Summer School on Dynamic Discrete Choice Models: Econometric Models and Operations Research Methods

June 10-12, 2015                                        

Université de Montréal, Montréal, Canada

Summer School

Université de Montréal, June 10 — 12, 2015

This Summer School Program will provide basic and advanced methodologies for modeling dynamics in individual choices based on discrete data. The lectures will cover econometric models and related operation research methods such as non-linear optimization algorithms for maximum likelihood estimation, dynamic and stochastic programming. The course emphasizes the integration of different disciplines to solve both theoretical and practical concerns that arise in the formulation and estimation of dynamic discrete choice models. Case studies related to transportation problems (i.e. route choice, car ownership) will illustrate how these methods can be applied in practice. Keynotes will be given on timely topics by well known researchers in the field. The summer school is open to Master, Ph.D. and post doctoral students, researcher and practitioners and will facilitate professional networking and exchange of ideas about the theory and practice of research in individual demand modeling.

Topics

  • Dynamic Programming
  • Stochastic Programming
  • Non-Linear Optimization
  • (Dynamic) Discrete Choice Models

Keynote Speakers

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Mogens Fosgerau is Professor in the Department of Transport at the Technical University of Denmark, Denmark, and visiting Professor at the Royal Institute of Technology, Sweden. Together with Erik Verhoef, he is editor of Economics of Transportation. Professor Fosgerau's areas of research include micro-economics and micro-econometrics applied to problems in transportation, in particular to issues concerning time, reliability and congestion.

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Michel Gendreau is Professor of Operations Research at the Department of Applied Mathematics and Industrial Engineering of Polytechnique Montréal (Canada), where he holds the NSERC/Hydro-Québec Chair on the Stochastic Optimization of Electricity Generation. His main research area is the application of operations research methods to energy and transportation systems planning and operation. Dr. Gendreau has published more than 250 papers on these topics in peer-reviewed journals and conference proceedings. He is also the co-editor of six books dealing with transportation planning and scheduling, as well as with metaheuristics. Dr. Gendreau has completed his 6-year term as Editor in chief of Transportation Science on December 31st, 2014. He received in 2001 the Merit Award of the Canadian Operational Research Society in recognition of his contributions to the development of O.R. in Canada. He was elected Fellow of INFORMS in 2010.

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John P. Rust received his PhD in economics from MIT in 1983. He taught at the University of Wisconsin, Yale University and University of Maryland before joining the Department of Economics, George Washington University. His major research interests are numerical dynamic programming and retirement behavior. He has written papers on a broad range of topics including investment, Social Security and Medicare, the nuclear power industry, and auctions. His papers have appeared on Econometrica, SIAM Journal of Control and Optimization, Transportation Research Part B.

Organizers and lecturers

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Fabian Bastin is Associate Professor at the Department of Computer Science and Operations Research of the Université de Montréal and member of CIRRELT. He has obtained a PhD in mathematics in 2004 from the University of Namur, Belgium.Hisresearch interests are primarily in the areas of nonlinear programming, stochastic optimization, simulation and discrete choice modeling.

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Cinzia Cirillo holds a Ph.D. in Transportation Engineering from the Polytechnic of Torino (Italy) and is Professor at the Department of Civil and Environmental Engineering of the University of Maryland. Dr. Cirillo's research is in the area of transportation demand analysis, forecasting, and planning.  Her work includes the development of improved transport modeling techniques and survey instruments, application of advanced statistical and econometrics methods, and analysis of their results to predict consumer demand and behavior for various transportation options. Dr. Cirillo has extensive international and multi-disciplinary collaborations; exchange activities have been established with scholars in Canada, China, Taiwan, and Italy. Her work has appeared on Transportation Science, Transportation Research A, Transportation Research B, Mathematical Programming.

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Emma Frejinger is Assistant Professor at the Department of Computer Science and Operations Research of  the Université de Montréal, member of CIRRELT, and holder of the CN Chair on Intermodal Transportation. She holds a PhD in mathematics from EPFL (Switzerland) and her research interests are related to the fields of demand modeling and operations research. Her main contributions concern the modeling of path choices in large networks.

 

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