In Memory of Yuri Ermoliev,
an outstanding world-known scientist, more than 35 years contributing his knowledge and experience to IIASA research agenda, IIASA Schoalar and Emeritus, "Pioneer" in Stochastic Optimization, Academician of National Academy of Sciences of Ukraine, Professor Dr.
A recently published Springer Book "Nexus of Sustainability: Understanding of Food-Energy-Water-Social-Environmental Systems" (available here) is largely devoted to the results of the joint project between the International Institute for Applied Systems Analysis (IIASA) and the National Academy of Sciences (NAS) of Ukraine "Integrated robust modeling and management of food-energy-water-land use nexus for sustainable development".
The authors dedicate this book to the memory of the Academician of NAS of Ukraine, Professor Dr. Yuri Ermoliev, who passed away in October 2022 and made a fundamental contribution to stochastic optimization as a basic tool for quantitative risk management. This book largely follows his ideas about risk management and its applications.
Academician of NASU, Professor Dr. Yuri Ermoliev was a wholehearted supporter of IIASA. He was highly devoted to and respected in the Ukrainian NAS and it is mainly thanks to him that Ukraine has maintained its membership in IIASA throughout the challenging times since the country got independence in early 1990s.
Yuri Ermoliev received an honorable award "Pioneer in Stochastic Optimization", in particular, for the method known as Stochastic Quasi-Gradient (SQG) methods. As "Pioneer of STO" he was acknowledged, among others, for "... whose insight and dedication 25-30 years ago ultimately provided the foundation on which the discipline is built." Apart from Yuri Ermoliev, the list of "pioneers" include George B. Dantzig, Michael A.H. Dempster, Jitka Dupachova, Peter Kall, Willem K. Klein Haneveld, Kurt Marti, Andras Prekopa, Stephen M. Robinson, R. Tyrell Rockafellar, Roger J-B Wets, and William T. Ziemba.
The basic feature of SQG methods is that they do not demand exact values of objective and constraints functions, which opens up ample opportunities for use in stochastic optimization problems. In particular, general linear, non-linear and dynamic two-stage problems (with N.Shor 1968, Yu. Ermoliev 1976), adaptive Monte Carlo simulations (with T. Maryanovich 1973), limiting and nonstationary problem (with E.Nurminskii and with A.Gaivoronskii), stochastic economic models (with A. Yastremski 1979), stochastic minimax problem (with Nurminskii) were investigated by Yuri Ermoliev. These methods can be viewed as a non-linear path dependent adaptive random search process, and allows us to model rather general growth processes with increasing returns (with A. Brian and Yu. Kaniovskii). Together with his daughter T.Y. Ermolieva, Yuri Ermoliev, and Vladimir Norkin were awarded the Kjell Gunnarson award from Sweden for their work on catastrophic risk management.
The editors of the book are President of NASU, Chairman of the NASU Committee for Systems Analysis, Ukrainian representative at IIASA, Academician Prof Dr. Anatoly G. Zagorodny (Principal Investigator from Ukrainian side of the IIASA-NASU joint project); Vise-President of NASU, Deputy chairman of the NASU Committee for Systems Analysis, Ukrainian representative at IIASA, Academician Prof Dr. Viacheslav L. Bogdanov (Deputy Principal Investigator from Ukrainian side of the IIASA-NASU joint project); Secretary of the NASU Committee for Systems Analysis and the Ukrainian NMO at IIASA, Dr. Artur Zaporozhets.
Authors of the monographs in the book are representatives from NASU Institutes participants of the IIASA-NASU project from Institute of Theoretical Physics, Institute of Cybernetics, General Energy Institute, Institute of Modelling Problem in Power Engineering, Institute for Economics and Forecasting, Institute of Demography and Social Studies, Scientific Centre of Aerospace Research of the Earth, Ukrainian Research Hydrometeorological Institute. From IIASA, the contributors to the book are Tatiana Ermolieva (Principle Investigator of the IIASA-NASU project from IIASA side) and Nadejda Komendantova, Group leader of the Cooperation and Transformation Governance group with Advancing Systems Analysis program, IIASA.
