Automatica, November 2006, Volume 42, No. 11


CALL FOR PAPERS for an Automatica Special Issue on Stochastic Modeling, Control, and Robust Optimization at the Crossroads of Engineering, Environmental Economics, and Finance

There is already a long tradition of stochastic and robust optimization in energy and manufacturing engineering. Related models have also flourished in economics and finance (e.g. portfolio management, pricing of derivatives, investment under uncertainty, industrial organization). The deregulation of energy markets associated with the creation of markets for tradable emission permits (Clean air act in the US, Kyoto agreement in Europe) and more generally, the growing pressure for implementing environmentally conscious economic and management policies, have opened new domains of investigation and applied research situated at the crossroads of engineering, environmental economics and finance. This special issue of Automatica is targeted to papers addressing these issues, with special emphasis placed on the following topics:

  1. Stochastic and robust programming or control models of energy systems subject to environmental constraints
  2. Stochastic control models of power systems under environmental constraints
  3. Stochastic game models applied to the analysis of energy/environment markets
  4. Stochastic financial models of energy and emission rights markets
  5. Environmental and economic risk management in hydro-power systems operation
  6. Integrated assessment of global climate change
  7. Stochastic models for life cycle analysis and sustainable operations management and manufacturing
  8. Models for hedging global environmental risks in the insurance and reinsurance business
  9. Theoretical papers on new algorithms or methods for implementing stochastic and robust optimization in large-scale models

High quality papers on topics listed above, or related ones, are invited for publication in the Special Issue. The timetable is

Submission Deadline June 30, 2007
Tentative Publication Date       June 1, 2008

The Special Issue will be prepared by a team consisting of two guest editors, Alain Haurie and Roland Malhamé, and Automatica Editor Berç Rüstem.

Guest and Corresponding Editor Guest Co-Editor

Prof. Alain Haurie
HEC University of Geneva
Geneva, Switzerland     

Prof. Roland Malhamé
Dept. Electrical Engineering
Ecole Polytechnique
Montréal, Québec, Canada  

Prospective authors should submit their contributions by April 1, 2007 through the Automatica web-based paper handling system, available at Submissions can be in either full paper format or brief paper format. They should be submitted as a Special Issue Paper to Special Issue Corresponding Editor Alain Haurie only.