
University websites must balance many competing priorities. The web presence needs to encourage undergrad enrollment, direct current students to needed resources, inform people visiting the physical…






Abstract:
A general discretetime framework for deriving equilibrium prices of financial assets is
proposed. It allows for heterogenous agents, unspanned random endowments and convex
trading…


In many practical situations one has to make decisions sequentially based on data available at the time of the decision and facing uncertainty of the future. This leads to optimization problems which…


A recent choice model is based on modeling the customer choice process through a Markov chain. In this choice model, a customer arrives into the system with the intention of purchasing a particular…


For roughly six decades since the seminal paper of Robbins and Monro (1951), Stochastic Approximation has dominated the landscape of algorithms for solving root finding and optimization problems with…


ORIE Colloquium: Marie Chazal (Université libre de Bruxelles)  Option Pricing in a OneDimensional Affine Term Structure Model Via Spectral Representations
Tuesday, April 23, 2013 at…


Wednesday, October 30, 2013 at 1:25pm
Upson Hall, 111
Special ORIE/SCAN Seminar: Martijn Mes (Twente)  Tactical Planning in Healthcare Processes Using Approximate Dynamic Programming with Bayesian…


Hans Föllmer
Institute for Mathematics
Humboldt Universität zu Berlin
Some Martingale Aspects of Financial Bubbles
We discuss some recent developments in the probabilistic analysis of…


Huseyin Topaloglu
School of Operations Research and Information Engineering
Cornell University
Friday, August 31, 2011
Assortment Optimization under Variants of the Nested Logit Model
Nested…


Standard approaches to solving stochastic dynamic programs suffer from the curse of dimensionality. Taking advantage of structural properties such as convexity can help reduce the effect of dimension…








