 Tutor Vasyl Gorbachuk Doctor of Mathematical Cybernetics, professor Cybernetics Institute; NTUU KPI;Kyiv MohylaAcademy, Ukraine E-mail: GorbachukVasyl@netscape.net Course overview This course introduces to students basic principles and distinctive features of Industrial Organization . Special attention will be focused on analysis of the acquisition and use of market power by firms, strategic interactions among firms, and the role of government policy.

17. Clique Relaxation Models in Networks: Theory, Algorithms, and Applications OR-07 11.08 Tutor Sergiy Butenko Ph.D. in Industrial and Systems Engineering Department of Industrial and Systems Engineering, Texas A&M University, USA E-mail: butenko@tamu.edu Lecture overview This lecture discusses the origins of clique relaxation concepts and provides a brief overview of recent developments in theory behind them, algorithms for solving the corresponding optimization problems, and selected real-life applications of the models of interest.

18. Integer and Combinatorial Optimization OR-08 11.08 Tutor Oleg Prokopyev PhD in Industrial and Systems Engineering Department of Industrial Engineering, University of Pittsburgh, USA E-mail: droleg@pitt.edu Lecture overview The lecture will cover standard approaches used for formulating and solving linear as well as some classes of nonlinear integer programs. We will also overview several well-known applications of integer and combinatorial optimization.

19. Lipschitz Global Optimization OR-09 17.08 Tutor Yaroslav Sergeyev Doctor of Physics and Mathematics, professor University of Calabria, Rende (CS), Italy and N.I. Lobachevski Nizhni Novgorod State University, Russia E-mail: yaro@si.deis.unical.it Lecture overview The lecture is devoted to questions concerning the development of theory and numerical methods for solving a wide range of tasks of Lipschitz global optimization (the problems of testing of these methods are also considered.

20. Organizational issues

21. Main places AACIMP Organizational issues Center (Khreshchatyk) 230, 249, 433 Stadium “Olympic” 189, 199, 411, 427 Railway Station 465 Destinations:

22. KPI main building AACIMP Organizational issues Daily (except Sunday) from 9:30 to 18:00 participants and tutors may visit the Lounge-room (7), where they can find free access to Wi-Fi, water and tea. The Chart of Ideas — stand for ideas, comments, suggestions of participants and tutors is also there.

23. Accommodation and Meals AACIMP Organizational issues Restaurant “DomashniaKuhnia” Address: 31 Prospect Peremogy Time of a breakfast: 9:00-9:45 Time of a lunch: 13:00-14:00 Time of a dinner will be changeable and will be announced beforehand by the organizers. Students’ Hostel Address: 146 Borshchahivs’ka str. Entrance is permitted till 23:00 and guest visits till 22:00

24. Social events AACIMP Organizational issues

26. In case of any damage caused to the property of NTUU “KPI” reimbursement of such damages is accomplished at the expense of a person, who had caused that damage.

27. Organizing Committee is not responsible for any injury, loss of expensive things, documents or unpredicted expenses incurred during the Summer School.

28. The badge serves as the admission to lectures, actions and places of residence.

30. Thank you for attention. Questions? E-mail: summerschool@ssa.org.ua Web-site: summerschool.ssa.org.ua