Tuesday, Apr 15, 2014 at 4:15 PM [.ics]
253 Rhodes Hall
Natesh Pillai
Assistant Professor, Department of Statistics
Harvard University
Category: ORIE Colloquium Seminars

Friday, March 7, 2014 at 3:30pm
Frank H. T. Rhodes Hall, 655
CAM Colloquium: Howard C. Elman (Maryland) - Reduced Basis Collocation Methods for Partial Differential Equations with Random…

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…