Section: Overall Objectives

Presentation

The core component of our scientific agenda focuses on the development of statistical and probabilistic methods for the modeling and the optimization of complex systems. These systems require mathematical representations which are in essence dynamic and stochastic with discrete and/or continuous variables. This increasing complexity poses genuine scientific challenges that can be addressed through complementary approaches and methodologies:

• Modeling: design and analysis of realistic and tractable models for such complex real-life systems and various probabilistic phenomena;

• Estimation: developing theoretical and computational procedures in order to estimate and evaluate the parameters and the performance of the system;

• Optimization: developing theoretical and numerical control tools to optimize the performance and/or to maintain the system function in operating state.