Many problems arising from understanding commodities and energy markets, exhaustibility of natural resources and modern (emission) derivatives and equity markets demand the development of new mathematical tools in optimization and equilibrium theory. These lead to new challenges in the intersection of game theory, stochastic calculus, optimal control and convex analysis. The proposed focus of the meeting will be in the following four main theme areas:

- Stochastic Programming Challenges in Energy Optimization
- Pricing and Hedging of Energy Related Risk Factors
- Mathematics of Natural Resource Management
- Dynamic Contract Theory and Stochastic Games

The workshop will be accompanied by a mini-course on the mathematics and energy markets and natural resources.